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Optimal insurance contract under a value-at-risk constraint
Huang, Hung-Hsi - In: The Geneva risk and insurance review 31 (2006) 2, pp. 91-110
Persistent link: https://www.econbiz.de/10003398778
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Comment on "Optimal portfolio selection in a value-at-risk framework"
Huang, Hung-Hsi - In: Journal of banking & finance 29 (2005) 12, pp. 3181-3185
Persistent link: https://www.econbiz.de/10003203873
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Dynamic portfolio frontier in a mean-variance framework
Wang, Ching-ping; Huang, Hung-hsi; Jou, David G. - In: Applied financial economics 21 (2011) 16/18, pp. 1255-1261
Persistent link: https://www.econbiz.de/10009348293
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Portfolio selection and portfolio frontier with background risk
Huang, Hung-hsi; Wang, Ching-ping - In: The North American journal of economics and finance : a … 26 (2013), pp. 177-196
Persistent link: https://www.econbiz.de/10010364815
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Optimal insurance design under a value-at-risk framework
Wang, Ching-Ping; Shyu, David; Huang, Hung-Hsi - In: The Geneva risk and insurance review 30 (2005) 2, pp. 161-179
Persistent link: https://www.econbiz.de/10003226793
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Optimal reciprocal reinsurance under VaR or TVaR constraint
Huang, Hung-Hsi; Wang, Ching-Ping - In: Asia-Pacific journal of risk and insurance : APJRI 16 (2022) 2, pp. 187-218
Persistent link: https://www.econbiz.de/10013384484