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K. C. J. Sung · Study

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K. C. J. Sung

4 works· latest 2015· 2 institutionscluster: provisional

h-index4

i104

Citations378

Works here4

11

13

15

Most cited in this library

Linear-Quadratic Mean Field Games2015 · 233 citations
Optimal reinsurance under general law-invariant risk measures2011 · 86 citations
Linear–Quadratic Time-Inconsistent Mean Field Games2013 · 31 citations
Risk‐Minimizing Reinsurance Protection For Multivariate Risks2013 · 28 citations

Works

4 shown

Linear-Quadratic Mean Field Games

Journal of Optimization Theory and Applications·2015·4 authors

233citations

Linear–Quadratic Time-Inconsistent Mean Field Games

Dynamic Games and Applications·2013·3 authors

31citations

Risk‐Minimizing Reinsurance Protection For Multivariate Risks

Journal of Risk & Insurance·2013·3 authors

28citations

Optimal reinsurance under general law-invariant risk measures

Scandinavian Actuarial Journal·2011·4 authors

86citations