Suivre
Junlei Hu
Junlei Hu
Department of Mathematical Sciences, University of Essex, Essex, UK
Adresse e-mail validée de essex.ac.uk - Page d'accueil
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Année
Robust and Pareto optimality of insurance contracts
AV Asimit, V Bignozzi, KC Cheung, J Hu, ES Kim
European Journal of Operational Research 262 (2), 720-732, 2017
662017
Optimal non-life reinsurance under Solvency II Regime
AV Asimit, Y Chi, J Hu
Insurance: Mathematics and Economics 65, 227-237, 2015
242015
Optimal risk transfer: a numerical optimization approach
AV Asimit, T Gao, J Hu, ES Kim
North American Actuarial Journal 22 (3), 341-364, 2018
182018
Pareto-optimal insurance contracts with premium budget and minimum charge constraints
AV Asimit, KC Cheung, WF Chong, J Hu
Insurance: Mathematics and Economics 95, 17-27, 2020
162020
Optimal robust insurance with a finite uncertainty set
AV Asimit, J Hu, Y Xie
Insurance: Mathematics and Economics 87, 67-81, 2019
142019
A numerical investigation of non-convex reinsurance problems using a method of homotopy optimisation with perturbations and ensembles
T Gao, J Hu, Y Xia
Available at SSRN, 2024
2024
Optimal Reinsurance with Multivariate Risks and Dependence Uncertainty
T Fadina, J Hu, P Liu, Y Xia
Available at SSRN 4385711, 2023
2023
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