Ghossoub, Mario; Jiang, Wenjun; Ren, Jiandong Optimal insurance for a prudent decision maker under heterogeneous beliefs. (English) Zbl 07807627 Eur. Actuar. J. 13, No. 2, 703-730 (2023). MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{M. Ghossoub} et al., Eur. Actuar. J. 13, No. 2, 703--730 (2023; Zbl 07807627) Full Text: DOI
Ghossoub, Mario; Jiang, Wenjun; Ren, Jiandong Pareto-optimal reinsurance under individual risk constraints. (English) Zbl 1507.91178 Insur. Math. Econ. 107, 307-325 (2022). MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{M. Ghossoub} et al., Insur. Math. Econ. 107, 307--325 (2022; Zbl 1507.91178) Full Text: DOI
Jiang, Wenjun; Ren, Jiandong The effect of risk constraints on the optimal insurance policy. (English) Zbl 1503.91090 Eur. Actuar. J. 12, No. 2, 529-558 (2022). MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{W. Jiang} and \textit{J. Ren}, Eur. Actuar. J. 12, No. 2, 529--558 (2022; Zbl 1503.91090) Full Text: DOI
Jiang, Wenjun; Hong, Hanping; Ren, Jiandong Pareto-optimal reinsurance policies with maximal synergy. (English) Zbl 1460.91225 Insur. Math. Econ. 96, 185-198 (2021). MSC: 91G05 91B16 91B26 PDFBibTeX XMLCite \textit{W. Jiang} et al., Insur. Math. Econ. 96, 185--198 (2021; Zbl 1460.91225) Full Text: DOI
Jiang, Wenjun; Hong, Hanping; Ren, Jiandong On Pareto-optimal reinsurance with constraints under distortion risk measures. (English) Zbl 1416.91191 Eur. Actuar. J. 8, No. 1, 215-243 (2018). MSC: 91B30 91G70 PDFBibTeX XMLCite \textit{W. Jiang} et al., Eur. Actuar. J. 8, No. 1, 215--243 (2018; Zbl 1416.91191) Full Text: DOI