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~language:"eng"
~person:"Cha, Ji Hwan"
~person:"Liang, Zhibin"
~subject:"Theory"
~subject:"hurdle model"
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Cha, Ji Hwan
Liang, Zhibin
Winkelmann, Rainer
9
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4
Wu, Shaomin
3
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2
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Optimal dynamic reinsurance with common shock dependence and state-dependent risk aversion
Zhang, Caibin
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012028852
Saved in:
2
Optimal proportional reinsurance with common shock dependence
Yuen, Kam Chuen
;
Liang, Zhibin
;
Zhou, Ming
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011396849
Saved in:
3
Optimal reinsurance and investment with unobservable claim size and intensity
Liang, Zhibin
;
Bayraktar, Erhan
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 156-166
Persistent link: https://www.econbiz.de/10010366184
Saved in:
4
On some conditional characteristics of hazard rate processes induced by external shocks
Cha, Ji Hwan
;
Finkelstein, Maxim
- In:
Operations research letters
42
(
2014
)
5
,
pp. 325-331
Persistent link: https://www.econbiz.de/10010404403
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