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Author ID: cheung.ka-chun Recent zbMATH articles by "Cheung, Ka Chun"
Published as: Cheung, Ka Chun; Cheung, K. C.
External Links: MGP
Documents Indexed: 61 Publications since 2000
Co-Authors: 41 Co-Authors with 46 Joint Publications
1,142 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

57 Publications have been cited 573 times in 330 Documents Cited by Year
Optimal reinsurance revisited - a geometric approach. Zbl 1230.91070
Cheung, Ka Chun
64
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.
39
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
39
2012
Characterizations of optimal reinsurance treaties: a cost-benefit approach. Zbl 1401.91112
Cheung, Ka Chun; Lo, Ambrose
34
2017
Optimal allocation of policy limits and deductibles. Zbl 1141.91560
Cheung, Ka Chun
27
2007
Stochastic orders of scalar products with applications. Zbl 1141.91517
Hua, Lei; Cheung, Ka Chun
23
2008
Robust and Pareto optimality of insurance contracts. Zbl 1376.91097
Asimit, Alexandru V.; Bignozzi, Valeria; Cheung, Ka Chun; Hu, Junlei; Kim, Eun-Seok
21
2017
Ordering optimal proportions in the asset allocation problem with dependent default risks. Zbl 1117.91347
Cheung, Ka Chun; Yang, Hailiang
19
2004
General lower bounds on convex functionals of aggregate sums. Zbl 1290.91081
Cheung, Ka Chun; Lo, Ambrose
17
2013
Worst allocations of policy limits and deductibles. Zbl 1140.91421
Hua, Lei; Cheung, Ka Chun
17
2008
Upper comonotonicity. Zbl 1231.91158
Cheung, Ka Chun
14
2009
Reducing risk by merging counter-monotonic risks. Zbl 1291.91098
Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe
14
2014
\(H^2\)-convergence of least-squares kernel collocation methods. Zbl 1436.65020
Cheung, Ka Chun; Ling, Leevan; Schaback, Robert
14
2018
The optimal insurance under disappointment theories. Zbl 1348.91133
Cheung, K. C.; Chong, W. F.; Yam, S. C. P.
13
2015
A kernel-based embedding method and convergence analysis for surfaces PDEs. Zbl 1382.65425
Cheung, Ka Chun; Ling, Leevan
13
2018
Characterizing mutual exclusivity as the strongest negative multivariate dependence structure. Zbl 1296.60037
Cheung, Ka Chun; Lo, Ambrose
12
2014
Optimal portfolio problem with unknown dependency structure. Zbl 1133.91410
Cheung, Ka Chun
12
2006
Characterizing a comonotonic random vector by the distribution of the sum of its components. Zbl 1231.91160
Cheung, Ka Chun
12
2010
Risk-adjusted bowley reinsurance under distorted probabilities. Zbl 1411.91272
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying
11
2019
Characterization of comonotonicity using convex order. Zbl 1152.91570
Cheung, Ka Chun
11
2008
Optimal investment-consumption strategy in a discrete-time model with regime switching. Zbl 1151.91491
Cheung, Ka Chun; Yang, Hailiang
11
2007
Optimal reinsurance in the presence of counterparty default risk. Zbl 1290.91074
Asimit, Alexandru V.; Badescu, Alexandru M.; Cheung, Ka Chun
11
2013
Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order. Zbl 1304.60025
Cheung, Ka Chun; Lo, Ambrose
10
2013
On heterogeneity in the individual model with both dependent claim occurrences and severities. Zbl 1390.91219
Zhang, Yiying; Li, Xiaohu; Cheung, Ka Chun
9
2018
Ordered random vectors and equality in distribution. Zbl 1398.91320
Cheung, Ka Chun; Dhaene, Jan; Kukush, Alexander; Linders, Daniël
7
2015
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.
7
2012
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
6
2013
A localized meshless method for diffusion on folded surfaces. Zbl 1349.65508
Cheung, Ka Chun; Ling, Leevan; Ruuth, Steven J.
5
2015
Improved convex upper bound via conditional comonotonicity. Zbl 1152.91571
Cheung, Ka Chun
5
2008
Optimal stopping behavior of equity-linked investment products with regime switching. Zbl 1129.60065
Cheung, Ka Chun; Yang, Hailiang
5
2005
Budget-constrained optimal reinsurance design under coherent risk measures. Zbl 1426.91209
Cheung, Ka Chun; Chong, Wing Fung; Lo, Ambrose
5
2019
Characterizations of conditional comonotonicty. Zbl 1143.62030
Cheung, Ka Chun
5
2007
Multivariate countermonotonicity and the minimal copulas. Zbl 1359.62168
Lee, Woojoo; Cheung, Ka Chun; Ahn, Jae Youn
5
2017
Probabilistic solutions for a class of deterministic optimal allocation problems. Zbl 1384.90058
Cheung, Ka Chun; Dhaene, Jan; Rong, Yian; Yam, Sheung Chi Phillip
5
2018
Concave distortion risk minimizing reinsurance design under adverse selection. Zbl 1435.91142
Cheung, Ka Chun; Phillip Yam, Sheung Chi; Yuen, Fei Lung; Zhang, Yiying
5
2020
Borch’s theorem from the perspective of comonotonicity. Zbl 1403.91191
Cheung, K. C.; Rong, Yian; Yam, S. C. P.
