| Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures J Cai, KS Tan ASTIN Bulletin: The Journal of the IAA 37 (1), 93-112, 2007 | 353 | 2007 |
| Optimal reinsurance under VaR and CTE risk measures J Cai, KS Tan, C Weng, Y Zhang Insurance: mathematics and Economics 43 (1), 185-196, 2008 | 336 | 2008 |
| On the expected discounted penalty function at ruin of a surplus process with interest J Cai, DCM Dickson Insurance: Mathematics and Economics 30 (3), 389-404, 2002 | 162 | 2002 |
| Ruin probabilities with a Markov chain interest model J Cai, DCM Dickson Insurance: Mathematics and Economics 35 (3), 513-525, 2004 | 154 | 2004 |
| Conditional tail expectations for multivariate phase-type distributions J Cai, H Li Journal of Applied Probability 42 (3), 810-825, 2005 | 145 | 2005 |
| Ruin probabilities with dependent rates of interest J Cai Journal of applied probability 39 (2), 312-323, 2002 | 141 | 2002 |
| On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications J Cai, Q Tang Journal of applied Probability 41 (1), 117-130, 2004 | 132 | 2004 |
| Ruin probabilities and penalty functions with stochastic rates of interest J Cai Stochastic processes and their applications 112 (1), 53-78, 2004 | 124 | 2004 |
| Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest J Cai, DCM Dickson Insurance: Mathematics and Economics 32 (1), 61-71, 2003 | 109 | 2003 |
| Discrete time risk models under rates of interest J Cai Probability in the Engineering and Informational Sciences 16 (3), 309-324, 2002 | 108 | 2002 |
| On the time value of absolute ruin with debit interest J Cai Advances in Applied Probability 39 (2), 343-359, 2007 | 103 | 2007 |
| Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest J Cai, HU Gerber, H Yang North American Actuarial Journal 10 (2), 94-108, 2006 | 103 | 2006 |
| Multivariate risk model of phase type J Cai, H Li Insurance: Mathematics and Economics 36 (2), 137-152, 2005 | 99 | 2005 |
| Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting L Bai, J Cai, M Zhou Insurance: Mathematics and Economics 53 (3), 664-670, 2013 | 96 | 2013 |
| Optimal reciprocal reinsurance treaties under the joint survival probability and the joint profitable probability J Cai, Y Fang, Z Li, GE Willmot Journal of Risk and Insurance 80 (1), 145-168, 2013 | 88 | 2013 |
| Optimal reinsurance from the perspectives of both an insurer and a reinsurer J Cai, C Lemieux, F Liu ASTIN Bulletin: The Journal of the IAA 46 (3), 815-849, 2016 | 83 | 2016 |
| Optimal reinsurance with positively dependent risks J Cai, W Wei Insurance: Mathematics and Economics 50 (1), 57-63, 2012 | 76 | 2012 |
| Pareto-optimal reinsurance arrangements under general model settings J Cai, H Liu, R Wang Insurance: Mathematics and Economics 77, 24-37, 2017 | 74 | 2017 |
| Ruin in the perturbed compound Poisson risk process under interest force J Cai, H Yang Advances in Applied Probability 37 (3), 819-835, 2005 | 74 | 2005 |
| Reliability of a large consecutive-k-out-of-r-from-n: F system with unequal component-reliability J Cai IEEE Transactions on Reliability 43 (1), 107-111, 1994 | 71 | 1994 |
