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Cheung, Ka Chun

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Author ID: cheung.ka-chun Recent zbMATH articles by "Cheung, Ka Chun"
Published as: Cheung, K.; Cheung, K. C.; Cheung, Ka Chun
External Links: MGP
Documents Indexed: 58 Publications since 2000

Publications by Year

Citations contained in zbMATH Open

50 Publications have been cited 469 times in 270 Documents Cited by Year
Optimal reinsurance revisited - a geometric approach. Zbl 1230.91070
Cheung, Ka Chun
56
2010
Optimal reinsurance under general law-invariant risk measures. Zbl 1401.91110
Cheung, K. C.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P.
35
2014
Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. Zbl 1286.91068
Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun
29
2012
Optimal allocation of policy limits and deductibles. Zbl 1141.91560
Cheung, Ka Chun
26
2007
Stochastic orders of scalar products with applications. Zbl 1141.91517
Hua, Lei; Cheung, Ka Chun
22
2008
Characterizations of optimal reinsurance treaties: a cost-benefit approach. Zbl 1401.91112
Cheung, Ka Chun; Lo, Ambrose
21
2017
Ordering optimal proportions in the asset allocation problem with dependent default risks. Zbl 1117.91347
Cheung, Ka Chun; Yang, Hailiang
19
2004
Worst allocations of policy limits and deductibles. Zbl 1140.91421
Hua, Lei; Cheung, Ka Chun
17
2008
General lower bounds on convex functionals of aggregate sums. Zbl 1290.91081
Cheung, Ka Chun; Lo, Ambrose
16
2013
Upper comonotonicity. Zbl 1231.91158
Cheung, Ka Chun
13
2009
Optimal portfolio problem with unknown dependency structure. Zbl 1133.91410
Cheung, Ka Chun
12
2006
Robust and Pareto optimality of insurance contracts. Zbl 1376.91097
Asimit, Alexandru V.; Bignozzi, Valeria; Cheung, Ka Chun; Hu, Junlei; Kim, Eun-Seok
11
2017
Characterizing mutual exclusivity as the strongest negative multivariate dependence structure. Zbl 1296.60037
Cheung, Ka Chun; Lo, Ambrose
11
2014
Characterizing a comonotonic random vector by the distribution of the sum of its components. Zbl 1231.91160
Cheung, Ka Chun
11
2010
Characterization of comonotonicity using convex order. Zbl 1152.91570
Cheung, Ka Chun
11
2008
\(H^2\)-convergence of least-squares kernel collocation methods. Zbl 1436.65020
Cheung, Ka Chun; Ling, Leevan; Schaback, Robert
10
2018
The optimal insurance under disappointment theories. Zbl 1348.91133
Cheung, K. C.; Chong, W. F.; Yam, S. C. P.
10
2015
Reducing risk by merging counter-monotonic risks. Zbl 1291.91098
Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe
10
2014
Bounds for sums of random variables when the marginal distributions and the variance of the sum are given. Zbl 1327.60047
Cheung, Ka Chun; Vanduffel, Steven
10
2013
Optimal investment-consumption strategy in a discrete-time model with regime switching. Zbl 1151.91491
Cheung, Ka Chun; Yang, Hailiang
10
2007
Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order. Zbl 1304.60025
Cheung, Ka Chun; Lo, Ambrose
9
2013
Optimal reinsurance in the presence of counterparty default risk. Zbl 1290.91074
Asimit, Alexandru V.; Badescu, Alexandru M.; Cheung, Ka Chun
9
2013
On heterogeneity in the individual model with both dependent claim occurrences and severities. Zbl 1390.91219
