Seuraa
Shengchao Zhuang
Nimike
Viittaukset
Viittaukset
Vuosi
Marginal indemnification function formulation for optimal reinsurance
SC Zhuang, C Weng, KS Tan, H Assa
Insurance: Mathematics and Economics 67, 65-76, 2016
1192016
Optimal insurance under rank‐dependent utility and incentive compatibility
ZQ Xu, XY Zhou, SC Zhuang
Mathematical Finance 29 (2), 659-692, 2019
85*2019
Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle
KS Tan, P Wei, W Wei, SC Zhuang
European Journal of Operational Research 282 (1), 345-362, 2020
582020
The role of a representative reinsurer in optimal reinsurance
TJ Boonen, KS Tan, SC Zhuang
Insurance: Mathematics and Economics 70, 196-204, 2016
422016
Pricing in reinsurance bargaining with comonotonic additive utility functions
TJ Boonen, KS Tan, SC Zhuang
ASTIN Bulletin: The Journal of the IAA 46 (2), 507-530, 2016
422016
Optimal insurance in the presence of reinsurance
SC Zhuang, TJ Boonen, KS Tan, ZQ Xu
Scandinavian Actuarial Journal 2017 (6), 535-554, 2017
272017
Optimal insurance with belief heterogeneity and incentive compatibility
Y Chi, SC Zhuang
Insurance: Mathematics and Economics 92, 104-114, 2020
262020
A Bowley solution with limited ceded risk for a monopolistic reinsurer
Y Chi, KS Tan, SC Zhuang
Insurance: Mathematics and Economics 91, 188-201, 2020
212020
CDF formulation for solving an optimal reinsurance problem
C Weng, SC Zhuang
Scandinavian Actuarial Journal 2017 (5), 395-418, 2017
192017
Optimal reinsurance with multiple reinsurers: Competitive pricing and coalition stability
TJ Boonen, KS Tan, SC Zhuang
Insurance: Mathematics and Economics 101, 302-319, 2021
182021
Annuity and insurance choice under habit formation
P Boyle, KS Tan, P Wei, SC Zhuang
Insurance: Mathematics and Economics 105, 211-237, 2022
172022
Optimal dynamic reinsurance under heterogeneous beliefs and CARA utility
H Meng, P Wei, W Zhang, SC Zhuang
SIAM Journal on Financial Mathematics 13 (3), 903-943, 2022
122022
S-shaped narrow framing, skewness and the demand for insurance
Y Chi, J Zheng, S Zhuang
Insurance: Mathematics and Economics 105, 279-292, 2022
72022
Regret-based optimal insurance design
Y Chi, SC Zhuang
Insurance: Mathematics and Economics 102, 22-41, 2022
62022
Distributionally robust goal-reaching optimization in the presence of background risk
Y Chi, ZQ Xu, SC Zhuang
North American Actuarial Journal 26 (3), 351-382, 2022
32022
Variance insurance contracts
Y Chi, XY Zhou, SC Zhuang
Insurance: Mathematics and Economics 115, 62-82, 2024
2*2024
Distorted optimal transport
H Liu, B Wang, R Wang, SC Zhuang
arXiv preprint arXiv:2308.11238, 2023
12023
A hybrid model of optimal reinsurance: a discussion of ‘Optimal reinsurance designs based on risk measures: a review’by Jun Cai and Yichun Chi
SC Zhuang
Statistical Theory and Related Fields 4 (1), 20-22, 2020
2020
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Artikkelit 1–18