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The preservation of classes of discrete distributions under convolution and mixing
Pavlova, Kristina P.; Cai, Jun; Willmot, Gordon E. - In: Insurance / Mathematics & economics 38 (2006) 2, pp. 391-405
Persistent link: https://www.econbiz.de/10006871517
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Multivariate risk model of phase type
Cai, Jun; Li, Haijun - In: Insurance / Mathematics & economics 36 (2005) 2, pp. 137-152
Persistent link: https://www.econbiz.de/10006877594
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Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest
Cai, Jun; Dickson, David C.M. - In: Insurance / Mathematics & economics 32 (2003) 1, pp. 61-72
Persistent link: https://www.econbiz.de/10006891302
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On the expected discounted penalty function at ruin of a surplus process with interest
Cai, Jun; Dickson, David C.M. - In: Insurance / Mathematics & economics 30 (2002) 3, pp. 389-404
Persistent link: https://www.econbiz.de/10006894460
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Aging and other distributional properties of discrete compound geometric distributions
Willmot, Gordon E.; Cai, Jun - In: Insurance / Mathematics & economics 28 (2001) 3, pp. 361-380
Persistent link: https://www.econbiz.de/10006901483
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'Once-in-a-generation' yen volatility in 1998: fundamentals, intervention, and order flow
Cai, Jun; Cheung, Yan-Leung; Lee, Raymond S.K.; Melvin, … - In: Journal of international money and finance 20 (2001) 3, pp. 327-348
Persistent link: https://www.econbiz.de/10006902368
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What Moves the Gold Market?
Cai, Jun; Cheung, Yan-Leung; Wong, Michael C.S. - In: The journal of futures markets 21 (2001) 3, pp. 257-278
Persistent link: https://www.econbiz.de/10006834310
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Stock returns, order imbalances, and commonality: Evidence on individual, institutional, and proprietary investors in China
Bailey, Warren; Cai, Jun; Cheung, Yan Leung; Wang, Fenghua - In: Journal of banking & finance 33 (2009) 1, pp. 9-19
Persistent link: https://www.econbiz.de/10008163808
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A perturbed risk model with dependence between premium rates and claim sizes
Zhou, Ming; Cai, Jun - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 382-392
Persistent link: https://www.econbiz.de/10008332288
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A Markov Model of Switching-Regime ARCH
Cai, Jun - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 3, pp. 309-316
Persistent link: https://www.econbiz.de/10008224432