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~person:"Liang, Zhibin"
~source:"econis"
~subject:"Risiko"
~subject:"Stochastic process"
~subject:"Theory"
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Stochastic process
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Reinsurance
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Liang, Zhibin
Keller, Godfrey
6
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6
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4
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2
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2
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Insurance / Mathematics & economics
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International journal of financial engineering
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ECONIS (ZBW)
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Optimal dynamic reinsurance with common shock dependence and state-dependent risk aversion
Zhang, Caibin
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012028852
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2
Optimal proportional reinsurance with common shock dependence
Yuen, Kam Chuen
;
Liang, Zhibin
;
Zhou, Ming
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011396849
Saved in:
3
Optimal reinsurance and investment with unobservable claim size and intensity
Liang, Zhibin
;
Bayraktar, Erhan
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 156-166
Persistent link: https://www.econbiz.de/10010366184
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