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Optimal insurance under multiple sources of risk with positive dependence
Lu, ZhiYi; Liu, LePing; Zhang, JianYu; Meng, LiLi - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 462-472
Persistent link: https://www.econbiz.de/10010011629
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Stochastic comparisons for allocations of policy limits and deductibles with applications
Lu, ZhiYi; Meng, LiLi - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 338-344
Persistent link: https://www.econbiz.de/10008884579
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Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures
Lu, ZhiYi; Liu, LePing; Meng, ShengWang - In: Insurance / Mathematics & economics 52 (2013) 1, pp. 46-51
Persistent link: https://www.econbiz.de/10010062192