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Ka Chun Cheung
Ka Chun Cheung
Department of Statistics and Actuarial Science, The University of Hong Kong
Verified email at hku.hk
Title
Cited by
Cited by
Year
Optimal reinsurance revisited–a geometric approach
KC Cheung
ASTIN Bulletin: The Journal of the IAA 40 (1), 221-239, 2010
1512010
Optimal reinsurance under general law-invariant risk measures
KC Cheung, KCJ Sung, SCP Yam, SP Yung
Scandinavian Actuarial Journal 2014 (1), 72-91, 2014
1002014
Characterizations of optimal reinsurance treaties: a cost-benefit approach
KC Cheung, A Lo
Scandinavian Actuarial Journal 2017 (1), 1-28, 2017
832017
Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model
Z Liang, KC Yuen, KC Cheung
Applied Stochastic Models in Business and Industry 28 (6), 585-597, 2012
782012
Robust and Pareto optimality of insurance contracts
AV Asimit, V Bignozzi, KC Cheung, J Hu, ES Kim
European Journal of Operational Research 262 (2), 720-732, 2017
642017
Optimal allocation of policy limits and deductibles
KC Cheung
Insurance: Mathematics and Economics 41 (3), 382-391, 2007
512007
Optimal reinsurance in the presence of counterparty default risk
AV Asimit, AM Badescu, KC Cheung
Insurance: Mathematics and Economics 53 (3), 690-697, 2013
472013
Stochastic orders of scalar products with applications
L Hua, KC Cheung
Insurance: Mathematics and Economics 42 (3), 865-872, 2008
442008
Upper comonotonicity
KC Cheung
Insurance: Mathematics and Economics 45 (1), 35-40, 2009
362009
Worst allocations of policy limits and deductibles
L Hua, KC Cheung
Insurance: Mathematics and Economics 43 (1), 93-98, 2008
342008
The optimal insurance under disappointment theories
KC Cheung, WF Chong, SCP Yam
Insurance: Mathematics and Economics 64, 77-90, 2015
332015
Risk‐Minimizing Reinsurance Protection For Multivariate Risks
KC Cheung, KCJ Sung, SCP Yam
Journal of risk and insurance 81 (1), 219-236, 2014
332014
Risk-adjusted Bowley reinsurance under distorted probabilities
KC Cheung, SCP Yam, Y Zhang
Insurance: Mathematics and Economics 86, 64-72, 2019
322019
Bounds for sums of random variables when the marginal distributions and the variance of the sum are given
KC Cheung, S Vanduffel
Scandinavian Actuarial Journal 2013 (2), 103-118, 2013
312013
Optimal investment-consumption strategy in a discrete-time model with regime switching
KC Cheung, H Yang
Discrete and Continuous Dynamical Systems Series B 8 (2), 315, 2007
292007
Budget-constrained optimal reinsurance design under coherent risk measures
KC Cheung, WF Chong, A Lo
Scandinavian Actuarial Journal 2019 (9), 729-751, 2019
282019
Reducing risk by merging counter-monotonic risks
KC Cheung, J Dhaene, A Lo, Q Tang
Insurance: Mathematics and Economics 54, 58-65, 2014
272014
General lower bounds on convex functionals of aggregate sums
KC Cheung, A Lo
Insurance: Mathematics and Economics 53 (3), 884-896, 2013
262013
Characterization of comonotonicity using convex order
KC Cheung
Insurance: Mathematics and Economics 43 (3), 403-406, 2008
252008
Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
KC Cheung, A Lo
Insurance: Mathematics and Economics 55, 180-190, 2014
232014
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