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Ka Chun Cheung
Ka Chun Cheung
Department of Statistics and Actuarial Science, The University of Hong Kong
Adresse e-mail validée de hku.hk
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Optimal reinsurance revisited–a geometric approach
KC Cheung
ASTIN Bulletin: The Journal of the IAA 40 (1), 221-239, 2010
1562010
Optimal reinsurance under general law-invariant risk measures
KC Cheung, KCJ Sung, SCP Yam, SP Yung
Scandinavian Actuarial Journal 2014 (1), 72-91, 2014
1052014
Characterizations of optimal reinsurance treaties: a cost-benefit approach
KC Cheung, A Lo
Scandinavian Actuarial Journal 2017 (1), 1-28, 2017
872017
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
792012
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
732017
Optimal reinsurance in the presence of counterparty default risk
AV Asimit, AM Badescu, KC Cheung
Insurance: Mathematics and Economics 53 (3), 690-697, 2013
532013
Optimal allocation of policy limits and deductibles
KC Cheung
Insurance: Mathematics and Economics 41 (3), 382-391, 2007
512007
Stochastic orders of scalar products with applications
L Hua, KC Cheung
Insurance: Mathematics and Economics 42 (3), 865-872, 2008
442008
Risk-adjusted Bowley reinsurance under distorted probabilities
KC Cheung, SCP Yam, Y Zhang
Insurance: Mathematics and Economics 86, 64-72, 2019
412019
Upper comonotonicity
KC Cheung
Insurance: Mathematics and Economics 45 (1), 35-40, 2009
392009
The optimal insurance under disappointment theories
KC Cheung, WF Chong, SCP Yam
Insurance: Mathematics and Economics 64, 77-90, 2015
382015
Risk‐minimizing reinsurance protection for multivariate risks
KC Cheung, KCJ Sung, SCP Yam
Journal of risk and insurance 81 (1), 219-236, 2014
362014
Worst allocations of policy limits and deductibles
L Hua, KC Cheung
Insurance: Mathematics and Economics 43 (1), 93-98, 2008
342008
Budget-constrained optimal reinsurance design under coherent risk measures
KC Cheung, WF Chong, A Lo
Scandinavian Actuarial Journal 2019 (9), 729-751, 2019
312019
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
Reducing risk by merging counter-monotonic risks
KC Cheung, J Dhaene, A Lo, Q Tang
Insurance: Mathematics and Economics 54, 58-65, 2014
302014
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
302007
Bowley reinsurance with asymmetric information on the insurer's risk preferences
TJ Boonen, KC Cheung, Y Zhang
Scandinavian Actuarial Journal 2021 (7), 623-644, 2021
262021
Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
KC Cheung, A Lo
Insurance: Mathematics and Economics 55, 180-190, 2014
262014
General lower bounds on convex functionals of aggregate sums
KC Cheung, A Lo
Insurance: Mathematics and Economics 53 (3), 884-896, 2013
262013
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