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Cheung, Ka Chun's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
297 |
Total
Citations
1 |
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1.
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Cheung, Ka Chun
University of Hong Kong Vanduffel, Steven
Vrije Universiteit Brussel (Free University of Brussels)
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26 Mar 09
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Last Revised:
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03 Nov 10
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231
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comonotonicity, copula, dependence, solvency, Basel II, Solvency II, Value-at-Risk, Tail Value-at-Risk
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2.
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Cheung, Ka Chun
University of Hong Kong Dhaene, Jan
Katholieke Universiteit Leuven - Department of Applied Economics Tang, Qihe
University of Amsterdam - Amsterdam School of Economics (ASE)
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37
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hedging, comonotonicity, counter-monotonicity, convex order, Tail Value-at-Risk
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3.
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Ordered Random Vectors and Equality in Distribution
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Cheung, Ka Chun
University of Hong Kong Dhaene, Jan
Katholieke Universiteit Leuven - Department of Applied Economics Kukush, Alexander
Catholic University of Leuven (KUL) Linders, Daniël
KU Leuven - Department of Applied Economics
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Posted:
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12 Jan 13
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Last Revised:
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18 May 13
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12
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Cheung, Ka Chun
University of Hong Kong Dhaene, Jan
Katholieke Universiteit Leuven - Department of Applied Economics Kukush, Alexander
Catholic University of Leuven (KUL) Linders, Daniël
KU Leuven - Department of Applied Economics
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supermodular order, concordance order, expected utility, distorted expectation, comonotonicity
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Cheung, Ka Chun
University of Hong Kong Dhaene, Jan
Katholieke Universiteit Leuven - Department of Applied Economics Kukush, Alexander
Catholic University of Leuven (KUL) Linders, Daniël
KU Leuven - Department of Applied Economics
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11
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supermodular order, concordance order, expected utility, distorted expectation, comonotonicity
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4.
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Asimit, Vali Alexandru
City University London - Faculty of Actuarial Science Badescu, Alex
University of Calgary Cheung, Ka Chun
University of Hong Kong
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10
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Counterparty Default Risk, Distorted Risk Measure, Expected Policyholder Deficit, Premium Principle, Optimal Reinsurance, Value-at-Risk
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5.
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Cheung, Ka Chun
University of Hong Kong Dhaene, Jan
Katholieke Universiteit Leuven - Department of Applied Economics Rong, Yian Vivian
The University of Hong Kong, Hong Kong, China. Department of Statistics & Actuarial Science Yam, Sheung Chi Phillip
The Chinese University of Hong Kong. Department of Statistics
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7
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Optimal allocation, Comonotonicity, Convex function, Stop-loss
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