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Scandinavian actuarial journal
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Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps
Li, Danping
;
Zeng, Yan
;
Yang, Hailiang
- In:
Scandinavian actuarial journal
(
2018
)
2
,
pp. 145-171
Persistent link: https://www.econbiz.de/10011881073
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2
Lévy insurance risk process with Poissonian taxation
Zhang, Zhimin
;
Cheung, Eric C. K.
;
Yang, Hailiang
- In:
Scandinavian actuarial journal
(
2017
)
1
,
pp. 51-87
Persistent link: https://www.econbiz.de/10011771965
Saved in:
3
A class of nonzero-sum investment and reinsurance games subject to systematic risks
Siu, Chi Chung
;
Yam, Sheung Chi Phillip
;
Yang, Hailiang
; …
- In:
Scandinavian actuarial journal
(
2017
)
8
,
pp. 670-707
Persistent link: https://www.econbiz.de/10011848596
Saved in:
4
A constraint-free approach to optimal reinsurance
Gerber, Hans U.
;
Shiu, Elias S. W.
;
Yang, Hailiang
- In:
Scandinavian actuarial journal
2019
(
2019
)
1
,
pp. 62-79
Persistent link: https://www.econbiz.de/10012194932
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