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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Cai, Jun"
~person:"Zeng, Yan"
~subject:"Portfolio selection"
~subject:"Reinsurance"
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Portfolio selection
Reinsurance
Risikomodell
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4
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1
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Generalized mean-variance premium principle
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Cai, Jun
Zeng, Yan
Young, Virginia R.
5
Chi, Yichun
4
Yang, Hailiang
4
Cardoso, Rui M. R.
3
Cheung, Ka Chun
3
Reis, Alfredo D. Egídio dos
3
Tan, Ken Seng
3
Afonso, Lourdes B.
2
Asimit, Alexandru V.
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Balbás de la Corte, Alejandro
2
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2
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Boxma, Onno
2
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2
Chen, An
2
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2
Chen, Yiqing
2
Cheung, Eric C. K.
2
Cui, Wei
2
Delsing, G. A.
2
Gatzert, Nadine
2
Ghossoub, Mario
2
Heras, Antonio
2
Lefevre, Claude
2
Li, Jackie
2
Liang, Xiaoqing
2
Mandjes, Michel
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Regis, Luca
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Sherris, Michael
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Spreij, P. J. C.
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Winands, E. M. M.
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Zhang, Zhimin
2
Zhuang, Sheng Chao
2
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1
Ai, Jing
1
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Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
ASTIN bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
Scandinavian actuarial journal
1
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1
Stochastic differential games between two insurers with generalized mean-variance premium principle
Chen, Shumin
;
Yang, Hailiang
;
Zeng, Yan
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 413-434
Persistent link: https://www.econbiz.de/10011875615
Saved in:
2
Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
Zhang, Xin
;
Meng, Hui
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011457200
Saved in:
3
Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
Bai, Lihua
;
Cai, Jun
;
Zhou, Ming
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 664-670
Persistent link: https://www.econbiz.de/10010227909
Saved in:
4
Optimal reinsurance with positively dependent risks
Cai, Jun
;
Wei, Wei
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 57-63
Persistent link: https://www.econbiz.de/10009501700
Saved in:
5
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
Gu, Ailing
;
Guo, Xianping
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 674-684
Persistent link: https://www.econbiz.de/10009683195
Saved in:
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