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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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The optimal insurance under disappointment theories
Cheung, Ka Chun; Chong, W. F.; Yam, Sheung Chi Phillip - In: Insurance / Mathematics & economics 64 (2015), pp. 77-90
Persistent link: https://www.econbiz.de/10011397943
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Concave distortion risk minimizing reinsurance design under adverse selection
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Yuen, Fei Lung; … - In: Insurance / Mathematics & economics 91 (2020), pp. 155-165
Persistent link: https://www.econbiz.de/10012242000
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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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Characterizations of optimal reinsurance treaties : a cost-benefit approach
Cheung, Ka Chun; Lo, Ambrose - In: Scandinavian actuarial journal (2017) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10011771935
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Risk-minimizing reinsurance protection for multivariate risks
Cheung, Ka Chun; Sung, K. C. J.; Yam, Sheung Chi Phillip - In: The journal of risk and insurance : the journal of the … 81 (2014) 1, pp. 219-236
Persistent link: https://www.econbiz.de/10010340221
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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 in the presence of counterparty default risk
Asimit, Alexandru V.; Badescu, Alexandru M.; Cheung, Ka Chun - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 690-697
Persistent link: https://www.econbiz.de/10010227904
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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