4
2014
Decomposing finite Abelian groups. Zbl 1187.81062
Cheung, K.; Mosca, M.
4
2001
Upper comonotonicity and convex upper bounds for sums of random variables. Zbl 1231.60016
Dong, Jing; Cheung, Ka Chun; Yang, Hailiang
4
2010
Convex ordering for insurance preferences. Zbl 1348.91134
Cheung, K. C.; Chong, W. F.; Yam, S. C. P.
4
2015
Asset allocation with regime-switching: discrete-time case. Zbl 1098.91049
Cheung, Ka Chun; Yang, Hailiang
3
2004
Ordering of optimal portfolio allocations in a model with a mixture of fundamental risks. Zbl 1137.62071
Cheung, Ka Chun; Yang, Hailiang
3
2008
Bowley reinsurance with asymmetric information on the insurer’s risk preferences. Zbl 1471.91448
Boonen, Tim J.; Cheung, Ka Chun; Zhang, Yiying
3
2021
Applications of conditional comonotonicity to some optimization problems. Zbl 1231.91159
Cheung, Ka Chun
2
2009
Reinsurance contract design with adverse selection. Zbl 1426.91211
Cheung, K. C.; Yam, S. C. P.; Yuen, F. L.
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
2
2019
Discrete least-squares radial basis functions approximations. Zbl 1429.65036
Li, Siqing; Ling, Leevan; Cheung, Ka Chun
2
2019
Pareto-optimal insurance contracts with premium budget and minimum charge constraints. Zbl 1452.91257
Asimit, Alexandru V.; Cheung, Ka Chun; Chong, Wing Fung; Hu, Junlei
2
2020
Disappointment aversion premium principle. Zbl 1390.91131
Cheung, Ka Chun; Chong, Wing Fung; Elliott, Robert; Yam, Sheung Chi Phillip
2
2015
Tail mutual exclusivity and Tail-VaR lower bounds. Zbl 1401.91111
Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan
1
2017
Comparisons of aggregate claim numbers and amounts: a study of heterogeneity. Zbl 1411.91327
Zhang, Yiying; Zhao, Peng; Cheung, Ka Chun
1
2019
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
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
A computation-efficient on-line training algorithm for neurofuzzy networks. Zbl 1080.93521
Chan, C. W.; Cheung, K. C.; Yeung, W. K.
1
2000
Comonotonic convex upper bound and majorization. Zbl 1231.91161
Cheung, Ka Chun
1
2010
Evolutionary credibility risk premium. Zbl 1446.91057
Chen, Yongzhao; Cheung, Ka Chun; Choi, Hugo Ming Cheung; Yam, Sheung Chi Phillip
1
2020
On the uncertainty of VaR of individual risk. Zbl 1430.91133
Cheung, K. C.; Yuen, F. L.
1
2020
Satisficing credibility for heterogeneous risks. Zbl 1490.91168
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying
1
2022
Satisficing credibility for heterogeneous risks. Zbl 1490.91168
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying
1
2022
Bowley reinsurance with asymmetric information on the insurer’s risk preferences. Zbl 1471.91448
Boonen, Tim J.; Cheung, Ka Chun; Zhang, Yiying
3
2021
Concave distortion risk minimizing reinsurance design under adverse selection. Zbl 1435.91142
Cheung, Ka Chun; Phillip Yam, Sheung Chi; Yuen, Fei Lung; Zhang, Yiying
5
2020
Pareto-optimal insurance contracts with premium budget and minimum charge constraints. Zbl 1452.91257
Asimit, Alexandru V.; Cheung, Ka Chun; Chong, Wing Fung; Hu, Junlei
2
2020
Evolutionary credibility risk premium. Zbl 1446.91057
Chen, Yongzhao; Cheung, Ka Chun; Choi, Hugo Ming Cheung; Yam, Sheung Chi Phillip
1
2020
On the uncertainty of VaR of individual risk. Zbl 1430.91133
Cheung, K. C.; Yuen, F. L.
