Concepedia

Ka Chun Cheung

KC

33

Publications

1K

Citations

21

H-Index

2004

Active since

Affiliations

University of Hong Kong(Current)

University of Calgary

City, University of London

Nankai University

University of Iowa

Ka Chun Cheung is an author at University of Hong Kong specializing in engineering, finance, and economics.

Top concepts

FinanceEngineeringEconomicsInsuranceManagementProbabilityRisk ManagementBusinessPortfolio OptimizationAsset Pricing

Publications per year

2004–2021

33

Publications

33

Optimal Reinsurance Revisited – A Geometric Approach

Ka Chun Cheung · Astin Bulletin · 2010 · 143 citations

Portfolio Optimization, Engineering, Asset Pricing +15

Characterizations of optimal reinsurance treaties: a cost-benefit approach

Ka Chun Cheung, Ambrose Lo · Scandinavian Actuarial Journal · 2015 · 85 citations

Health Insurance Design, Reinsurance, Financial Protection +21

Robust and Pareto optimality of insurance contracts

Alexandru V. Asimit, Valeria Bignozzi, Ka Chun Cheung et al. · European Journal of Operational Research · 2017 · 75 citations · Full text

Mathematical Programming, Economics, Portfolio Optimization +14

Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model

Zhibin Liang, Kam Chuen Yuen, Ka Chun Cheung · Applied Stochastic Models in Business and Industry · 2011 · 61 citations

Engineering, Proportional Reinsurance, Variance Stock Market +19

Optimal allocation of policy limits and deductibles

Ka Chun Cheung · Insurance Mathematics and Economics · 2006 · 47 citations

Mathematical Programming, Economics, Public Policy +8

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