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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Cai, Jun"
~person:"Cui, Wei"
~subject:"Portfolio-Management"
~subject:"Risiko"
~subject:"Risk model"
~type:"article"
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Portfolio-Management
Risiko
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Risikomanagement
6
Risk management
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Theory
6
Risikomaß
5
Risk measure
5
Measurement
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Messung
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Reinsurance
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4
Portfolio selection
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Capital allocation
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Choquet integral
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Expected value premium principle
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Generalized GlueVaR
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Hierarchical corporate structure
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Kapitalstruktur
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Kreditrisiko
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Multivariate tail risk measure
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Optimal capital allocation
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Cai, Jun
Cui, Wei
Mao, Tiantian
6
Cossette, Hélène
5
Dhaene, Jan
5
Hammoudeh, Shawkat
5
Tan, Ken Seng
5
Laeven, Roger J. A.
4
Li, Johnny Siu-Hang
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Marceau, Etienne
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Sherris, Michael
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Tang, Qihe
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Wang, Ruodu
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Yang, Fan
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Asimit, Alexandru V.
3
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Cheung, Ka Chun
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Chi, Yichun
3
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3
Furman, Edward
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Gatzert, Nadine
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Guillén, Montserrat
3
Hu, Taizhong
3
Kang, Sang Hoon
3
Ling, Chengxiu
3
McAleer, Michael
3
Mensi, Walid
3
Shevchenko, Pavel V.
3
Svindland, Gregor
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
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Badescu, Alexandru M.
2
Balbás de la Corte, Alejandro
2
Balbás, Beatriz
2
Chen Zhou
2
Cox, Samuel H.
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Feng, Runhuan
2
Haberman, Steven
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Insurance / Mathematics & economics
The North American journal of economics and finance : a journal of financial economics studies
ASTIN bulletin : the journal of the International Actuarial Association
1
Energy economics
1
Journal of empirical finance
1
Scandinavian actuarial journal
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1
Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure
Cai, Jun
;
Wang, Ying
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 329-349
Persistent link: https://www.econbiz.de/10012622397
Saved in:
2
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Saved in:
3
Optimal reinsurance with regulatory initial capital and default risk
Cai, Jun
;
Lemieux, Christiane
;
Liu, Fangda
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 13-24
Persistent link: https://www.econbiz.de/10010402747
Saved in:
4
Optimal reinsurance with premium constraint under distortion risk measures
Zheng, Yanting
;
Cui, Wei
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 109-120
Persistent link: https://www.econbiz.de/10010469167
Saved in:
5
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
Cui, Wei
;
Yang, Jingping
;
Wu, Lan
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 74-85
Persistent link: https://www.econbiz.de/10009785419
Saved in:
6
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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