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~subject:"Reinsurance"
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Reinsurance
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Yuen, Kam Chuen
7
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5
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2
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2
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1
Chen, Mi
1
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Insurance / Mathematics & economics
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ECONIS (ZBW)
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1
Optimal reciprocal reinsurance under GlueVaR distortion risk measures
Huang, Yuxia
;
Yin, Chuancun
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 11-24
Persistent link: https://www.econbiz.de/10012116658
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2
Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
Liang, Zhibin
;
Yuen, Kam Chuen
;
Guo, Junyi
- In:
Insurance / Mathematics & economics
49
(
2011
)
2
,
pp. 207-215
Persistent link: https://www.econbiz.de/10009242034
Saved in:
3
Optimal proportional reinsurance with common shock dependence
Yuen, Kam Chuen
;
Liang, Zhibin
;
Zhou, Ming
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011396849
Saved in:
4
Optimal reinsurance and dividend for a diffusion model with capital injection : variance premium principle
Zhou, Ming
;
Yuen, Kam Chuen
- In:
Economic modelling
29
(
2012
)
2
,
pp. 198-207
Persistent link: https://www.econbiz.de/10009536037
Saved in:
5
Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
Chen, Mi
;
Yuen, Kam Chuen
;
Wang, Wenyuan
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 198-217
Persistent link: https://www.econbiz.de/10012500260
Saved in:
6
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Liang, Zhibin
;
Bi, Junna
;
Yuen, Kam Chuen
;
Zhang, Caibin
- In:
Mathematical methods of operations research
84
(
2016
)
1
,
pp. 155-181
Persistent link: https://www.econbiz.de/10011673473
Saved in:
7
Optimal dynamic reinsurance with common shock dependence and state-dependent risk aversion
Zhang, Caibin
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012028852
Saved in:
8
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
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