1 |
|
Characterizing a comonotonic random vector by the distribution of the sum of its components
|
Cheung, K. C.
|
Elsevier Science B.V., Amsterdam.
|
2010
|
|
|
2 |
|
Comonotonic convex upper bound and majorization
|
Cheung, K. C.
|
Elsevier Science B.V., Amsterdam.
|
2010
|
|
|
3 |
|
Applications of conditional comonotonicity to some optimization problems
|
Cheung, K. C.
|
Elsevier Science B.V., Amsterdam.
|
2009
|
|
|
4 |
|
Upper comonotonicity
|
Cheung, K. C.
|
Elsevier Science B.V., Amsterdam.
|
2009
|
|
|
5 |
|
Characterization of comonotonicity using convex order
|
Cheung, K. C.
|
Elsevier Science B.V., Amsterdam.
|
2008
|
|
|
6 |
|
Improved convex upper bound via conditional comonotonicity
|
Cheung, K. C.
|
Elsevier Science B.V., Amsterdam.
|
2008
|
|
|
7 |
|
Optimal allocation of policy limits and deductibles
|
Cheung, K. C.
|
Elsevier Science B.V., Amsterdam.
|
2007
|
|
|
8 |
|
Optimal portfolio problem with unknown dependency structure
|
Cheung, K. C.
|
Elsevier Science B.V., Amsterdam.
|
2006
|
|
|