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Todas las obras relacionadas: Cai, Jun

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Risk measures derived from a regulator's perspective on the regulatory capital requirements for...
  • Cai, Jun
  • Articles and Chapters
  • Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
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Optimal reinsurance from the perspectives of both an insurer and a reinsurer
  • Cai, Jun
  • Articles and Chapters
  • Optimal reinsurance from the perspectives of both an insurer and a reinsurer

Optimal reinsurance with regulatory initial capital and default risk
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Analysis of the compound poisson surplus model with liquid reserves, interest and dividends
  • Cai, Jun
  • Articles and Chapters
  • Analysis of the compound poisson surplus model with liquid reserves, interest and dividends

Optimal reinsurance under VaR and CTE risk measures