Todas las obras relacionadas: Chi, Y.
Optimal reinsurance under VaR and CVaR risk measures : a simplified approach
- Chi, Y.
- En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 01/11/2011 Tomo 41 Número 2 - 2011
- Artigos e Capítulos
Analysis of the expected discounted penalty function for a general jump-diffusion risk moedel and...
- Chi, Y.
- En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - Tomo 46 Número 2 - April 2010
- Artigos e Capítulos
An insurance risk model with stochastic volatility
- Chi, Y.
- En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - Tomo 46 Número 1 - February 2010
- Artigos e Capítulos
Decomposition of a schur-constant model and its applications
- Chi, Y.
- En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 27/06/2009 Tomo 44 Número 3 - 2009
- Artigos e Capítulos