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31
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:
32
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:
33
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
Saved in:
34
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
Saved in:
35
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
Saved in:
36
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
Saved in:
37
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
Saved in:
38
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Floor Brix, Anne
;
Lunde, Asger
;
Wei, Wei
-
2015
Persistent link: https://www.econbiz.de/10011373234
Saved in:
39
A Jump-diffusion model with stochastic volatility and durations
Wei, Wei
;
Pelletier, Denis
-
2015
Persistent link: https://www.econbiz.de/10011327726
Saved in:
40
Customer engagement behaviors and hotel responses
Wei, Wei
;
Miao, Li
;
Huang, Zhuowei
- In:
International journal of hospitality management
33
(
2013
),
pp. 316-330
Persistent link: https://www.econbiz.de/10009746352
Saved in:
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