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1
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Saved in:
2
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
Saved in:
3
The long-run performance following Japanese rights issues
Cai, Jun
- In:
Applied financial economics
8
(
1998
)
4
,
pp. 419-434
Persistent link: https://www.econbiz.de/10001363518
Saved in:
4
Lundberg inequalities for renewal equations
Willmot, Gordon E.
(
contributor
);
Cai, Jun
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001642342
Saved in:
5
Ruin probabilities with a Markov chain interest model
Cai, Jun
(
contributor
);
Dickson, David C. M.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001696641
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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