| Optimal reinsurance revisited–a geometric approach KC Cheung ASTIN Bulletin: The Journal of the IAA 40 (1), 221-239, 2010 | 152 | 2010 |
| Optimal reinsurance under general law-invariant risk measures KC Cheung, KCJ Sung, SCP Yam, SP Yung Scandinavian Actuarial Journal 2014 (1), 72-91, 2014 | 101 | 2014 |
| Characterizations of optimal reinsurance treaties: a cost-benefit approach KC Cheung, A Lo Scandinavian Actuarial Journal 2017 (1), 1-28, 2017 | 83 | 2017 |
| Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model Z Liang, KC Yuen, KC Cheung Applied Stochastic Models in Business and Industry 28 (6), 585-597, 2012 | 78 | 2012 |
| Robust and Pareto optimality of insurance contracts AV Asimit, V Bignozzi, KC Cheung, J Hu, ES Kim European Journal of Operational Research 262 (2), 720-732, 2017 | 65 | 2017 |
| Optimal allocation of policy limits and deductibles KC Cheung Insurance: Mathematics and Economics 41 (3), 382-391, 2007 | 51 | 2007 |
| Optimal reinsurance in the presence of counterparty default risk AV Asimit, AM Badescu, KC Cheung Insurance: Mathematics and Economics 53 (3), 690-697, 2013 | 48 | 2013 |
| Stochastic orders of scalar products with applications L Hua, KC Cheung Insurance: Mathematics and Economics 42 (3), 865-872, 2008 | 44 | 2008 |
| Upper comonotonicity KC Cheung Insurance: Mathematics and Economics 45 (1), 35-40, 2009 | 36 | 2009 |
| Risk‐Minimizing Reinsurance Protection For Multivariate Risks KC Cheung, KCJ Sung, SCP Yam Journal of risk and insurance 81 (1), 219-236, 2014 | 34 | 2014 |
| Worst allocations of policy limits and deductibles L Hua, KC Cheung Insurance: Mathematics and Economics 43 (1), 93-98, 2008 | 34 | 2008 |
| Risk-adjusted Bowley reinsurance under distorted probabilities KC Cheung, SCP Yam, Y Zhang Insurance: Mathematics and Economics 86, 64-72, 2019 | 33 | 2019 |
| The optimal insurance under disappointment theories KC Cheung, WF Chong, SCP Yam Insurance: Mathematics and Economics 64, 77-90, 2015 | 33 | 2015 |
| Bounds for sums of random variables when the marginal distributions and the variance of the sum are given KC Cheung, S Vanduffel Scandinavian Actuarial Journal 2013 (2), 103-118, 2013 | 31 | 2013 |
| Optimal investment-consumption strategy in a discrete-time model with regime switching KC Cheung, H Yang Discrete and Continuous Dynamical Systems Series B 8 (2), 315, 2007 | 29 | 2007 |
| Budget-constrained optimal reinsurance design under coherent risk measures KC Cheung, WF Chong, A Lo Scandinavian Actuarial Journal 2019 (9), 729-751, 2019 | 28 | 2019 |
| Reducing risk by merging counter-monotonic risks KC Cheung, J Dhaene, A Lo, Q Tang Insurance: Mathematics and Economics 54, 58-65, 2014 | 27 | 2014 |
| General lower bounds on convex functionals of aggregate sums KC Cheung, A Lo Insurance: Mathematics and Economics 53 (3), 884-896, 2013 | 26 | 2013 |
| Characterization of comonotonicity using convex order KC Cheung Insurance: Mathematics and Economics 43 (3), 403-406, 2008 | 25 | 2008 |
| Characterizing mutual exclusivity as the strongest negative multivariate dependence structure KC Cheung, A Lo Insurance: Mathematics and Economics 55, 180-190, 2014 | 23 | 2014 |
