Skip navigation
HKU Login
Guest Login
Home
Publications
Researchers
Staff
Research Postgraduates
Organizations
Grants
Datasets
Deposit Data
HKUL Research Data Management
Theses
Patents
Community Service
Browsing by Author Yam, SCP
Jump to:
0-9
A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
S
T
U
V
W
X
Y
Z
中
or enter first few letters:
Showing results 12 to 31 of 32
< previous
next >
Title
Author(s)
Issue Date
Views
Evolutionary credibility risk premium
Journal:
Insurance: Mathematics and Economics
CHEN, Y
Cheung, KC
Choi, HMC
Yam, SCP
2020
33
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
84
Fourier-cosine method for ruin probabilities
Journal:
Journal of Computational and Applied Mathematics
Chau, KW
Yam, SCP
Yang, H
2015
41
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
64
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
92
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
50
Optimal Reinsurance Under General Law-Invariant Risk Measures
Journal:
Scandinavian Actuarial Journal
Cheung, KC
Sung, KCJ
Yam, SCP
Yung, SP
2014
78
Optimal selling time in stock market over a finite time horizon
Journal:
Acta Mathematicae Applicatae Sinica
Yam, SCP
Yung, SP
Zhou, W
2012
163
Probabilistic solutions for a class of deterministic optimal allocation problems
Journal:
Journal of Computational and Applied Mathematics
Cheung, KC
Dhaene, J
RONG, Y
Yam, SCP
2018
36
Reinsurance contract design with adverse selection
Journal:
Scandinavian Actuarial Journal
Cheung, KC
Yam, SCP
Yuen, FL
2019
34
Risk-adjusted Bowley reinsurance under distorted probabilities
Journal:
Insurance: Mathematics and Economics
Cheung, KC
Yam, SCP
Zhang, Y
2019
39
Risk-Minimizing Reinsurance Protection For Multivariate Risks
Journal:
Journal of Risk and Insurance
Cheung, KC
SUNG, KCJ
Yam, SCP
2014
47
Satisficing credibility for heterogeneous risks
Journal:
European Journal of Operational Research
Cheung, KC
Yam, SCP
Zhang, Y
2022
The optimal insurance under disappointment theories
Journal:
Insurance: Mathematics and Economics
Cheung, KC
CHONG, WF
Yam, SCP
2015
55
Time-Consistent Portfolio Selection Under Short-Selling Prohibition: from Discrete to Continuous Setting
Journal:
SIAM Journal on Financial Mathematics
Bensoussan, A
Wong, KC
Yam, SCP
Yung, SP
2014
76
Two rationales behind the 'buy-and-hold or sell-at-once' strategy
Journal:
Journal of Applied Probability
Yam, SCP
Yung, SP
Zhou, W
2009
113
A unified 'bang-bang' principle with respect to R-invariant performance benchmarks
Journal:
Theory of Probability and Its Applications
Yam, SCP
Yung, SP
Zhou, W
2013
33