1
2020
Risk-adjusted bowley reinsurance under distorted probabilities. Zbl 1411.91272
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying
11
2019
Budget-constrained optimal reinsurance design under coherent risk measures. Zbl 1426.91209
Cheung, Ka Chun; Chong, Wing Fung; Lo, Ambrose
5
2019
Reinsurance contract design with adverse selection. Zbl 1426.91211
Cheung, K. C.; Yam, S. C. P.; Yuen, F. L.
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
2
2019
Discrete least-squares radial basis functions approximations. Zbl 1429.65036
Li, Siqing; Ling, Leevan; Cheung, Ka Chun
2
2019
Comparisons of aggregate claim numbers and amounts: a study of heterogeneity. Zbl 1411.91327
Zhang, Yiying; Zhao, Peng; Cheung, Ka Chun
1
2019
\(H^2\)-convergence of least-squares kernel collocation methods. Zbl 1436.65020
Cheung, Ka Chun; Ling, Leevan; Schaback, Robert
14
2018
A kernel-based embedding method and convergence analysis for surfaces PDEs. Zbl 1382.65425
Cheung, Ka Chun; Ling, Leevan
13
2018
On heterogeneity in the individual model with both dependent claim occurrences and severities. Zbl 1390.91219
Zhang, Yiying; Li, Xiaohu; Cheung, Ka Chun
9
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
5
2018
Characterizations of optimal reinsurance treaties: a cost-benefit approach. Zbl 1401.91112
Cheung, Ka Chun; Lo, Ambrose
34
2017
Robust and Pareto optimality of insurance contracts. Zbl 1376.91097
Asimit, Alexandru V.; Bignozzi, Valeria; Cheung, Ka Chun; Hu, Junlei; Kim, Eun-Seok
21
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
1
2017
The optimal insurance under disappointment theories. Zbl 1348.91133
Cheung, K. C.; Chong, W. F.; Yam, S. C. P.
13
2015
Ordered random vectors and equality in distribution. Zbl 1398.91320
Cheung, Ka Chun; Dhaene, Jan; Kukush, Alexander; Linders, Daniël
7
2015
A localized meshless method for diffusion on folded surfaces. Zbl 1349.65508
Cheung, Ka Chun; Ling, Leevan; Ruuth, Steven J.
5
2015
Convex ordering for insurance preferences. Zbl 1348.91134
Cheung, K. C.; Chong, W. F.; Yam, S. C. P.
4
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.
39
2014
Reducing risk by merging counter-monotonic risks. Zbl 1291.91098
Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe
14
2014
Characterizing mutual exclusivity as the strongest negative multivariate dependence structure. Zbl 1296.60037
Cheung, Ka Chun; Lo, Ambrose
12
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
17
2013
Optimal reinsurance in the presence of counterparty default risk. Zbl 1290.91074
Asimit, Alexandru V.; Badescu, Alexandru M.; Cheung, Ka Chun
11
2013
Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order. Zbl 1304.60025
Cheung, Ka Chun; Lo, Ambrose
10
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
6
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
39
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.
7
2012
Optimal reinsurance revisited - a geometric approach. Zbl 1230.91070
Cheung, Ka Chun
64
2010
Characterizing a comonotonic random vector by the distribution of the sum of its components. Zbl 1231.91160
Cheung, Ka Chun
12
2010
Upper comonotonicity and convex upper bounds for sums of random variables. Zbl 1231.60016
Dong, Jing; Cheung, Ka Chun; Yang, Hailiang
4
2010
Comonotonic convex upper bound and majorization. Zbl 1231.91161
Cheung, Ka Chun
1
2010
Upper comonotonicity. Zbl 1231.91158
Cheung, Ka Chun
14
2009
Applications of conditional comonotonicity to some optimization problems. Zbl 1231.91159
Cheung, Ka Chun
2
2009
Stochastic orders of scalar products with applications. Zbl 1141.91517
Hua, Lei; Cheung, Ka Chun
23
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
5
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
27
2007
Optimal investment-consumption strategy in a discrete-time model with regime switching. Zbl 1151.91491
Cheung, Ka Chun; Yang, Hailiang
11
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
3
2004
Decomposing finite Abelian groups. Zbl 1187.81062
Cheung, K.; Mosca, M.
