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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
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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
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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
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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
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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