Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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Material Type: Artigo
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Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bondDeng, Yingchun ; Li, Man ; Huang, Ya ; Zhou, JiemingCommunications in statistics. Theory and methods, 2021-11, Vol.50 (21), p.5126-5159 [Periódico revisado por pares]Taylor & FrancisTexto completo disponível |
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2 |
Material Type: Artigo
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Optimal Strategies for an Ambiguity-Averse Insurer under a Jump-Diffusion Model and Defaultable RiskLi, Man ; Deng, Yingchun ; Huang, Ya ; Ou, Hui Yu, Wenguang ; Wenguang YuMathematical problems in engineering, 2020-03, Vol.2020, p.1-26 [Periódico revisado por pares]New York: HindawiTexto completo disponível |
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3 |
Material Type: Artigo
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On a discrete interaction risk model with delayed claims and stochastic incomes under random discount ratesDeng, Yingchun ; Liu, Juan ; Huang, Ya ; Li, Man ; Zhou, JiemingCommunications in statistics. Theory and methods, 2018-12, Vol.47 (23), p.5867-5883 [Periódico revisado por pares]Philadelphia: Taylor & FrancisTexto completo disponível |