Cai, Jun; Jia, Huameng; Mao, Tiantian A multivariate CVaR risk measure from the perspective of portfolio risk management. (English) Zbl 1490.91248 Scand. Actuar. J. 2022, No. 3, 189-215 (2022). MSC: 91G70 PDFBibTeX XMLCite \textit{J. Cai} et al., Scand. Actuar. J. 2022, No. 3, 189--215 (2022; Zbl 1490.91248) Full Text: DOI
Cai, Jun; Wang, Ying; Mao, Tiantian Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures. (English) Zbl 1394.91197 Insur. Math. Econ. 75, 105-116 (2017). MSC: 91B30 62P05 91G70 PDFBibTeX XMLCite \textit{J. Cai} et al., Insur. Math. Econ. 75, 105--116 (2017; Zbl 1394.91197) Full Text: DOI
Bai, Lihua; Cai, Jun; Zhou, Ming Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting. (English) Zbl 1290.91075 Insur. Math. Econ. 53, No. 3, 664-670 (2013). MSC: 91B30 60F05 60G60 PDFBibTeX XMLCite \textit{L. Bai} et al., Insur. Math. Econ. 53, No. 3, 664--670 (2013; Zbl 1290.91075) Full Text: DOI
Zhou, Ming; Cai, Jun A perturbed risk model with dependence between premium rates and claim sizes. (English) Zbl 1231.91263 Insur. Math. Econ. 45, No. 3, 382-392 (2009). MSC: 91B30 60J75 60K10 PDFBibTeX XMLCite \textit{M. Zhou} and \textit{J. Cai}, Insur. Math. Econ. 45, No. 3, 382--392 (2009; Zbl 1231.91263) Full Text: DOI