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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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Applications of conditional comonotonicity to some optimization problems
Cheung, Ka Chun - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 89-93
Persistent link: https://www.econbiz.de/10009517593
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Robust and Pareto optimality of insurance contracts
Asimit, Alexandru V.; Bignozzi, Valeria; Cheung, Ka Chun; … - In: European journal of operational research : EJOR 262 (2017) 2, pp. 720-732
Persistent link: https://www.econbiz.de/10011798900
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Multi-constrained optimal reinsurance model from the duality perspectives
Cheung, Ka Chun; He, Wanting; Wang, He - In: Insurance / Mathematics & economics 113 (2023), pp. 199-214
Persistent link: https://www.econbiz.de/10014466212
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A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints
Lo, Ambrose - In: Scandinavian actuarial journal (2017) 7, pp. 584-605
Persistent link: https://www.econbiz.de/10011848476