Narrow search
Showing 1 - 10 of 38
Cover Image
Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance
Cai, Jun; Liu, Fangda; Yin, Mingren - In: European journal of operational research : EJOR 318 (2024) 1, pp. 310-326
Persistent link: https://www.econbiz.de/10015047732
Cover Image
Optimal reinsurance with positively dependent risks
Cai, Jun; Wei, Wei - In: Insurance 50 (2012) 1, pp. 57-63
Persistent link: https://www.econbiz.de/10009501700
Cover Image
On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest
Cai, Jun; Yang, Hailiang - In: Stochastic methods in reliability and risk management : …, (pp. 61-77). 2014
Persistent link: https://www.econbiz.de/10010238845
Cover Image
Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
Bai, Lihua; Cai, Jun; Zhou, Ming - In: Insurance 53 (2013) 3, pp. 664-670
Persistent link: https://www.econbiz.de/10010227909
Cover Image
Some new notions of dependence with applications in optimal allocation problems
Cai, Jun; Wei, Wei - In: Insurance 55 (2014), pp. 200-209
Persistent link: https://www.econbiz.de/10010366174
Cover Image
Optimal reinsurance with regulatory initial capital and default risk
Cai, Jun; Lemieux, Christiane; Liu, Fangda - In: Insurance 57 (2014), pp. 13-24
Persistent link: https://www.econbiz.de/10010402747
Cover Image
Pareto-optimal reinsurance arrangements under general model settings
Cai, Jun; Liu, Haiyan; Wang, Ruodu - In: Insurance 77 (2017), pp. 24-37
Persistent link: https://www.econbiz.de/10011783878
Cover Image
Optimal reinsurance from the perspectives of both an insurer and a reinsurer
Cai, Jun; Lemieux, Christiane; Liu, Fangda - In: Astin bulletin : the journal of the International … 46 (2016) 3, pp. 815-849
Persistent link: https://www.econbiz.de/10011670010
Cover Image
Reinsurance premium principles based on weighted loss functions
Cai, Jun; Wang, Ying - In: Scandinavian actuarial journal 2019 (2019) 10, pp. 903-923
Persistent link: https://www.econbiz.de/10012195013
Cover Image
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun; Mao, Tiantian - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399