Zhang, Yiying; Li, Xiaohu; Cheung, Ka Chun
8
2018
A kernel-based embedding method and convergence analysis for surfaces PDEs. Zbl 1382.65425
Cheung, Ka Chun; Ling, Leevan
7
2018
Average value-at-risk minimizing reinsurance under Wang’s premium principle with constraints. Zbl 1277.91076
Cheung, K. C.; Liu, F.; Yam, S. C. P.
6
2012
Risk-adjusted bowley reinsurance under distorted probabilities. Zbl 1411.91272
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying
5
2019
Multivariate countermonotonicity and the minimal copulas. Zbl 1359.62168
Lee, Woojoo; Cheung, Ka Chun; Ahn, Jae Youn
5
2017
Ordered random vectors and equality in distribution. Zbl 1398.91320
Cheung, Ka Chun; Dhaene, Jan; Kukush, Alexander; Linders, Daniël
5
2015
Characterizations of conditional comonotonicty. Zbl 1143.62030
Cheung, Ka Chun
5
2007
Optimal stopping behavior of equity-linked investment products with regime switching. Zbl 1129.60065
Cheung, Ka Chun; Yang, Hailiang
5
2005
A localized meshless method for diffusion on folded surfaces. Zbl 1349.65508
Cheung, Ka Chun; Ling, Leevan; Ruuth, Steven J.
4
2015
Borch’s theorem from the perspective of comonotonicity. Zbl 1403.91191
Cheung, K. C.; Rong, Yian; Yam, S. C. P.
4
2014
Improved convex upper bound via conditional comonotonicity. Zbl 1152.91571
Cheung, Ka Chun
4
2008
Asset allocation with regime-switching: discrete-time case. Zbl 1098.91049
Cheung, Ka Chun; Yang, Hailiang
4
2004
Budget-constrained optimal reinsurance design under coherent risk measures. Zbl 1426.91209
Cheung, Ka Chun; Chong, Wing Fung; Lo, Ambrose
3
2019
Convex ordering for insurance preferences. Zbl 1348.91134
Cheung, K. C.; Chong, W. F.; Yam, S. C. P.
3
2015
Upper comonotonicity and convex upper bounds for sums of random variables. Zbl 1231.60016
Dong, Jing; Cheung, Ka Chun; Yang, Hailiang
3
2010
Ordering of optimal portfolio allocations in a model with a mixture of fundamental risks. Zbl 1137.62071
Cheung, Ka Chun; Yang, Hailiang
3
2008
Decomposing finite Abelian groups. Zbl 1187.81062
Cheung, K.; Mosca, M.
3
2001
Discrete least-squares radial basis functions approximations. Zbl 1429.65036
Li, Siqing; Ling, Leevan; Cheung, Ka Chun
2
2019
Tail mutual exclusivity and Tail-VaR lower bounds. Zbl 1401.91111
Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan
2
2017
Disappointment aversion premium principle. Zbl 1390.91131
Cheung, Ka Chun; Chong, Wing Fung; Elliott, Robert; Yam, Sheung Chi Phillip
2
2015
On additivity of tail comonotonic risks. Zbl 1426.91210
Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung
1
2019
Reinsurance contract design with adverse selection. Zbl 1426.91211
Cheung, K. C.; Yam, S. C. P.; Yuen, F. L.
1
2019
Probabilistic solutions for a class of deterministic optimal allocation problems. Zbl 1384.90058
Cheung, Ka Chun; Dhaene, Jan; Rong, Yian; Yam, Sheung Chi Phillip
1
2018
Comonotonic convex upper bound and majorization. Zbl 1231.91161
Cheung, Ka Chun
1
2010
Applications of conditional comonotonicity to some optimization problems. Zbl 1231.91159
Cheung, Ka Chun
1
2009
Fault detection of systems with redundant sensors using constrained Kohonen networks. Zbl 1014.90007
Chan, C. W.; Jin, Hong; Cheung, K. C.; Zhang, H. Y.
1
2001
Fuzzy artmap neural network and its application to fault diagnosis of navigation systems. Zbl 0989.93042
