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Concave distortion risk minimizing reinsurance design under adverse selection
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Yuen, Fei Lung; … - In: Insurance / Mathematics & economics 91 (2020), pp. 155-165
Persistent link: https://www.econbiz.de/10012242000
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Characterizations of optimal reinsurance treaties : a cost-benefit approach
Cheung, Ka Chun; Lo, Ambrose - In: Scandinavian actuarial journal (2017) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10011771935
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Risk-minimizing reinsurance protection for multivariate risks
Cheung, Ka Chun; Sung, K. C. J.; Yam, Sheung Chi Phillip - In: The journal of risk and insurance : the journal of the … 81 (2014) 1, pp. 219-236
Persistent link: https://www.econbiz.de/10010340221
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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/10010195921
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Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
Cheung, Ka Chun; Lo, Ambrose - In: Insurance / Mathematics & economics 55 (2014), pp. 180-190
Persistent link: https://www.econbiz.de/10010366180
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General lower bounds on convex functionals of aggregate sums
Cheung, Ka Chun; Lo, Ambrose - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 884-896
Persistent link: https://www.econbiz.de/10010227789
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Optimal reinsurance in the presence of counterparty default risk
Asimit, Alexandru V.; Badescu, Alexandru M.; Cheung, Ka Chun - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 690-697
Persistent link: https://www.econbiz.de/10010227904
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Reducing risk by merging counter-monotonic risks
Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe - In: Insurance / Mathematics & economics 54 (2014), pp. 58-65
Persistent link: https://www.econbiz.de/10010259677
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Bowley reinsurance with asymmetric information on the insurer's risk preferences
Boonen, Tim J.; Cheung, Ka Chun; Zhang, Yiying - In: Scandinavian actuarial journal 2021 (2021) 7, pp. 623-644
Persistent link: https://www.econbiz.de/10012624638
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Budget-constrained optimal reinsurance design under coherent risk measures
Cheung, Ka Chun; Chong, Wing Fung; Lo, Ambrose - In: Scandinavian actuarial journal 2019 (2019) 9, pp. 729-751
Persistent link: https://www.econbiz.de/10012194995