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Robust reinsurance contracts in continuous time
Hu, Duni; Chen, Shou; Wang, Hailong - In: Scandinavian actuarial journal (2018) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011880792
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Robust reinsurance contracts with uncertainty about jump risk
Hu, Duni; Chen, Shou; Wang, Hailong - In: European journal of operational research : EJOR 266 (2018) 3, pp. 1175-1188
Persistent link: https://www.econbiz.de/10011812250
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Optimal proportional reinsurance with a loss-dependent premium principle
Hu, Duni; Wang, Hailong - In: Scandinavian actuarial journal 2019 (2019) 9, pp. 752-767
Persistent link: https://www.econbiz.de/10012194996
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Reinsurance contract design when the insurer is ambiguity-averse
Hu, Duni; Wang, Hailong - In: Insurance / Mathematics & economics 86 (2019), pp. 241-255
Persistent link: https://www.econbiz.de/10012058867
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Robust reinsurance contract with learning and ambiguity aversion
Hu, Duni; Wang, Hailong - In: Scandinavian actuarial journal 2022 (2022) 9, pp. 794-815
Persistent link: https://www.econbiz.de/10013419044