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Optimal insurance under multiple sources of risk with positive dependence
Lu, ZhiYi; Liu, LePing; Zhang, JianYu; Meng, LiLi - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 462-471
Persistent link: https://www.econbiz.de/10009672169
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Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit
Lu, ZhiYi; Meng, LiLi; Wang, Yujing; Shen, Qingjie - In: Insurance / Mathematics & economics 68 (2016), pp. 92-100
Persistent link: https://www.econbiz.de/10011492551
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Stochastic comparisons for allocations of policy limits and deductibles with applications
Lu, ZhiYi; Meng, LiLi - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 338-343
Persistent link: https://www.econbiz.de/10008989300
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The "Betting" behavior of mutual fund families
Wu, Yanran; Meng, LiLi - In: Finance research letters 77 (2025), pp. 1-9
Persistent link: https://www.econbiz.de/10015415812
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Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures
Lu, ZhiYi; Liu, LePing; Meng, ShengWang - In: Insurance / Mathematics & economics 52 (2013) 1, pp. 46-51
Persistent link: https://www.econbiz.de/10009719008
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Optimal insurance design under background risk with dependence
Lu, ZhiYi; Meng, Shengwang; Liu, LePing; Han, Ziqi - In: Insurance / Mathematics & economics 80 (2018), pp. 15-28
Persistent link: https://www.econbiz.de/10011872904