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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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Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery
Yong, Yaodi; Cheung, Ka Chun; Zhang, Yiying - In: ASTIN bulletin : the journal of the International … 54 (2024) 3, pp. 738-766
Persistent link: https://www.econbiz.de/10015154573
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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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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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Evolutionary credibility risk premium
Chen, Yongzhao; Cheung, Ka Chun; Choi, Hugo Ming Cheung; … - In: Insurance / Mathematics & economics 93 (2020), pp. 216-229
Persistent link: https://www.econbiz.de/10012294126