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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
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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
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Some new notions of dependence with applications in optimal allocation problems
Cai, Jun; Wei, Wei - In: Insurance / Mathematics & economics 55 (2014), pp. 200-209
Persistent link: https://www.econbiz.de/10010366174
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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
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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
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Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
Bi, Junna; Cai, Jun - In: Insurance / Mathematics & economics 85 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10011990589
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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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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
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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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On the invariant properties of notions of positive dependence and copulas under increasing transformations
Cai, Jun; Wei, Wei - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 43-49
Persistent link: https://www.econbiz.de/10009501702