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~person:"Cai, Jun"
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Optimal reinsurance
4
Reinsurance
4
Rückversicherung
4
Theorie
4
Theory
4
Convex order
2
Risiko
2
Risikomanagement
2
Risikomaß
2
Risk
2
Risk management
2
Risk measure
2
Budget constraint
1
Comonotonic-convexity
1
Comonotonic-semilinearity
1
Counterparty default risk
1
Credit risk
1
Decision under risk
1
Dependent risk
1
Dual representation
1
Entscheidung unter Risiko
1
IB92
1
IM30
1
IM52
1
Individualized reinsurance treaty
1
Insolvency
1
Insolvenz
1
Insurance
1
Kreditrisiko
1
Law-invariant convex risk functional
1
Optimal reinsurance design
1
PDS
1
Pareto efficiency
1
Pareto optimality
1
Pareto-Optimum
1
Positive dependence
1
Reinsurance premium
1
Robust evaluation
1
Robust statistics
1
Robustes Verfahren
1
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English
4
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1
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Cai, Jun
Boonen, Tim J.
10
Weng, Chengguo
7
Balbás, Beatriz
6
Young, Virginia R.
6
Asimit, Alexandru V.
5
Balbás, Raquel
5
Heras, Antonio
5
Balbás de la Corte, Alejandro
4
Ghossoub, Mario
4
Karageyik, Başak Bulut
4
Tan, Ken Seng
4
Şahin, Şule
4
Badescu, Alexandru M.
3
Balbas, Beatriz
3
Balbas, Raquel
3
Balbás, Alejandro
3
Brachetta, Matteo
3
Brandtner, Mario
3
Cheung, Ka Chun
3
Jiang, Wenjun
3
Kürsten, Wolfgang
3
Lemieux, Christiane
3
Li, Dongchen
3
Liang, Zhibin
3
Liu, Fangda
3
Porth, Lysa
3
Zhuang, Sheng Chao
3
Zou, Bin
3
Albrecher, Hansjörg
2
Balbas, Alejandro
2
Cao, Jingyi
2
Ceci, Claudia
2
Chi, Yichun
2
Deng, Chao
2
Deng, Yingchun
2
Glauner, Alexander
2
Hong, Hanping
2
Hu, Junlei
2
Li, Bin
2
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Insurance / Mathematics & economics
3
Astin bulletin : the journal of the International Actuarial Association
1
Insurance: Mathematics and Economics
1
Source
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ECONIS (ZBW)
4
RePEc
1
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1
Convex risk functionals : representation and applications
Liu, Fangda
;
Cai, Jun
;
Lemieux, Christiane
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 66-79
Persistent link: https://www.econbiz.de/10012169500
Saved in:
2
Pareto-
optimal
reinsurance
arrangements under general model settings
Cai, Jun
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 24-37
Persistent link: https://www.econbiz.de/10011783878
Saved in:
3
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:
4
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:
5
Optimal
reinsurance
with positively dependent risks
Cai, Jun
;
Wei, Wei
- In:
Insurance: Mathematics and Economics
50
(
2012
)
1
,
pp. 57-63
measures of the retained loss of an insurer, the excess-of-loss treaty is the
optimal
reinsurance
form for an insurer with PDS …
Persistent link: https://www.econbiz.de/10010688102
Saved in:
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