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 6 to 25 of 32
< previous
next >
Title
Author(s)
Issue Date
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
Concave distortion risk minimizing reinsurance design under adverse selection
Journal:
Insurance: Mathematics and Economics
Cheung, KC
Yam, SCP
Yuen, FL
Zhang, Y
2020
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
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
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
A mixed Sharpe ratio
Proceeding/Conference:
Risk and Decision Analysis
Wong, WK
Wright, JA
Yam, SCP
Yung, SP
2012
On additivity of tail comonotonic risks
Journal:
Scandinavian Actuarial Journal
Cheung, KC
Ling, HK
Tang, Q
Yam, SCP
Yuen, FL
2019
Optimal asset allocation: Risk and information uncertainty
Journal:
European Journal of Operational Research
Yam, SCP
Yang, H
Yuen, FL
2016
Optimal Reinsurance Under General Law-Invariant Risk Measures
Journal:
Scandinavian Actuarial Journal
Cheung, KC
Sung, KCJ
Yam, SCP
Yung, SP
2014
Optimal selling time in stock market over a finite time horizon
Journal:
Acta Mathematicae Applicatae Sinica
Yam, SCP
Yung, SP
Zhou, W
2012
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
Reinsurance contract design with adverse selection
Journal:
Scandinavian Actuarial Journal
Cheung, KC
Yam, SCP
Yuen, FL
2019
Risk-adjusted Bowley reinsurance under distorted probabilities
Journal:
Insurance: Mathematics and Economics
Cheung, KC
Yam, SCP
Zhang, Y
2019