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Optimal reinsurance with positively dependent risks

Cai, Jun; Wei, Wei - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 57-63

Persistent link: https://www.econbiz.de/10009501700

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

Properties of stochastic arrangement increasing and their applications in allocation problems

Wei, Wei - In: Risks : open access journal 6 (2018) 2, pp. 1-12

There are extensive studies on the allocation problems in the field of insurance and finance. We observe that these studies, although involving different methodologies, share some inherent commonalities. In this paper, we develop a new framework for these studies with the tool of arrangement...

Persistent link: https://www.econbiz.de/10011866516

Single machine scheduling with stochastically dependent times

Wei, Wei - In: Journal of scheduling 22 (2019) 6, pp. 677-689

Persistent link: https://www.econbiz.de/10012125314

Joint stochastic orders of high degrees and their applications in portfolio selections

Wei, Wei - In: Insurance / Mathematics & economics 76 (2017), pp. 141-148

Persistent link: https://www.econbiz.de/10011774798

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

On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest

Cai, Jun; Yang, Hailiang - In: Stochastic methods in reliability and risk management : …, (pp. 61-77). 2014

Persistent link: https://www.econbiz.de/10010238845

Optimal reinsurance with regulatory initial capital and default risk

Cai, Jun; Lemieux, Christiane; Liu, Fangda - In: Insurance / Mathematics & economics 57 (2014), pp. 13-24

Persistent link: https://www.econbiz.de/10010402747

Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure

Cai, Jun; Wang, Ying - In: Insurance / Mathematics & economics 100 (2021), pp. 329-349

Persistent link: https://www.econbiz.de/10012622397

Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers

Cai, Jun; Mao, Tiantian - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 1065-1092

Persistent link: https://www.econbiz.de/10012307399