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Persistent link: https://www.econbiz.de/10009763617

Sharp convex bounds on the aggregate sums : an alternative proof

Yin, Chuancun; Zhu, Dan - In: Risks : open access journal 4 (2016) 4, pp. 1-8

It is well known that a random vector with given marginals is comonotonic if and only if it has the largest convex sum, and that a random vector with given marginals (under an additional condition) is mutually exclusive if and only if it has the minimal convex sum. This paper provides an...

Persistent link: https://www.econbiz.de/10011556539

Stochastic interest model driven by compound Poisson process and Brownian motion with applications in life contingencies

Li, Shilong; Zhao, Xia; Yin, Chuancun; Huang, Zhiyue - In: Quantitative finance and economics 2 (2018) 1, pp. 246-260

Persistent link: https://www.econbiz.de/10012137937

Optimal reciprocal reinsurance under GlueVaR distortion risk measures

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Persistent link: https://www.econbiz.de/10012116658

A spatial data model for urban spatial-temporal accessibility analysis

Yin, Zhangcai; Jin, Zhanghaonan; Ying, Shen; Li, Sanjuan; … - In: Journal of geographical systems : geographical … 22 (2020) 4, pp. 447-468

Persistent link: https://www.econbiz.de/10012306583

Market competition and market price : evidence from United/Continental airline merger

Shen, Ying - In: Economics of transportation : the official journal of … 10 (2017), pp. 1-7

Persistent link: https://www.econbiz.de/10012109592

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

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Optimal proportional reinsurance with common shock dependence

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Persistent link: https://www.econbiz.de/10011396849

Portfolio selection by minimizing the present value of capital injection costs

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Persistent link: https://www.econbiz.de/10010506423

On a discrete-time risk model with delayed claims and dividends

Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong - In: Risk and decision analysis 4 (2013) 1, pp. 3-16

Persistent link: https://www.econbiz.de/10009782613