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Risk minimization for an insurer with investment and reinsurance via g-expectation 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 卷号: 48, 期号: 20, 页码: 5012-5035
作者:  Chen, Fenge;  Peng, Xingchun*;  Wang, Wenyuan
收藏  |  浏览/下载：13/0  |  提交时间：2019/12/04
Mean-variance problem for an insurer with default risk under a jump-diffusion risk model. 期刊论文
Communications in Statistics: Theory & Methods, 2019, 卷号: Vol.48 No.17, 页码: 4221-4249
作者:  Wang, Suxin;  Rong, Ximin;  Zhao, Hui
收藏  |  浏览/下载：15/0  |  提交时间：2019/11/21
On optimal reinsurance treaties in cooperative game under heterogeneous beliefs 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2019, 卷号: 85
作者:  Jiang, Wenjun;  Ren, Jiandong;  Yang, Chen;  Hong, Hanping
收藏  |  浏览/下载：7/0  |  提交时间：2019/12/05
Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion 期刊论文
Communications in Statistics - Theory and Methods, 2019
作者:  Chen, Fenge;  Peng, Xingchun
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/05
Risk minimization for an insurer with investment and reinsurance via g-expectation 期刊论文
Communications in Statistics - Theory and Methods, 2019, 卷号: 48, 期号: 20
作者:  Chen, Fenge;  Peng, Xingchun;  Wang, Wenyuan
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/05
Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain. 期刊论文
Journal of Differential Equations, 2019, 卷号: Vol.266 No.2-3, 页码: 1245-1284
作者:  Guan, Chonghu;  Yi, Fahuai;  Chen, Jing
收藏  |  浏览/下载：7/0  |  提交时间：2019/12/13
Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2019, 卷号: Vol.266 No.2-3, 页码: 1245-1284
作者:  Guan, Chonghu;  Yi, Fahuai;  Chen, Jing
收藏  |  浏览/下载：8/0  |  提交时间：2019/12/13
Derivatives trading for insurers 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2019, 卷号: 84, 页码: 40-53
作者:  Xue, Xiaole;  Wei, Pengyu;  Weng, Chengguo
收藏  |  浏览/下载：10/0  |  提交时间：2019/12/11
Which Insurers Write Cyber Insurance? Evidence from the U.S. Property and Casualty Insurance Industry 期刊论文
JOURNAL OF INSURANCE ISSUES, 2018, 卷号: 41, 期号: 1, 页码: 22-56
作者:  Eling, Martin;  Zhu, Jingjing
收藏  |  浏览/下载：4/0  |  提交时间：2019/08/22
Non-zero-sum stochastic differential reinsurance and investment games with default risk 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 264, 期号: 3, 页码: 1144-1158
作者:  Deng, Chao;  Zeng, Xudong;  Zhu, Huiming
收藏  |  浏览/下载：7/0  |  提交时间：2019/08/22

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