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Browsing by Author Yam, SCP
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Showing results 19 to 32 of 32
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Title
Author(s)
Issue Date
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
Risk-Minimizing Reinsurance Protection For Multivariate Risks
Journal:
Journal of Risk and Insurance
Cheung, KC
SUNG, KCJ
Yam, SCP
2014
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
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
Two rationales behind the 'buy-and-hold or sell-at-once' strategy
Journal:
Journal of Applied Probability
Yam, SCP
Yung, SP
Zhou, W
2009
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
Valuing Equity-Linked Death Benefits in a Regime-Switching Framework
Journal:
ASTIN Bulletin
Siu, CC
Yam, SCP
Yang, H
2015