Narrow search
Showing 1 - 6 of 6
Cover Image
Optimal reciprocal reinsurance under GlueVaR distortion risk measures
Huang, Yuxia; Yin, Chuancun - In: Journal of mathematical finance 9 (2019) 1, pp. 11-24
Persistent link: https://www.econbiz.de/10012116658
Cover Image
Precise large deviations of aggregate claims in a size-dependent renewal risk model
Chen, Yiqing; Yuen, Kam Chuen - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 457-461
Persistent link: https://www.econbiz.de/10009672170
Cover Image
Optimal reinsurance and dividend for a diffusion model with capital injection : variance premium principle
Zhou, Ming; Yuen, Kam Chuen - In: Economic modelling 29 (2012) 2, pp. 198-207
Persistent link: https://www.econbiz.de/10009536037
Cover Image
Optimal proportional reinsurance with common shock dependence
Yuen, Kam Chuen; Liang, Zhibin; Zhou, Ming - In: Insurance / Mathematics & economics 64 (2015), pp. 1-13
Persistent link: https://www.econbiz.de/10011396849
Cover Image
Optimal dynamic reinsurance with common shock dependence and state-dependent risk aversion
Zhang, Caibin; Liang, Zhibin; Yuen, Kam Chuen - In: International journal of financial engineering 6 (2019) 1, pp. 1-45
Persistent link: https://www.econbiz.de/10012028852
Cover Image
Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors
Yang Yang; Fan, Yahui; Yuen, Kam Chuen - In: Scandinavian actuarial journal 2024 (2024) 4, pp. 361-382
Persistent link: https://www.econbiz.de/10014520551