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Disappointment aversion premium principle
Cheung, Ka Chun; Chong, Wing Fung; Elliott, Robert J.; … - In: Astin bulletin : the journal of the International … 45 (2015) 3, pp. 679-702
Persistent link: https://www.econbiz.de/10011397624
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On heterogeneity in the individual model with both dependent claim occurrences and severities
Zhang, Yiying; Li, Xiaohu; Cheung, Ka Chun - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 817-839
Persistent link: https://www.econbiz.de/10011875905
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Optimal Reinsurance Revisited
CHEUNG, Ka Chun - In: Astin bulletin : the journal of the International … 40 (2010) 1, pp. 221-240
Persistent link: https://www.econbiz.de/10009343701
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A Neyman-Pearson perspective on optimal reinsurance with constraints
Lo, Ambrose - In: Astin bulletin : the journal of the International … 47 (2017) 2, pp. 467-499
Persistent link: https://www.econbiz.de/10011729606