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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Cai, Jun"
~person:"Dhaene, Jan"
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Cai, Jun
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ECONIS (ZBW)
21
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1
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
2
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
Hanbali, Hamza
;
Dhaene, Jan
;
Linders, Daniël
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 22-37
Persistent link: https://www.econbiz.de/10013471096
Saved in:
3
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:
4
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:
5
Fair dynamic valuation of insurance liabilities : merging actuarial judgement with market- and time-consistency
Barigou, Karim
;
Chen, Ze
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 19-29
Persistent link: https://www.econbiz.de/10012105356
Saved in:
6
A dynamic equivalence principle for systematic longevity risk management
Hanbali, Hamza
;
Denuit, Michel
;
Dhaene, Jan
;
Trufin, Julien
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 158-167
Persistent link: https://www.econbiz.de/10012058854
Saved in:
7
An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
Zhou, Ming
;
Dhaene, Jan
;
Yao, Jing
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 92-100
Persistent link: https://www.econbiz.de/10011825398
Saved in:
8
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:
9
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:
10
Optimal allocation of policy deductibles for exchangeable risks
Manesh, Sirous Fathi
;
Khaledi, Baha-Eldin
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 87-92
Persistent link: https://www.econbiz.de/10011630612
Saved in:
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