Testing network autocorrelation without replicates
Chan, Kwun Chuen Gary, Han, Jinhui, Kennedy, Adrian Patrick, Yam, Sheung Chi Phillip
Published in PloS one (03.11.2022)
Published in PloS one (03.11.2022)
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Journal Article
Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting
Chan, Kwun Chuen Gary, Yam, Sheung Chi Phillip, Zhang, Zheng
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.06.2016)
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.06.2016)
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Journal Article
A class of non-zero-sum stochastic differential investment and reinsurance games
Bensoussan, Alain, Siu, Chi Chung, Yam, Sheung Chi Phillip, Yang, Hailiang
Published in Automatica (Oxford) (01.08.2014)
Published in Automatica (Oxford) (01.08.2014)
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Journal Article
Mean Field Games With Parametrized Followers
Bensoussan, Alain, Cass, Thomas, Chau, Man Ho Michael, Yam, Sheung Chi Phillip
Published in IEEE transactions on automatic control (01.01.2020)
Published in IEEE transactions on automatic control (01.01.2020)
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Journal Article
Inter‐temporal mutual‐fund management
Bensoussan, Alain, Cheung, Ka Chun, Li, Yiqun, Yam, Sheung Chi Phillip
Published in Mathematical finance (01.07.2022)
Published in Mathematical finance (01.07.2022)
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Journal Article
Concave distortion risk minimizing reinsurance design under adverse selection
Cheung, Ka Chun, Phillip Yam, Sheung Chi, Yuen, Fei Lung, Zhang, Yiying
Published in Insurance, mathematics & economics (01.03.2020)
Published in Insurance, mathematics & economics (01.03.2020)
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Journal Article
A paradox in time-consistency in the mean–variance problem?
Bensoussan, Alain, Wong, Kwok Chuen, Yam, Sheung Chi Phillip
Published in Finance and stochastics (01.01.2019)
Published in Finance and stochastics (01.01.2019)
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Journal Article
Dynamic mean–variance problem with frictions
Bensoussan, Alain, Ma, Guiyuan, Siu, Chi Chung, Yam, Sheung Chi Phillip
Published in Finance and stochastics (01.04.2022)
Published in Finance and stochastics (01.04.2022)
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Journal Article
A Fourier-cosine method for finite-time ruin probabilities
Lee, Wing Yan, Li, Xiaolong, Liu, Fangda, Shi, Yifan, Yam, Sheung Chi Phillip
Published in Insurance, mathematics & economics (01.07.2021)
Published in Insurance, mathematics & economics (01.07.2021)
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Journal Article
VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK
Siu, Chi Chung, Yam, Sheung Chi Phillip, Yang, Hailiang
Published in ASTIN Bulletin : The Journal of the IAA (01.05.2015)
Published in ASTIN Bulletin : The Journal of the IAA (01.05.2015)
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Journal Article
On the Diversification Effect in Solvency II for Extremely Dependent Risks
Chen, Yongzhao, Cheung, Ka Chun, Yam, Sheung Chi Phillip, Yuen, Fei Lung, Zeng, Jia
Published in Risks (Basel) (01.08.2023)
Published in Risks (Basel) (01.08.2023)
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Journal Article
Mean-Field-Type Games with Jump and Regime Switching
Bensoussan, Alain, Djehiche, Boualem, Tembine, Hamidou, Yam, Sheung Chi Phillip
Published in Dynamic games and applications (01.03.2020)
Published in Dynamic games and applications (01.03.2020)
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Journal Article
DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE
Cheung, Ka Chun, Chong, Wing Fung, Elliott, Robert, Yam, Sheung Chi Phillip
Published in ASTIN Bulletin : The Journal of the IAA (01.09.2015)
Published in ASTIN Bulletin : The Journal of the IAA (01.09.2015)
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Journal Article