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Upper bounds for ultimate ruin...
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21
Lundberg inequalities for renewal equations
Willmot, Gordon E.
(
contributor
);
Cai, Jun
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001642342
Saved in:
22
The long-run performance following Japanese rights issues
Cai, Jun
- In:
Applied financial economics
8
(
1998
)
4
,
pp. 419-434
Persistent link: https://www.econbiz.de/10001363518
Saved in:
23
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
Saved in:
24
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
Saved in:
25
Optimal reinsurance from the perspectives of both an insurer and a reinsurer
Cai, Jun
;
Lemieux, Christiane
;
Liu, Fangda
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
3
,
pp. 815-849
Persistent link: https://www.econbiz.de/10011670010
Saved in:
26
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
Saved in:
27
Asymptotic equivalence of risk measures under dependence uncertainty
Cai, Jun
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 29-49
Persistent link: https://www.econbiz.de/10011969153
Saved in:
28
Risk measures based on behavioural economics theory
Mao, Tiantian
;
Cai, Jun
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 367-393
Persistent link: https://www.econbiz.de/10011945793
Saved in:
29
Joint insolvency analysis of a shared MAP risk process : a capital allocation application
Cai, Jun
;
Landriault, David
;
Shi, Tianxiang
;
Wei, Wei
- In:
North American actuarial journal
21
(
2017
)
2
,
pp. 178-192
Persistent link: https://www.econbiz.de/10011858008
Saved in:
30
Reinsurance premium principles based on weighted loss functions
Cai, Jun
;
Wang, Ying
- In:
Scandinavian actuarial journal
2019
(
2019
)
10
,
pp. 903-923
Persistent link: https://www.econbiz.de/10012195013
Saved in:
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