Zhang, H. Y.; Chan, C. W.; Cheung, K. C.; Ye, Y. J.
1
2001
A computation-efficient on-line training algorithm for neurofuzzy networks. Zbl 1080.93521
Chan, C. W.; Cheung, K. C.; Yeung, W. K.
1
2000
Risk-adjusted bowley reinsurance under distorted probabilities. Zbl 1411.91272
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying
5
2019
Budget-constrained optimal reinsurance design under coherent risk measures. Zbl 1426.91209
Cheung, Ka Chun; Chong, Wing Fung; Lo, Ambrose
3
2019
Discrete least-squares radial basis functions approximations. Zbl 1429.65036
Li, Siqing; Ling, Leevan; Cheung, Ka Chun
2
2019
On additivity of tail comonotonic risks. Zbl 1426.91210
Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung
1
2019
Reinsurance contract design with adverse selection. Zbl 1426.91211
Cheung, K. C.; Yam, S. C. P.; Yuen, F. L.
1
2019
\(H^2\)-convergence of least-squares kernel collocation methods. Zbl 1436.65020
Cheung, Ka Chun; Ling, Leevan; Schaback, Robert
10
2018
On heterogeneity in the individual model with both dependent claim occurrences and severities. Zbl 1390.91219
Zhang, Yiying; Li, Xiaohu; Cheung, Ka Chun
8
2018
A kernel-based embedding method and convergence analysis for surfaces PDEs. Zbl 1382.65425
Cheung, Ka Chun; Ling, Leevan
7
2018
Probabilistic solutions for a class of deterministic optimal allocation problems. Zbl 1384.90058
Cheung, Ka Chun; Dhaene, Jan; Rong, Yian; Yam, Sheung Chi Phillip
1
2018
Characterizations of optimal reinsurance treaties: a cost-benefit approach. Zbl 1401.91112
Cheung, Ka Chun; Lo, Ambrose
21
2017
Robust and Pareto optimality of insurance contracts. Zbl 1376.91097
Asimit, Alexandru V.; Bignozzi, Valeria; Cheung, Ka Chun; Hu, Junlei; Kim, Eun-Seok
11
2017
Multivariate countermonotonicity and the minimal copulas. Zbl 1359.62168
Lee, Woojoo; Cheung, Ka Chun; Ahn, Jae Youn
5
2017
Tail mutual exclusivity and Tail-VaR lower bounds. Zbl 1401.91111
Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan
2
2017
The optimal insurance under disappointment theories. Zbl 1348.91133
Cheung, K. C.; Chong, W. F.; Yam, S. C. P.
10
2015
Ordered random vectors and equality in distribution. Zbl 1398.91320
Cheung, Ka Chun; Dhaene, Jan; Kukush, Alexander; Linders, Daniël
5
2015
A localized meshless method for diffusion on folded surfaces. Zbl 1349.65508
Cheung, Ka Chun; Ling, Leevan; Ruuth, Steven J.
4
2015
Convex ordering for insurance preferences. Zbl 1348.91134
Cheung, K. C.; Chong, W. F.; Yam, S. C. P.
3
2015
Disappointment aversion premium principle. Zbl 1390.91131
Cheung, Ka Chun; Chong, Wing Fung; Elliott, Robert; Yam, Sheung Chi Phillip
2
2015
Optimal reinsurance under general law-invariant risk measures. Zbl 1401.91110
Cheung, K. C.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P.
35
2014
Characterizing mutual exclusivity as the strongest negative multivariate dependence structure. Zbl 1296.60037
Cheung, Ka Chun; Lo, Ambrose
11
2014
Reducing risk by merging counter-monotonic risks. Zbl 1291.91098
Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe
10
2014
Borch’s theorem from the perspective of comonotonicity. Zbl 1403.91191
Cheung, K. C.; Rong, Yian; Yam, S. C. P.
4
2014
General lower bounds on convex functionals of aggregate sums. Zbl 1290.91081
