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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
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Some new notions of dependence with applications in optimal allocation problems
Cai, Jun; Wei, Wei - In: Insurance / Mathematics & economics 55 (2014), pp. 200-209
Persistent link: https://www.econbiz.de/10010366174
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Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
Bi, Junna; Cai, Jun - In: Insurance / Mathematics & economics 85 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10011990589
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Discrete time risk models under stochastic forces of interest
Cai, Jun (contributor) - 2001
Persistent link: https://www.econbiz.de/10001597538
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Density deconvolution with Laplace errors and unknown variance
Cai, Jun; Horrace, William C.; Parmeter, Christopher F. - In: Journal of productivity analysis : an official journal … 56 (2021) 2/3, pp. 103-113
Persistent link: https://www.econbiz.de/10012656574
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Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun; Horrace, William C.; Lee, Yoonseok - In: Econometric reviews 43 (2024) 5, pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
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Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun; Horrace, William C.; Parmeter, Christopher F. - In: Journal of applied econometrics 39 (2024) 1, pp. 41-65
Persistent link: https://www.econbiz.de/10014474436