Ka Chun Cheung

Management Science and Operations Research · with Liang · 2010–2019

A researcher in the Science corpus: 3 papers; trusts 14 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 35 citations into it; #3,963 of 11,946 by trust here, #5,548 by citations
• Demography — 32 citations into it
• Economics and Econometrics — 30 citations into it; #8,484 of 23,481 by trust here, #16,755 by citations

Whom Ka Chun Cheung trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Marek Kaluszka
2. Jun Cai
3. Alejandro Balbás
4. Michel Denuit
5. Shaun S. Wang
6. Ken Seng Tan
7. Rob Kaas
8. Jan Dhaene
9. Beatriz Balbás
10. Robert Verlaak

Who trusts Ka Chun Cheung overall

1. Jun Cai
2. Yichun Chi
3. Hirbod Assa
4. Ken Seng Tan

Papers from Ka Chun Cheung's perspective

Ordered by how strongly the researchers Ka Chun Cheung trusts endorse each paper. Same corpus, a different order for every researcher.

1. Risk Measures and Comonotonicity: A Review
2. The Dual Theory of Choice under Risk
3. Optimal reinsurance under VaR and CTE risk measures
4. Actuarial Theory for Dependent Risks: Measures, Orders and Models
5. On the significance of expected shortfall as a coherent risk measure
6. Optimal reinsurance programs: An optimal combination of several reinsurance protections on a heterogeneous insurance portfolio
7. Optimal reinsurance under mean-variance premium principles
8. On law invariant coherent risk measures
9. Convex measures of risk and trading constraints (Finance and Stochastics)
10. Coherent Risk Measures on General Probability Spaces

Their papers

• Optimal Reinsurance Revisited – A Geometric Approach (2010) — 120 citations
• Risk-adjusted Bowley reinsurance under distorted probabilities (2019) — 50 citations
• Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump-diffusion risk model (2012) — 69 citations