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Cai, Jun
35
Cai, J.
8
Ho, Richard Y.K.
6
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5
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5
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5
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Insurance / Mathematics & economics
16
Journal of banking & finance
3
Pacific-Basin finance journal
3
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
3
The journal of futures markets
3
China economic review : an international journal
2
IEEE transactions on reliability : R ; IEEE T R
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ECONIS (ZBW)
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The preservation of classes of discrete distributions under convolution and mixing
Pavlova, Kristina P.
;
Cai, Jun
;
Willmot, Gordon E.
- In:
Insurance / Mathematics & economics
38
(
2006
)
2
,
pp. 391-405
Persistent link: https://www.econbiz.de/10006871517
Saved in:
2
Multivariate risk model of phase type
Cai, Jun
;
Li, Haijun
- In:
Insurance / Mathematics & economics
36
(
2005
)
2
,
pp. 137-152
Persistent link: https://www.econbiz.de/10006877594
Saved in:
3
Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest
Cai, Jun
;
Dickson, David C.M.
- In:
Insurance / Mathematics & economics
32
(
2003
)
1
,
pp. 61-72
Persistent link: https://www.econbiz.de/10006891302
Saved in:
4
On the expected discounted penalty function at ruin of a surplus process with interest
Cai, Jun
;
Dickson, David C.M.
- In:
Insurance / Mathematics & economics
30
(
2002
)
3
,
pp. 389-404
Persistent link: https://www.econbiz.de/10006894460
Saved in:
5
Aging and other distributional properties of discrete compound geometric distributions
Willmot, Gordon E.
;
Cai, Jun
- In:
Insurance / Mathematics & economics
28
(
2001
)
3
,
pp. 361-380
Persistent link: https://www.econbiz.de/10006901483
Saved in:
6
'Once-in-a-generation' yen volatility in 1998: fundamentals, intervention, and order flow
Cai, Jun
;
Cheung, Yan-Leung
;
Lee, Raymond S.K.
;
Melvin, …
- In:
Journal of international money and finance
20
(
2001
)
3
,
pp. 327-348
Persistent link: https://www.econbiz.de/10006902368
Saved in:
7
What Moves German Bund Futures Contracts on the Eurex?
Ahn, Hee-Joon
;
Cai, Jun
;
Cheung, Yan-Leung
- In:
The journal of futures markets
22
(
2002
)
7
,
pp. 679
Persistent link: https://www.econbiz.de/10006827593
Saved in:
8
What Moves the Gold Market?
Cai, Jun
;
Cheung, Yan-Leung
;
Wong, Michael C.S.
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 257-278
Persistent link: https://www.econbiz.de/10006834310
Saved in:
9
Equilibrium compound distributions and stop-loss moments
Willmot, Gordon
;
Drekic, Steve
;
Cai, Jun
- In:
Scandinavian actuarial journal : Actuarial Society of …
105
(
2005
)
1
,
pp. 6-24
Persistent link: https://www.econbiz.de/10005923310
Saved in:
10
A Markov Model of Switching-Regime ARCH
Cai, Jun
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
3
,
pp. 309-316
Persistent link: https://www.econbiz.de/10008224432
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