Similar Search Results

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

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

Optimal reciprocal reinsurance treaties under the joint survival probability and the joint profitable probability

Cai, Jun; Fang, Ying; Li, Zhi; Willmot, Gordon E. - In: The journal of risk and insurance : the journal of the … 80 (2013) 1, pp. 145-168

Persistent link: https://www.econbiz.de/10009729146

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

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

Optimal Reinsurance in a Market of Multiple Reinsurers Under Law-Invariant Convex Risk Measures

Cai, Jun - 2017

It is natural to connect reinsurance problems with risk measures since a reinsurance contract is an efficient risk management tool for an insurer and the reinsurance premium can also be viewed as a measure of a reinsurer's risk. In this paper, we assume that the insurer uses a law-invariant...

Persistent link: https://www.econbiz.de/10012944480

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

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

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

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