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On the (in-)dependence between financial and actuarial risks
Dhaene, Jan; Kukush, Alexander; Luciano, Elisa; … - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 522-531
Persistent link: https://www.econbiz.de/10010119400
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The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 357-371
Persistent link: https://www.econbiz.de/10009846326
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Optimal portfolio problem with unknown dependency structure
Cheung, Ka Chun - In: Insurance / Mathematics & economics 38 (2006) 1, pp. 167-175
Persistent link: https://www.econbiz.de/10006872186
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Optimal stopping behavior of equity-linked investment products with regime switching
Cheung, Ka Chun; Yang, Hailiang - In: Insurance / Mathematics & economics 37 (2005) 3, pp. 599-614
Persistent link: https://www.econbiz.de/10006874106
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Stochastic orders of scalar products with applications
Hua, Lei; Cheung, Ka Chun - In: Insurance / Mathematics & economics 42 (2008) 3, pp. 865-872
Persistent link: https://www.econbiz.de/10008057667
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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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Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order
Cheung, Ka Chun; Lo, Ambrose - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 334-342
Persistent link: https://www.econbiz.de/10010175068
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Bounds for sums of random variables when the marginal distributions and the variance of the sum are given
Cheung, Ka Chun; Vanduffel, Steven - In: Scandinavian actuarial journal : Actuarial Society of … 2013 (2013) 2, pp. 103-118
Persistent link: https://www.econbiz.de/10010094871
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Optimal allocation of policy limits and deductibles
Cheung, Ka Chun - In: Insurance / Mathematics & economics 41 (2007) 3, pp. 382-392
Persistent link: https://www.econbiz.de/10007865931
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Characterization of comonotonicity using convex order
Cheung, Ka Chun - In: Insurance / Mathematics & economics 43 (2008) 3, pp. 403-406
Persistent link: https://www.econbiz.de/10008149209