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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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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
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Bowley solution under the reinsurer's default risk
Chen, Yanhong; Cheung, Ka Chun; Zhang, Yiying - In: Insurance : mathematics and economics 115 (2024), pp. 36-61
Persistent link: https://www.econbiz.de/10015066727
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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