Optimal reinsurance with expectile

By Jun Cai, Chengguo Weng. 2016

54 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/574dc82056bfe7a71053ae1942502aa144d1e7c9

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Yichun Chi
2. Jun Cai
3. Jon A. Wellner
4. Fadoua Balabdaoui

In Economics and Econometrics

1. Yichun Chi
2. Jun Cai
3. Ken Seng Tan
4. Chengguo Weng
5. Yi Zhang

In Management Science and Operations Research

1. Yichun Chi
2. Jun Cai
3. Ken Seng Tan
4. Qihe Tang
5. Chengguo Weng
6. Yi Zhang
7. Fadoua Balabdaoui
8. Jon A. Wellner

Citations in the corpus

• Optimal reinsurance designs based on risk measures: a review (2020, background): “It is worth noting that the optimal reinsurance models with some special premium principles are also investigated in Chi (2012a), Cheung et al. (2012) and Chi and Tan (2013) for δ = 1, and they are also analysed by Tan and Weng (2014) via an empirical approach.”