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Upper bounds for ultimate ruin...
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Cai, Jun
171
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Ahn, Hee-Joon
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31
Convex risk functionals : representation and applications
Liu, Fangda
;
Cai, Jun
;
Lemieux, Christiane
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 66-79
Persistent link: https://www.econbiz.de/10012169500
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32
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
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33
Pareto-optimal reinsurance arrangements under general model settings
Cai, Jun
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 24-37
Persistent link: https://www.econbiz.de/10011783878
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34
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
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35
Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance
Cai, Jun
;
Liu, Fangda
;
Yin, Mingren
- In:
European journal of operational research : EJOR
318
(
2024
)
1
,
pp. 310-326
Persistent link: https://www.econbiz.de/10015047732
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36
Moments of discounted dividends for a threshold strategy in the compound poisson risk model
Cheung, Eric C. K.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003632907
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37
On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
Borovkov, Konstantin A.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003632914
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38
Optimal dividends under a ruin probability constraint
Dickson, David C. M.
;
Drekic, Steve
- In:
Annals of actuarial science : publ. by the Institute of …
1
(
2006
)
2
,
pp. 291-306
Persistent link: https://www.econbiz.de/10003732763
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39
Finite time ruin problems for the Erlang(2) risk model
Dickson, David C. M.
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003797781
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40
Actuarial mathematics for life contingent risks
Dickson, David C. M.
;
Hardy, Mary Rosalyn
;
Waters, Howard R.
-
2009
Persistent link: https://www.econbiz.de/10003851664
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