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Optimal insurance with mean-deviation measures
Boonen, Tim J.; Han, Xia - In: Insurance : mathematics and economics 118 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10015066989
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Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
Han, Xia; Liang, Zhibin; Young, Virginia R. - In: Scandinavian actuarial journal 2020 (2020) 10, pp. 879-903
Persistent link: https://www.econbiz.de/10012313745
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Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion
Yuan, Yu; Liang, Zhibin; Han, Xia - In: Mathematical methods of operations research : ZOR 96 (2022) 2, pp. 259-290
Persistent link: https://www.econbiz.de/10013455032
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Risk concentration and the mean-expected shortfall criterion
Han, Xia; Wang, Bin; Wang, Ruodu; Wu, Qinyu - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 819-846
Persistent link: https://www.econbiz.de/10014565286