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Size and concentration patterns of the world's largest reinsurance companies
Outreville, J. François - In: The Geneva papers on risk and insurance - issues and … 23 (1998) 86, pp. 68-80
Persistent link: https://www.econbiz.de/10001250216
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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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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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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
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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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Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance
Cai, Jun; Liu, Fangda; Yin, Mingren - In: European journal of operational research : EJOR 318 (2024) 1, pp. 310-326
Persistent link: https://www.econbiz.de/10015047732
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Multi-objective private wealth allocation without subportfolios
Cai, Jun; Ge, Chenliang - In: Economic modelling 29 (2012) 3, pp. 900-907
Persistent link: https://www.econbiz.de/10009545496
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The relationship between relative risk aversion and the level of education : a survey and implications for the demand for life insurance
Outreville, J. François - In: Journal of economic surveys 29 (2015) 1, pp. 97-111
Persistent link: https://www.econbiz.de/10011381838
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Life insurance markets in developing countries
Outreville, J. François - In: The journal of risk and insurance : the journal of the … 63 (1996) 2, pp. 263-278
Persistent link: https://www.econbiz.de/10001204780