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Optimality of general reinsurance contracts under CTE risk measure
Tan, Ken Seng; Weng, Chengguo; Zhang, Yi - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 175-187
Persistent link: https://www.econbiz.de/10009242047
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Multivariate reinsurance designs for minimizing an insurer's capital requirement
Zhu, Yunzhou; Chi, Yichun; Weng, Chengguo - In: Insurance / Mathematics & economics 59 (2014), pp. 144-155
Persistent link: https://www.econbiz.de/10010469146
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Dynamic risk-sharing game and reinsurance contract design
Chen, Shumin; Liu, Yanchu; Weng, Chengguo - In: Insurance / Mathematics & economics 86 (2019), pp. 216-231
Persistent link: https://www.econbiz.de/10012058864
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Optimal hedging with basis risk under mean-variance criterion
Zhang, Jingong; Tan, Ken Seng; Weng, Chengguo - In: Insurance / Mathematics & economics 75 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011740687