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~person:"Cai, Jun"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Risikomanagement
9
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7
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Cai, Jun
Broll, Udo
16
Wang, Ruodu
15
Embrechts, Paul
11
Tan, Ken Seng
11
Fabozzi, Frank J.
10
Boonen, Tim J.
8
Mao, Tiantian
8
Bartram, Söhnke M.
7
Dionne, Georges
7
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7
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Asimit, Alexandru V.
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6
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Tang, Qihe
6
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5
Bernard, Carole
5
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Chen, An
5
Cheung, Ka Chun
5
Cossette, Hélène
5
Dias, Alexandra
5
Feng, Runhuan
5
Godin, Frédéric
5
Hurlin, Christophe
5
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5
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5
Mitic, Peter
5
Schmeiser, Hato
5
Shevchenko, Pavel V.
5
Taksar, Michael I.
5
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5
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4
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Insurance / Mathematics & economics
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ASTIN bulletin : the journal of the International Actuarial Association
1
Astin bulletin : the journal of the International Actuarial Association
1
Scandinavian actuarial journal
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1
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
2
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:
3
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:
4
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:
5
Optimal reinsurance from the perspectives of both an insurer and a reinsurer
Cai, Jun
;
Lemieux, Christiane
;
Liu, Fangda
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
3
,
pp. 815-849
Persistent link: https://www.econbiz.de/10011670010
Saved in:
6
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:
7
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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