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type_genre:"Article in journal"
~person:"Cai, Jun"
~subject:"Risiko"
~type_genre:"Conference paper"
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Cai, Jun
Wang, Ruodu
14
Righi, Marcelo Brutti
13
Huang, Xiaoxia
12
Wong, Wing Keung
12
Eeckhoudt, Louis R.
10
Gollier, Christian
10
Mao, Tiantian
10
Rosazza Gianin, Emanuela
10
Fabozzi, Frank J.
9
Müller, Fernanda Maria
9
Kakushadze, Zura
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Rüschendorf, Ludger
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Satchell, Stephen
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Furman, Edward
7
Bali, Turan G.
6
Brandtner, Mario
6
Guillén, Montserrat
6
Luo, Yulei
6
Rösch, Daniel
6
Tang, Qihe
6
Vanduffel, Steven
6
Wagner, Niklas F.
6
Yu, Willie
6
Zaremba, Adam
6
Bellini, Fabio
5
Branger, Nicole
5
Chen, An
5
Denuit, Michel
5
Jarrow, Robert A.
5
Laeven, Roger J. A.
5
Landsman, Zinoviy
5
Liu, Haiyan
5
Maurer, Raimond
5
Siu, Tak Kuen
5
Tavakoli Baghdadabad, Mohammad Reza
5
Xu, Huifu
5
Batten, Jonathan A.
4
Boonen, Tim J.
4
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Insurance / Mathematics & economics
2
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Scandinavian actuarial journal
1
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1
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:
2
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:
3
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:
4
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:
5
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:
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