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Household consumption-investment-insurance decisions with uncertain income and market ambiguity
Wang, Ning; Jin, Zhuo; Siu, Tak Kuen; Qiu, Ming - In: Scandinavian actuarial journal 2021 (2021) 10, pp. 832-865
Persistent link: https://www.econbiz.de/10012696889
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Robust reinsurance contracts with risk constraint
Wang, Ning; Siu, Tak Kuen - In: Scandinavian actuarial journal 2020 (2020) 5, pp. 419-453
Persistent link: https://www.econbiz.de/10012262748
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Lifetime asset allocation with idiosyncratic and systematic mortality risks
Shen, Yang; Sherris, Michael - In: Scandinavian actuarial journal (2018) 4, pp. 294-327
Persistent link: https://www.econbiz.de/10011881099
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Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model
Gu, Ailing; Viens, Frederi G.; Shen, Yang - In: Scandinavian actuarial journal 2020 (2020) 4, pp. 342-375
Persistent link: https://www.econbiz.de/10012262741
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Life reinsurance under perfect and asymmetric information
Chen, An; Hinken, Maria; Shen, Yang - In: Scandinavian actuarial journal 2024 (2024) 7, pp. 657-679
Persistent link: https://www.econbiz.de/10015052475