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Browsing by Author Yam, SCP
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Showing results 1 to 20 of 32
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Title
Author(s)
Issue Date
Views
A class of non-zero-sum stochastic differential investment and reinsurance games
Journal:
Automatica
Bensoussan, A
Siu, CC
Yam, SCP
Yang, H
2014
64
A class of nonzero-sum investment and reinsurance games subject to systematic risks
Journal:
Scandinavian Actuarial Journal
Siu, CC
Yam, SCP
Yang, H
Zhao, H
2017
102
A probabilistic proof for Fourier inversion formula
Journal:
Statistics & Probability Letters
Wong, TK
Yam, SCP
2018
61
A test for the equality of multiple Sharpe ratios
Journal:
The Journal of Risk
Wright, JA
Yam, SCP
Yung, SP
2014
Average Value-at-Risk Minimizing Reinsurance under Wang's Premium Principle with Constraints
Journal:
ASTIN Bulletin
Cheung, KC
Liu, F
Yam, SCP
2012
59
Behavioral optimal insurance
Journal:
Insurance: Mathematics and Economics
Sung, KCJ
Yam, SCP
Yung, SP
Zhou, JH
2011
Borch’s Theorem from the perspective of comonotonicity
Journal:
Insurance: Mathematics and Economics
Cheung, KC
RONG, Y
Yam, SCP
2014
78
Concave distortion risk minimizing reinsurance design under adverse selection
Journal:
Insurance: Mathematics and Economics
Cheung, KC
Yam, SCP
Yuen, FL
Zhang, Y
2020
32
Convex ordering for insurance preferences
Journal:
Insurance: Mathematics and Economics
Cheung, KC
CHONG, WF
Yam, SCP
2015
Critical points of random finite Blaschke products with independent and identically distributed zeros
Proceeding/Conference:
Complex Analysis and Potential Theory with Applications
Cheung, PL
Ng, TW
Yam, SCP
2014
62
DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE
Journal:
ASTIN Bulletin
Cheung, KC
Chong, WF
Elliott, R
Yam, SCP
2015
Evolutionary credibility risk premium
Journal:
Insurance: Mathematics and Economics
CHEN, Y
Cheung, KC
Choi, HMC
Yam, SCP
2020
Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions
Journal:
SIAM Journal on Scientific Computing
Li, X
Shi, Y
Yam, SCP
Yang, H
2021
23
Fourier-cosine method for Gerber-Shiu functions
Journal:
Insurance: Mathematics and Economics
Chau, KW
Yam, SCP
Yang, H
2015
Fourier-cosine method for ruin probabilities
Journal:
Journal of Computational and Applied Mathematics
Chau, KW
Yam, SCP
Yang, H
2015
Higher-Order, Polar and Sz.-Nagy’s Generalized Derivatives of Random Polynomials with Independent and Identically Distributed Zeros on the Unit Circle
Journal:
Computational Methods and Function Theory
Cheung, PL
Ng, TW
Tsai, HTJ
Yam, SCP
2015
Inter‐temporal mutual‐fund management
Journal:
Mathematical Finance
Bensoussan, A
Cheung, KC
Li, Y
Yam, SCP
2022
1
A mixed Sharpe ratio
Proceeding/Conference:
Risk and Decision Analysis
Wong, WK
Wright, JA
Yam, SCP
Yung, SP
2012
100
On additivity of tail comonotonic risks
Journal:
Scandinavian Actuarial Journal
Cheung, KC
Ling, HK
Tang, Q
Yam, SCP
Yuen, FL
2019
27
Optimal asset allocation: Risk and information uncertainty
Journal:
European Journal of Operational Research
Yam, SCP
Yang, H
Yuen, FL
2016
63
