Browsing by Author Yam, SCP

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TitleAuthor(s)Issue DateViews
 
2014
46
 
2017
74
 
A probabilistic proof for Fourier inversion formula
Journal:Statistics & Probability Letters
2018
1
 
2014
76
 
2012
67
 
Behavioral optimal insurance
Journal:Insurance: Mathematics and Economics
2011
135
 
Borch’s Theorem from the perspective of comonotonicity
Journal:Insurance: Mathematics and Economics
2014
39
 
2020
2
 
Convex ordering for insurance preferences
Journal:Insurance: Mathematics and Economics
2015
27
 
Critical points of random finite Blaschke products with independent and identically distributed zeros
Proceeding/Conference:Complex Analysis and Potential Theory with Applications
2014
41
 
2015
27
 
Evolutionary credibility risk premium
Journal:Insurance: Mathematics and Economics
2020
10
 
Fourier-cosine method for Gerber-Shiu functions
Journal:Insurance: Mathematics and Economics
2015
71
 
Fourier-cosine method for ruin probabilities
Journal:Journal of Computational and Applied Mathematics
2015
38
 
2015
56
A mixed Sharpe ratio
Proceeding/Conference:Risk and Decision Analysis
2012
110
 
On additivity of tail comonotonic risks
Journal:Scandinavian Actuarial Journal
2019
3
 
Optimal asset allocation: Risk and information uncertainty
Journal:European Journal of Operational Research
2016
38
 
2014
117
 
Optimal selling time in stock market over a finite time horizon
Journal:Acta Mathematicae Applicatae Sinica
2012
100