Narrow search
Showing 1 - 4 of 4
Cover Image
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
Han, Xia; Liang, Zhibin; Yuen, Kam Chuen - In: Scandinavian actuarial journal (2018) 10, pp. 863-889
Persistent link: https://www.econbiz.de/10011939763
Cover Image
Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
Han, Xia; Liang, Zhibin; Young, Virginia R. - In: Scandinavian actuarial journal 2020 (2020) 10, pp. 879-903
Persistent link: https://www.econbiz.de/10012313745
Cover Image
Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game
Yuan, Yu; Liang, Zhibin; Han, Xia - In: Scandinavian actuarial journal 2022 (2022) 4, pp. 328-355
Persistent link: https://www.econbiz.de/10013370644
Cover Image
Optimal reinsurance contract in a Stackelberg game framework : a view of social planner
Han, Xia; Landriault, David; Li, Danping - In: Scandinavian actuarial journal 2024 (2024) 2, pp. 124-148
Persistent link: https://www.econbiz.de/10014520072