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~person:"Cai, Jun"
~subject:"Portfolio selection"
~subject:"Reinsurance"
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Search: subject:"Risikomodell"
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Portfolio selection
Reinsurance
Risikomodell
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5
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Cai, Jun
Gatzert, Nadine
15
Froot, Kenneth
14
Schmeiser, Hato
13
Regis, Luca
8
Tan, Ken Seng
8
Chi, Yichun
7
Boonen, Tim J.
6
Loubergé, Henri
6
Luciano, Elisa
6
Yang, Hailiang
6
Young, Virginia R.
6
Zweifel, Peter
6
Braun, Alexander
5
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5
Gründl, Helmut
5
Liebwein, Peter
5
McGuire, Thomas G.
5
Zhuang, Sheng Chao
5
Balbás de la Corte, Alejandro
4
Balbás, Beatriz
4
Cheung, Ka Chun
4
Dionne, Georges
4
Froot, Kenneth A.
4
Gollier, Christian
4
Heras, Antonio
4
Hoermann, Gudrun
4
Lai, Van Son
4
O'Connell, Paul G. J.
4
Olivieri, Annamaria
4
Reis, Alfredo D. Egídio dos
4
Richter, Andreas
4
Schlütter, Sebastian
4
Sherris, Michael
4
Stevens, Ralph
4
Toplek, Denis
4
Zhou, Ming
4
Albrecht, Peter
3
Asimit, Alexandru Vali
3
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Insurance / Mathematics & economics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
Scandinavian actuarial journal
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1
Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance
Cai, Jun
;
Liu, Fangda
;
Yin, Mingren
- In:
European journal of operational research : EJOR
318
(
2024
)
1
,
pp. 310-326
Persistent link: https://www.econbiz.de/10015047732
Saved in:
2
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
Saved in:
3
Reinsurance premium principles based on weighted loss functions
Cai, Jun
;
Wang, Ying
- In:
Scandinavian actuarial journal
2019
(
2019
)
10
,
pp. 903-923
Persistent link: https://www.econbiz.de/10012195013
Saved in:
4
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:
5
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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