Liu, Haibo; Tang, Qihe; Yuan, Zhongyi Indifference pricing of insurance-linked securities in a multi-period model. (English) Zbl 1487.91140 Eur. J. Oper. Res. 289, No. 2, 793-805 (2021). MSC: 91G20 91G05 93E20 PDFBibTeX XMLCite \textit{H. Liu} et al., Eur. J. Oper. Res. 289, No. 2, 793--805 (2021; Zbl 1487.91140) Full Text: DOI
Tang, Qihe; Yuan, Zhongyi CAT bond pricing under a product probability measure with pot risk characterization. (English) Zbl 1410.91288 ASTIN Bull. 49, No. 2, 457-490 (2019). MSC: 91B30 91G20 60G70 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{Z. Yuan}, ASTIN Bull. 49, No. 2, 457--490 (2019; Zbl 1410.91288) Full Text: DOI