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Browsing by Journal/Conference astin bulletin
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Showing results 1 to 20 of 21
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Title
Author(s)
Issue Date
Average Value-at-Risk Minimizing Reinsurance under Wang's Premium Principle with Constraints
Journal:
ASTIN Bulletin
Cheung, KC
Liu, F
Yam, SCP
2012
Bilateral Risk Sharing with Heterogeneous Beliefs and Exposure Constraints
Journal:
ASTIN Bulletin
Boonen, Tim J.
Ghossoub, Mario
2020
Compatibility and attainability of matrices of correlation-based measures of concordance
Journal:
ASTIN Bulletin
Hofert, Marius
Koike, Takaaki
2019
COMPETITIVE EQUILIBRIA with DISTORTION RISK MEASURES
Journal:
ASTIN Bulletin
Boonen, Tim J.
2015
DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE
Journal:
ASTIN Bulletin
Cheung, KC
Chong, WF
Elliott, R
Yam, SCP
2015
MEAN-VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY
Journal:
ASTIN Bulletin
Boonen, Tim J.
Jiang, Wenjun
2022
Multivariate Geometric Tail- and Range-Value-at-Risk
Journal:
ASTIN Bulletin
Herrmann, Klaus
Hofert, Marius
Mailhot, Mélina
2020
ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES
Journal:
ASTIN Bulletin
ZHANG, Y
Li, X
Cheung, KC
2018
On some properties of a class of multivariate Erlang mixtures with insurance applications
Journal:
ASTIN Bulletin
Willmot, GE
Woo, JK
2015
ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS
Journal:
ASTIN Bulletin
Zhang, Z
Cheung, ECK
Yang, H
2018
Optimal dividend and reinsurance strategies with financing and liquidation value
Journal:
ASTIN Bulletin
Yao, D
Yang, H
Wang, R
2016
OPTIMAL INSURANCE STRATEGIES: A HYBRID DEEP LEARNING MARKOV CHAIN APPROXIMATION APPROACH
Journal:
ASTIN Bulletin
Cheng, X
Jin, Z
Yang, H
2020
Optimal reinsurance design with distortion risk measures and asymmetric information
Journal:
ASTIN Bulletin
Boonen, Tim J.
Zhang, Yiying
2021
Portfolio selection by minimizing the present value of capital injection costs
Journal:
Astin Bulletin
Zhou, M
Yuen, KC
2015
Pricing in reinsurance bargaining with comonotonic additive utility functions
Journal:
ASTIN Bulletin
Boonen, Tim J.
Tan, Ken Seng
Zhuang, Sheng Chao
2016
RISK REDISTRIBUTION GAMES with DUAL UTILITIES
Journal:
ASTIN Bulletin
Boonen, Tim J.
2017
Risk sharing with expected and dual utilities
Journal:
ASTIN Bulletin
Boonen, Tim J.
2017
Some distributional properties of a class of counting distributions with claims analysis applications
Journal:
Astin Bulletin
Willmot, GE
Woo, JK
2013
Statistical inference for copulas in high dimensions: A simulation study
Journal:
ASTIN Bulletin
Embrechts, Paul
Hofert, Marius
2013
STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE
Journal:
ASTIN Bulletin
Chen, S
Yang, H
Zeng, Y
2018