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Aggregation of incidence and intensity risk variables to achieve reconciliation
Hunt, Clive, (2019)
Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery
Yong, Yaodi, (2024)
Optimal reinsurance in the presence of counterparty default risk
Asimit, Alexandru V., (2013)
An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models
Feng, Runhuan, (2011)
A comparative study of risk measures for guaranteed minimum maturity benefits by a PDE method
Feng, Runhuan, (2014)
An introduction to computational risk management of equity-linked insurance
Feng, Runhuan, (2018)