Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying Satisficing credibility for heterogeneous risks. (English) Zbl 07478850 Eur. J. Oper. Res. 298, No. 2, 752-768 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{K. C. Cheung} et al., Eur. J. Oper. Res. 298, No. 2, 752--768 (2022; Zbl 07478850) Full Text: DOI OpenURL
Li, Xiaolong; Shi, Yifan; Phillip Yam, Sheung Chi; Yang, Hailiang Fourier-cosine method for finite-time Gerber-shiu functions. (English) Zbl 07364336 SIAM J. Sci. Comput. 43, No. 3, B650-B677 (2021). MSC: 68Q25 68R10 68U05 PDF BibTeX XML Cite \textit{X. Li} et al., SIAM J. Sci. Comput. 43, No. 3, B650--B677 (2021; Zbl 07364336) Full Text: DOI OpenURL
Chen, Yongzhao; Cheung, Ka Chun; Choi, Hugo Ming Cheung; Yam, Sheung Chi Phillip Evolutionary credibility risk premium. (English) Zbl 1446.91057 Insur. Math. Econ. 93, 216-229 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{Y. Chen} et al., Insur. Math. Econ. 93, 216--229 (2020; Zbl 1446.91057) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{K. C. Cheung} et al., Insur. Math. Econ. 91, 155--165 (2020; Zbl 1435.91142) Full Text: DOI OpenURL
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying Risk-adjusted bowley reinsurance under distorted probabilities. (English) Zbl 1411.91272 Insur. Math. Econ. 86, 64-72 (2019). MSC: 91B30 91A65 PDF BibTeX XML Cite \textit{K. C. Cheung} et al., Insur. Math. Econ. 86, 64--72 (2019; Zbl 1411.91272) Full Text: DOI OpenURL
Wong, K. C.; Yam, S. C. P.; Zeng, J. Mean-risk portfolio management with bankruptcy prohibition. (English) Zbl 1419.91596 Insur. Math. Econ. 85, 153-172 (2019). MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{K. C. Wong} et al., Insur. Math. Econ. 85, 153--172 (2019; Zbl 1419.91596) Full Text: DOI OpenURL
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang Valuing equity-linked death benefits in a regime-switching framework. (English) Zbl 1390.91211 ASTIN Bull. 45, No. 2, 355-395 (2015). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{C. C. Siu} et al., ASTIN Bull. 45, No. 2, 355--395 (2015; Zbl 1390.91211) Full Text: DOI Link OpenURL
Chau, K. W.; Yam, S. C. P.; Yang, H. Fourier-cosine method for Gerber-Shiu functions. (English) Zbl 1314.91235 Insur. Math. Econ. 61, 170-180 (2015). MSC: 91G60 91B30 65T40 42A10 60E10 PDF BibTeX XML Cite \textit{K. W. Chau} et al., Insur. Math. Econ. 61, 170--180 (2015; Zbl 1314.91235) Full Text: DOI OpenURL
Cheung, K. C.; Rong, Yian; Yam, S. C. P. Borch’s theorem from the perspective of comonotonicity. (English) Zbl 1403.91191 Insur. Math. Econ. 54, 144-151 (2014). Reviewer: Tomáš Cipra (Praha) MSC: 91B30 91B16 PDF BibTeX XML Cite \textit{K. C. Cheung} et al., Insur. Math. Econ. 54, 144--151 (2014; Zbl 1403.91191) Full Text: DOI OpenURL
Chen, Ping; Yam, S. C. P. Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers. (English) Zbl 1290.91079 Insur. Math. Econ. 53, No. 3, 871-883 (2013). MSC: 91B30 91G10 60J27 62H30 PDF BibTeX XML Cite \textit{P. Chen} and \textit{S. C. P. Yam}, Insur. Math. Econ. 53, No. 3, 871--883 (2013; Zbl 1290.91079) Full Text: DOI OpenURL