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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Cai, Jun"
~person:"Zhuang, Sheng Chao"
~subject:"Portfolio selection"
~subject:"Reinsurance"
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Portfolio selection
Reinsurance
Risikomodell
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4
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2
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Optimal reinsurance design
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Cai, Jun
Zhuang, Sheng Chao
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
Zeng, Yan
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Afonso, Lourdes B.
2
Asimit, Alexandru V.
2
Balbás de la Corte, Alejandro
2
Balbás, Beatriz
2
Boonen, Tim J.
2
Boxma, Onno
2
Cairns, Andrew
2
Chen, An
2
Chen, Shumin
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.
2
Winands, E. M. M.
2
Zhang, Zhimin
2
Adan, Ivo
1
Ai, Jing
1
Aviv, Rom
1
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1
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Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
European journal of operational research : EJOR
2
Scandinavian actuarial journal
2
ASTIN bulletin : the journal of the International Actuarial Association
1
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A Bowley solution with limited ceded risk for a monopolistic reinsurer
Chi, Yichun
;
Tan, Ken Seng
;
Zhuang, Sheng Chao
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 188-201
Persistent link: https://www.econbiz.de/10012242009
Saved in:
2
The role of a representative reinsurer in optimal reinsurance
Boonen, Tim J.
;
Tan, Ken Seng
;
Zhuang, Sheng Chao
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 196-204
Persistent link: https://www.econbiz.de/10011597268
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:
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