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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Cai, Jun"
~subject:"Portfolio selection"
~subject:"Reinsurance"
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Cai, Jun
Young, Virginia R.
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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
Scandinavian actuarial journal
1
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ECONIS (ZBW)
2
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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:
2
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
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