Cheung, Ka Chun; Phillip Yam, Sheung Chi; Yuen, Fei Lung; Zhang, Yiying Concave distortion risk minimizing reinsurance design under adverse selection. (English) Zbl 1435.91142 Insur. Math. Econ. 91, 155-165 (2020). MSC: 91G05 91B43 PDFBibTeX XMLCite \textit{K. C. Cheung} et al., Insur. Math. Econ. 91, 155--165 (2020; Zbl 1435.91142) Full Text: DOI
Cheung, K. C.; Yuen, F. L. On the uncertainty of VaR of individual risk. (English) Zbl 1430.91133 J. Comput. Appl. Math. 367, Article ID 112468, 14 p. (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 91G70 91G05 PDFBibTeX XMLCite \textit{K. C. Cheung} and \textit{F. L. Yuen}, J. Comput. Appl. Math. 367, Article ID 112468, 14 p. (2020; Zbl 1430.91133) Full Text: DOI
Cheung, K. C.; Yam, S. C. P.; Yuen, F. L. Reinsurance contract design with adverse selection. (English) Zbl 1426.91211 Scand. Actuar. J. 2019, No. 9, 784-798 (2019). MSC: 91G05 91B43 PDFBibTeX XMLCite \textit{K. C. Cheung} et al., Scand. Actuar. J. 2019, No. 9, 784--798 (2019; Zbl 1426.91211) Full Text: DOI