Cheung, Ka Chun; Lo, Ambrose
16
2013
Bounds for sums of random variables when the marginal distributions and the variance of the sum are given. Zbl 1327.60047
Cheung, Ka Chun; Vanduffel, Steven
10
2013
Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order. Zbl 1304.60025
Cheung, Ka Chun; Lo, Ambrose
9
2013
Optimal reinsurance in the presence of counterparty default risk. Zbl 1290.91074
Asimit, Alexandru V.; Badescu, Alexandru M.; Cheung, Ka Chun
9
2013
Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. Zbl 1286.91068
Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun
29
2012
Average value-at-risk minimizing reinsurance under Wang’s premium principle with constraints. Zbl 1277.91076
Cheung, K. C.; Liu, F.; Yam, S. C. P.
6
2012
Optimal reinsurance revisited - a geometric approach. Zbl 1230.91070
Cheung, Ka Chun
56
2010
Characterizing a comonotonic random vector by the distribution of the sum of its components. Zbl 1231.91160
Cheung, Ka Chun
11
2010
Upper comonotonicity and convex upper bounds for sums of random variables. Zbl 1231.60016
Dong, Jing; Cheung, Ka Chun; Yang, Hailiang
3
2010
Comonotonic convex upper bound and majorization. Zbl 1231.91161
Cheung, Ka Chun
1
2010
Upper comonotonicity. Zbl 1231.91158
Cheung, Ka Chun
13
2009
Applications of conditional comonotonicity to some optimization problems. Zbl 1231.91159
Cheung, Ka Chun
1
2009
Stochastic orders of scalar products with applications. Zbl 1141.91517
Hua, Lei; Cheung, Ka Chun
22
2008
Worst allocations of policy limits and deductibles. Zbl 1140.91421
Hua, Lei; Cheung, Ka Chun
17
2008
Characterization of comonotonicity using convex order. Zbl 1152.91570
Cheung, Ka Chun
11
2008
Improved convex upper bound via conditional comonotonicity. Zbl 1152.91571
Cheung, Ka Chun
4
2008
Ordering of optimal portfolio allocations in a model with a mixture of fundamental risks. Zbl 1137.62071
Cheung, Ka Chun; Yang, Hailiang
3
2008
Optimal allocation of policy limits and deductibles. Zbl 1141.91560
Cheung, Ka Chun
26
2007
Optimal investment-consumption strategy in a discrete-time model with regime switching. Zbl 1151.91491
Cheung, Ka Chun; Yang, Hailiang
10
2007
Characterizations of conditional comonotonicty. Zbl 1143.62030
Cheung, Ka Chun
5
2007
Optimal portfolio problem with unknown dependency structure. Zbl 1133.91410
Cheung, Ka Chun
12
2006
Optimal stopping behavior of equity-linked investment products with regime switching. Zbl 1129.60065
Cheung, Ka Chun; Yang, Hailiang
5
2005
Ordering optimal proportions in the asset allocation problem with dependent default risks. Zbl 1117.91347
Cheung, Ka Chun; Yang, Hailiang
19
2004
Asset allocation with regime-switching: discrete-time case. Zbl 1098.91049
Cheung, Ka Chun; Yang, Hailiang
4
2004
Decomposing finite Abelian groups. Zbl 1187.81062
Cheung, K.; Mosca, M.
3
2001
Fault detection of systems with redundant sensors using constrained Kohonen networks. Zbl 1014.90007
Chan, C. W.; Jin, Hong; Cheung, K. C.; Zhang, H. Y.
1
2001
Fuzzy artmap neural network and its application to fault diagnosis of navigation systems. Zbl 0989.93042
Zhang, H. Y.; Chan, C. W.; Cheung, K. C.; Ye, Y. J.
1
2001
A computation-efficient on-line training algorithm for neurofuzzy networks. Zbl 1080.93521
Chan, C. W.; Cheung, K. C.; Yeung, W. K.
1
2000
all top 5

