| Bowley solution under the reinsurer's default risk Y Chen, KC Cheung, Y Zhang Insurance: Mathematics and Economics 115, 36-61, 2024 | | 2024 |
| Multi-constrained optimal reinsurance model from the duality perspectives KC Cheung, W He, H Wang Insurance: Mathematics and Economics 113, 199-214, 2023 | 3 | 2023 |
| On the Diversification Effect in Solvency II for Extremely Dependent Risks Y Chen, KC Cheung, SCP Yam, FL Yuen, J Zeng Risks 11 (8), 143, 2023 | 2 | 2023 |
| An axiomatic theory for comonotonicity-based risk sharing J Dhaene, CY Robert, KC Cheung, M Denuit LIDAM Discussion Papers ISBA, 2023 | 3 | 2023 |
| Multi-Constrained Optimal Reinsurance Model from the Generalized Neyman-Pearson and the Daulity Perspectives KC Cheung, W He, H Wang Pearson and the Daulity Perspectives, 2022 | | 2022 |
| Inter‐temporal mutual‐fund management A Bensoussan, KC Cheung, Y Li, SCP Yam Mathematical Finance 32 (3), 825-877, 2022 | 6 | 2022 |
| Satisficing credibility for heterogeneous risks KC Cheung, SCP Yam, Y Zhang European Journal of Operational Research 298 (2), 752-768, 2022 | 3 | 2022 |
| Bowley reinsurance with asymmetric information on the insurer's risk preferences TJ Boonen, KC Cheung, Y Zhang Scandinavian Actuarial Journal 2021 (7), 623-644, 2021 | 20 | 2021 |
| Pareto-optimal insurance contracts with premium budget and minimum charge constraints AV Asimit, KC Cheung, WF Chong, J Hu Insurance: Mathematics and Economics 95, 17-27, 2020 | 15 | 2020 |
| Evolutionary credibility risk premium Y Chen, KC Cheung, HMC Choi, SCP Yam Insurance: Mathematics and Economics 93, 216-229, 2020 | 5 | 2020 |
| On the increasing convex order of generalized aggregation of dependent random variables Y Zhang, KC Cheung Insurance: Mathematics and Economics 92, 61-69, 2020 | 3 | 2020 |
| On the uncertainty of VaR of individual risk KC Cheung, FL Yuen Journal of Computational and Applied Mathematics 367, 112468, 2020 | 11 | 2020 |
| Concave distortion risk minimizing reinsurance design under adverse selection KC Cheung, SCP Yam, FL Yuen, Y Zhang Insurance: Mathematics and Economics 91, 155-165, 2020 | 8 | 2020 |
| On additivity of tail comonotonic risks KC Cheung, HK Ling, Q Tang, SCP Yam, FL Yuen Scandinavian Actuarial Journal 2019 (10), 837-866, 2019 | 7 | 2019 |
| Reinsurance contract design with adverse selection KC Cheung, SCP Yam, FL Yuen Scandinavian Actuarial Journal 2019 (9), 784-798, 2019 | 9 | 2019 |
| Budget-constrained optimal reinsurance design under coherent risk measures KC Cheung, WF Chong, A Lo Scandinavian Actuarial Journal 2019 (9), 729-751, 2019 | 30 | 2019 |
| Risk-adjusted Bowley reinsurance under distorted probabilities KC Cheung, SCP Yam, Y Zhang Insurance: Mathematics and Economics 86, 64-72, 2019 | 34 | 2019 |
| Comparisons of aggregate claim numbers and amounts: A study of heterogeneity Y Zhang, P Zhao, KC Cheung Scandinavian Actuarial Journal 2019 (4), 273-290, 2019 | 10 | 2019 |
| Probabilistic solutions for a class of deterministic optimal allocation problems KC Cheung, J Dhaene, Y Rong, SCP Yam Journal of Computational and Applied Mathematics 336, 394-407, 2018 | 1 | 2018 |
| On heterogeneity in the individual model with both dependent claim occurrences and severities Y Zhang, X Li, KC Cheung ASTIN Bulletin: The Journal of the IAA 48 (2), 817-839, 2018 | 17 | 2018 |
