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Optimal Reinsurance Subject to...
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Stochastic process
Theorie
78
Theory
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39
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37
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33
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33
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31
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31
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26
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Optimal reinsurance
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Schätztheorie
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Agrarversicherung
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Agricultural insurance
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Layer reinsurance
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Weng, Chengguo
8
Chi, Yichun
5
Lin, Hongcan
3
Saunders, David M.
3
Lin, X. Sheldon
2
Chen, Shumin
1
Jaimungal, Sebastian
1
Lin, Sheldon
1
Liu, Yanchu
1
Shen, Zhiyi
1
Wei, Pengyu
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Insurance / Mathematics & economics
7
Astin bulletin : the journal of the International Actuarial Association
1
International journal of theoretical and applied finance
1
OR spectrum : quantitative approaches in management
1
Operations research letters
1
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ECONIS (ZBW)
13
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1
Constant proportion portfolio insurance under a regime switching exponential Lévy process
Weng, Chengguo
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 508-521
Persistent link: https://www.econbiz.de/10009763599
Saved in:
2
Derivatives trading for insurers
Xue, Xiaole
;
Wei, Pengyu
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 40-53
Persistent link: https://www.econbiz.de/10011990431
Saved in:
3
Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions
Wu, Huiling
;
Weng, Chengguo
;
Zeng, Yan
- In:
OR spectrum : quantitative approaches in management
40
(
2018
)
2
,
pp. 541-582
Persistent link: https://www.econbiz.de/10011868232
Saved in:
4
Optimal investment strategies for participating contracts
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 137-155
Persistent link: https://www.econbiz.de/10011702060
Saved in:
5
Portfolio optimization with performance ratios
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012153014
Saved in:
6
BSDE approach to utility maximization with square-root factor processes
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
Operations research letters
48
(
2020
)
2
,
pp. 130-135
Persistent link: https://www.econbiz.de/10012254025
Saved in:
7
Dynamic risk-sharing game and reinsurance contract design
Chen, Shumin
;
Liu, Yanchu
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 216-231
Persistent link: https://www.econbiz.de/10012058864
Saved in:
8
Insurance choice under third degree stochastic dominance
Chi, Yichun
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 198-205
Persistent link: https://www.econbiz.de/10011944141
Saved in:
9
An insurance risk model with stochastic volatility
Chi, Yichun
;
Jaimungal, Sebastian
;
Lin, X. Sheldon
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 52-66
Persistent link: https://www.econbiz.de/10003953303
Saved in:
10
Optimal reinsurance with limited ceder risk : a stochastic dominance approach
Chi, Yichun
;
Lin, Sheldon
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
1
,
pp. 103-126
Persistent link: https://www.econbiz.de/10010240677
Saved in:
1
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