Cited by 336 Authors

40 Cheung, Ka Chun
19 Li, Xiaohu
12 Chi, Yichun
11 Ling, Leevan
11 Zhao, Hui
10 Wang, Ruodu
10 Yam, Sheung Chi Phillip
10 You, Yinping
9 Asimit, Alexandru V.
9 Lo, Ambrose
8 Cai, Jun
8 Rong, Ximin
8 Tan, Ken Seng
8 Yang, Hailiang
8 Zhang, Yiying
7 Li, Danping
7 Weng, Chengguo
7 Zeng, Yan
7 Zhuang, Sheng Chao
6 Ahn, Jae Youn
6 Dhaene, Jan
5 Boonen, Tim J.
5 Chong, Wing Fung
5 Hu, Junlei
5 Li, Chen
5 Linders, Daniël
5 Lu, Zhiyi
5 Wu, Huiling
5 Yin, Chuancun
4 Assa, Hirbod
4 Badescu, Alexandru M.
4 Ghossoub, Mario
4 Hu, Taizhong
4 Jiang, Wenjun
4 Lee, Woojoo
4 Liu, Fangda
4 Meng, Lili
4 Peng, Liang
4 Ren, Jiandong
4 Tang, Qihe
4 Wang, Rongming
4 Wang, Xing
4 Yuen, Kam Chuen
3 Balakrishnan, Narayanaswamy
3 Chen, Ping
3 Cui, Wei
3 Hong, Hanping
3 Hua, Lei
3 Kim, Eunseok
3 Lemieux, Christiane
3 Liang, Zhibin
3 Liu, Haiyan
3 Liu, Leping
3 Meng, Hui
3 Petras, A.
3 Ruuth, Steven J.
3 Shen, Yang
3 Siu, Tak Kuen
3 Yang, Fan
3 Yuen, Fei Lung
3 Zhao, Peng
3 Zheng, Yanting
3 Zhou, Ming
2 Balbás, Alejandro
2 Balbás, Beatriz
2 Balbás, Raquel
2 Chen, Meng
2 Chen, Meng
2 Chen, Zijin
2 Embrechts, Paul
2 Fang, Ying
2 Fuchs, Sebastian
2 Gan, Guojun
2 Gu, Ailing
2 Guan, Guohui
2 Hu, Fengxia
2 Jakobsons, Edgars
2 Jin, Zhuo
2 Khaledi, Baha-Eldin
2 Li, Siqing
2 Lin, Chuangwei
2 Lin, X. Sheldon
2 Manesh, Sirous Fathi
2 Mao, Tiantian
2 Pan, Xiaoqing
2 Rezapour, Mohsen
2 Rong, Yian
2 Shen, Qingjie
2 Sung, K. C. J.
2 Tsanakas, Andreas
2 Wang, Bin
2 Wei, Wei
2 Wei, Wei
2 Wen, Yuzhen
2 Yang, Jingping
2 Yung, Siu Pang
2 Zhang, Lianzeng
2 Zhang, Xin
2 Zheng, Xiaoxiao
2 Zhou, Jieming
...and 236 more Authors
all top 5

Cited in 62 Serials

104 Insurance Mathematics & Economics
24 Scandinavian Actuarial Journal
17 Journal of Computational and Applied Mathematics
9 ASTIN Bulletin
7 European Journal of Operational Research
5 Journal of Computational Physics
5 Journal of Applied Probability
5 Annals of Operations Research
5 Communications in Statistics. Theory and Methods
5 Mathematical Problems in Engineering
5 North American Actuarial Journal
4 Statistics & Probability Letters
4 European Actuarial Journal
3 Applied Mathematics and Computation
3 Engineering Analysis with Boundary Elements
3 Quantitative Finance
2 Metrika
2 Journal of Mathematical Economics
2 Journal of Multivariate Analysis
2 Journal of Optimization Theory and Applications
2 Applied Mathematics Letters
2 Abstract and Applied Analysis
2 Discrete Dynamics in Nature and Society
2 Methodology and Computing in Applied Probability
2 Journal of Systems Science and Complexity
2 Journal of Applied Mathematics and Computing
2 Journal of Industrial and Management Optimization
2 Dependence Modeling
2 Journal of Function Spaces
1 Advances in Applied Probability
1 International Journal of Control
1 International Journal of General Systems
1 International Journal of Systems Science
1 Journal of Mathematical Analysis and Applications
1 Fuzzy Sets and Systems
1 Information Sciences
1 Journal of Approximation Theory
1 Mathematics of Operations Research
1 SIAM Journal on Numerical Analysis
1 Optimal Control Applications & Methods
1 Operations Research Letters
1 Acta Mathematicae Applicatae Sinica. English Series
1 Optimization
1 Journal of Symbolic Computation
1 Queueing Systems
1 Journal of Scientific Computing
1 Automation and Remote Control
1 SIAM Journal on Scientific Computing
1 Computational and Applied Mathematics
1 Top
1 Finance and Stochastics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Journal of Combinatorial Optimization
1 Applied Stochastic Models in Business and Industry
1 Foundations of Computational Mathematics
1 OR Spectrum
1 Advances in Difference Equations
1 Statistical Methodology
1 Journal of the Korean Statistical Society
1 Frontiers of Mathematics in China
1 Mathematics and Financial Economics
1 Probability Surveys

Citations by Year