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Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting

Bai, Lihua; Cai, Jun; Zhou, Ming - In: Insurance: Mathematics and Economics 53 (2013) 3, pp. 664-670

Assume that an insurer has two dependent lines of business. The reserves of the two lines of business are modeled by a two-dimensional compound Poisson risk process or a common shock model. To protect from large losses and to reduce the ruin probability of the insurer, the insurer applies a...

Persistent link: https://www.econbiz.de/10010719110

Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong

Ahn, Hee-Joon; Cai, Jun; Cheung, Yan Leung - In: Journal of Financial Markets 8 (2005) 4, pp. 421-451

Persistent link: https://www.econbiz.de/10005320026

Information-Based Trading in the Treasury Note Interdealer Broker Market

Huang, Roger D.; Cai, Jun; Wang, Xiaozu - In: Journal of Financial Intermediation 11 (2002) 3, pp. 269-296

Persistent link: https://www.econbiz.de/10005172111

A Markov Model of Switching-Regime ARCH

Cai, Jun - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 3, pp. 309-316

Persistent link: https://www.econbiz.de/10008224432

Do informed traders trade more when the market is thick? : evidence from the Nikkei 225 index redefinition of April 2000

Ahn, Hee-joon; Cai, Jun; Chung, Jay M. - In: Asia-Pacific journal of financial studies 39 (2010) 4, pp. 495-523

Persistent link: https://www.econbiz.de/10009958520

Glamour and Value Strategies on the Tokyo Stock Exchange

Cai, Jun - In: Journal of business finance & accounting : JBFA 24 (1997) 9-10, pp. 1291-1310

Persistent link: https://www.econbiz.de/10006996296

Adverse selection, brokerage coverage, and trading activity on the Tokyo Stock Exchange

Ahn, Hee-Joon; Cai, Jun; Hamao, Yasushi; Ho, Richard Y.K. - In: Journal of banking & finance 29 (2005) 6, pp. 1483-1508

Persistent link: https://www.econbiz.de/10005881592

Multi-objective private wealth allocation without subportfolios

Cai, Jun; Ge, Chenliang - In: Economic modelling 29 (2012) 3, pp. 900-908

Persistent link: https://www.econbiz.de/10009848562

Information content of inter-trade time on the Chinese market

Chen, Tao; Li, Jie; Cai, Jun - In: Emerging markets review 9 (2008) 3, pp. 174-193

Persistent link: https://www.econbiz.de/10009869120

Tick size change and liquidity provision for Japanese stock trading near ¥1000

Cai, Jun; Hamao, Yasushi; Ho, Richard Y.K. - In: Japan and the world economy : international journal of … 20 (2008) 1, pp. 19-39

Persistent link: https://www.econbiz.de/10007893871