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Law of large numbers for branching symmetric Hunt processes with measure-valued branching rates
Law of large numbers branching Hunt processes spine approach h-transform spectral gap
2016/1/26
We establish weak and strong law of large numbers for a class of branching symmetric Hunt processes with the branching rate being a smooth measure with respect to the underlying Hunt process, and the ...
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles Matrices
Optimal reinsurance Distortion risk measure Reinsurance pre- mium principle Wang’s premium principle VaR TVaR
2016/1/25
Recently the optimal reinsurance strategy concerning the insurer’s risk attitude and the reinsurance premium principle is an interesting topic. This paper discusses the optimal reinsurance problem wit...
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles Matrices
Optimal reinsurance Distortion risk measure Wang’s premium principle VaR TVaR
2016/1/20
Recently the optimal reinsurance strategy concerning the insurer’s risk attitude and the reinsurance premium principle is an interesting topic. This paper discusses the optimal reinsurance problem wit...