Cai, J. and Tan, K.S. (2007) Optimal Retention for a Stop-Loss Reinsurance under the VaR and CTE Risk Measures. ASTIN Bulletin, 37, 93-112.

方差相关保费原理下基于VaR和CTE下停止–损失再保险的最优自留额比较研究
The Comparison of Optimal Retention for a Loss-Stop Reinsurance with Variance Related Premium Principles under the VaR and CTE Risk Measures

杨博, 吴黎军    国家自然科学基金支持

统计学与应用Vol.5 No.2, 全文下载: PDF HTML XML DOI:10.12677/SA.2016.52018, June 30 2016

具有免赔额保险产品的最优自留额
The Optimal Retention of Insurance Products with Deductible

李洋, 杜军红, 吴黎军, 刘伟    国家自然科学基金支持

统计学与应用Vol.7 No.2, 全文下载: PDF HTML XML DOI:10.12677/SA.2018.72028, April 28 2018

王氏保费准则下基于保险人与再保险人双方视角下停止–损失再保险的最优自留额研究
Research on the Optimal Retention for a Loss-Stop Reinsurance from the Perspectives of Both Insurers and Reinsurers under Wang’s Premium Principle

李匡亚, 李美平   

统计学与应用Vol.11 No.2, 全文下载: PDF HTML XML DOI:10.12677/SA.2022.112034, April 15 2022

再保险人视角下最优自留额研究
Research on the Optimal Retention from the Perspectives of Reinsurer

谢靓艺, 连熠瑾, 刘予茜   

理论数学Vol.13 No.2, 全文下载: PDF HTML XML DOI:10.12677/PM.2023.132036, February 28 2023

边际赔偿函数和违约风险下的最优再保险
The Optimal Reinsurance under the Marginal Indemnification Function and the Default Risk

杜军红, 吴黎军    国家自然科学基金支持

统计学与应用Vol.6 No.2, 全文下载: PDF HTML XML DOI:10.12677/SA.2017.62017, June 19 2017

损失规避行为下的一般保险公司最优投资再保险问题
Optimal Investment and Reinsurance Problem for a General Insurance Company under Behavior of Loss Aversion

耿彩霞, 李 冰   

统计学与应用Vol.9 No.2, 全文下载: PDF HTML XML DOI:10.12677/SA.2020.92017, March 26 2020