Optimal reinsurance revisited–a geometric approach KC Cheung ASTIN Bulletin: The Journal of the IAA 40 (1), 221-239, 2010 | 95 | 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 | 63 | 2014 |

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 | 46 | 2012 |

Optimal allocation of policy limits and deductibles KC Cheung Insurance: Mathematics and Economics 41 (3), 382-391, 2007 | 40 | 2007 |

Stochastic orders of scalar products with applications L Hua, KC Cheung Insurance: Mathematics and Economics 42 (3), 865-872, 2008 | 31 | 2008 |

Characterizations of optimal reinsurance treaties: a cost-benefit approach KC Cheung, A Lo Scandinavian Actuarial Journal 2017 (1), 1-28, 2017 | 30 | 2017 |

Upper comonotonicity KC Cheung Insurance: Mathematics and Economics 45 (1), 35-40, 2009 | 30 | 2009 |

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 | 26 | 2013 |

Worst allocations of policy limits and deductibles L Hua, KC Cheung Insurance: Mathematics and Economics 43 (1), 93-98, 2008 | 26 | 2008 |

Characterization of comonotonicity using convex order KC Cheung Insurance: Mathematics and Economics 43 (3), 403-406, 2008 | 23 | 2008 |

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 | 21 | 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 | 20 | 2013 |

General lower bounds on convex functionals of aggregate sums KC Cheung, A Lo Insurance: Mathematics and Economics 53 (3), 884-896, 2013 | 20 | 2013 |

Risk‐Minimizing Reinsurance Protection For Multivariate Risks KC Cheung, KCJ Sung, SCP Yam Journal of risk and insurance 81 (1), 219-236, 2014 | 19 | 2014 |

Characterizing a comonotonic random vector by the distribution of the sum of its components KC Cheung Insurance: Mathematics and Economics 47 (2), 130-136, 2010 | 19 | 2010 |

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 | 18 | 2017 |

Ordering optimal proportions in the asset allocation problem with dependent default risks KC Cheung, H Yang Insurance: Mathematics and Economics 35 (3), 595-609, 2004 | 18 | 2004 |

The optimal insurance under disappointment theories KC Cheung, WF Chong, SCP Yam Insurance: Mathematics and Economics 64, 77-90, 2015 | 17 | 2015 |

Optimal portfolio problem with unknown dependency structure KC Cheung Insurance: Mathematics and Economics 38 (1), 167-175, 2006 | 17 | 2006 |

Characterizing mutual exclusivity as the strongest negative multivariate dependence structure KC Cheung, A Lo Insurance: Mathematics and Economics 55, 180-190, 2014 | 15 | 2014 |