1. A hybrid model of optimal reinsurance: a discussion of 'Optimal reinsurance designs based on risk measures: a review' by Jun Cai and Yichun Chi. Issue 1 (2nd January 2020) Authors: Zhuang, Sheng Chao Journal: Statistical theory and related fields Issue: Volume 4:Issue 1(2020) Page Start: 20 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A hybrid model of optimal reinsurance: a discussion of 'Optimal reinsurance designs based on risk measures: a review' by Jun Cai and Yichun Chi. Issue 1 (2nd January 2020) Authors: Zhuang, Sheng Chao Journal: Statistical theory and related fields Issue: Volume 4:Issue 1(2020) Page Start: 20 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. CDF formulation for solving an optimal reinsurance problem. Issue 5 (28th May 2017) Authors: Weng, Chengguo; Zhuang, Sheng Chao Journal: Scandinavian actuarial journal Issue: Volume 2017:Issue 5(2017) Page Start: 395 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk. Issue 3 (26th August 2022) Authors: Chi, Yichun; Xu, Zuo Quan; Zhuang, Sheng Chao Journal: North American actuarial journal Issue: Volume 26:Issue 3(2022) Page Start: 351 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Optimal insurance in the presence of reinsurance. Issue 6 (3rd July 2017) Authors: Zhuang, Sheng Chao; Boonen, Tim J.; Tan, Ken Seng; Xu, Zuo Quan Journal: Scandinavian actuarial journal Issue: Volume 2017:Issue 6(2017) Page Start: 535 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Optimal insurance under rank‐dependent utility and incentive compatibility. (7th August 2018) Authors: Xu, Zuo Quan; Zhou, Xun Yu; Zhuang, Sheng Chao Journal: Mathematical finance Issue: Volume 29:Number 2(2019) Page Start: 659 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS. Issue 2 (8th April 2016) Authors: Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao Journal: ASTIN bulletin Issue: Volume 46:Issue 2(2016) Page Start: 507 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