4
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
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
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 382 Authors

39 Cheung, Ka Chun
19 Li, Xiaohu
16 Chi, Yichun
15 Ling, Leevan
15 Zhao, Hui
13 Boonen, Tim J.
13 Zhang, Yiying
12 Rong, Ximin
11 Tan, Ken Seng
10 Asimit, Alexandru V.
10 Lo, Ambrose
10 Wang, Ruodu
10 Yam, Sheung Chi Phillip
10 You, Yinping
9 Cai, Jun
9 Li, Danping
9 Zhuang, Shengchao
8 Yang, Hailiang
7 Dhaene, Jan
7 Jiang, Wenjun
7 Linders, Daniël
7 Weng, Chengguo
6 Ahn, Jae Youn
6 Chong, Wing Fung
6 Tang, Qihe
6 Zeng, Yan
5 Fu, Zhuojia
5 Ghossoub, Mario
5 Hu, Junlei
5 Hu, Taizhong
5 Li, Chen
5 Li, Siqing
5 Liu, Fangda
5 Wu, Huiling
5 Yin, Chuancun
5 Yuen, Kam Chuen
4 Assa, Hirbod
4 Badescu, Alexandru M.
4 Balbás, Alejandro
4 Balbás, Beatriz
4 Balbás, Raquel
4 Fang, Ying
4 Lee, Woojoo
4 Liu, Haiyan
4 Lu, Zhiyi
4 Mao, Tiantian
4 Peng, Liang
4 Ren, Jiandong
4 Ruuth, Steven J.
4 Wang, Rongming
4 Wang, Xing
4 Yang, Fan
4 Zhao, Peng
3 Balakrishnan, Narayanaswamy
3 Chen, Ping
3 Cui, Wei
3 Džurina, Jozef
3 Hong, Hanping
3 Hu, Yijun
3 Hua, Lei
3 Khaledi, Baha-Eldin
3 Kim, Eunseok
3 Lemieux, Christiane
3 Liang, Zhibin
3 Meng, Hui
3 Meng, Lili
3 Petras, Argyrios
3 Shen, Yang
3 Siu, Tak Kuen
3 Tang, Zhuochao
3 Yuen, Fei Lung
3 Zheng, Yanting
3 Zhou, Jieming
3 Zhou, Ming
2 Albrecher, Hansjörg
2 Chen, Yanhong
2 Chen, Zijin
2 de Moura, A. Bugalho
2 Embrechts, Paul
2 Fuchs, Sebastian L.
2 Gan, Guojun
2 Guan, Guohui
2 Han, Kai
2 Heras, Antonio
2 Hu, Fengxia
2 Huang, Ya
2 Jadlovská, Irena
2 Jakobsons, Edgars
2 Jin, Zhuo
2 Lin, Chuangwei
2 Lin, X. Sheldon
2 Liu, Hongli
2 Liu, Leping
2 Liu, Xiaoting
2 Manesh, Sirous Fathi
2 Pan, Xiaoqing
2 Puccetti, Giovanni
2 Qu, Zhongfeng
2 Rezapour, Mohsen
2 Rong, Yian
...and 282 more Authors
all top 5

Cited in 69 Serials

114 Insurance Mathematics & Economics
28 Scandinavian Actuarial Journal
18 Journal of Computational and Applied Mathematics
14 ASTIN Bulletin
13 Communications in Statistics. Theory and Methods
11 European Journal of Operational Research
7 Journal of Computational Physics
7 Journal of Applied Probability
7 Annals of Operations Research
7 North American Actuarial Journal
7 Journal of Industrial and Management Optimization
5 Mathematical Problems in Engineering
5 European Actuarial Journal
4 Statistics & Probability Letters
4 Quantitative Finance
3 Applied Mathematics and Computation
3 Journal of Mathematical Economics
3 Applied Mathematics Letters
3 Engineering Analysis with Boundary Elements
3 Discrete Dynamics in Nature and Society
2 International Journal of Control
2 Metrika
2 Journal of Multivariate Analysis
2 Journal of Optimization Theory and Applications
2 Journal of Scientific Computing
2 Abstract and Applied Analysis
2 Methodology and Computing in Applied Probability
2 Journal of Systems Science and Complexity
2 Journal of Applied Mathematics and Computing
2 Advances in Difference Equations
2 Advances in Applied Mathematics and Mechanics
2 Dependence Modeling
2 Journal of Function Spaces
1 Advances in Applied Probability
1 Computers & Mathematics with Applications
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 Statistical Science
1 Queueing Systems
1 SIAM Journal on Scientific Computing
1 Applied Mathematics. Series B (English Edition)
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 Inequalities and Applications
1 Fractional Calculus & Applied Analysis
1 Applied Stochastic Models in Business and Industry
1 Foundations of Computational Mathematics
1 Discrete and Continuous Dynamical Systems. Series B
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
1 OR Spectrum
1 REVSTAT
1 Statistical Methodology
1 Journal of the Korean Statistical Society
1 Frontiers of Mathematics in China
1 Mathematics and Financial Economics
1 Communications in Computational Physics
1 Probability Surveys
1 AIMS Mathematics

Citations by Year