Liu, Fangda; Cai, Jun; Lemieux, Christiane; Wang, Ruodu Convex risk functionals: representation and applications. (English) Zbl 1431.91340 Insur. Math. Econ. 90, 66-79 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{F. Liu} et al., Insur. Math. Econ. 90, 66--79 (2020; Zbl 1431.91340) Full Text: DOI
Cai, Jun; Landriault, David; Shi, Tianxiang; Wei, Wei Joint insolvency analysis of a shared MAP risk process: a capital allocation application. (English) Zbl 1414.91168 N. Am. Actuar. J. 21, No. 2, 178-192 (2017). MSC: 91B30 PDFBibTeX XMLCite \textit{J. Cai} et al., N. Am. Actuar. J. 21, No. 2, 178--192 (2017; Zbl 1414.91168) Full Text: DOI
Cai, Jun; Feng, Runhuan; Willmot, Gordon E. Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends. (English) Zbl 1205.91079 Astin Bull. 39, No. 1, 225-247 (2009). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{J. Cai} et al., ASTIN Bull. 39, No. 1, 225--247 (2009; Zbl 1205.91079) Full Text: DOI
Cai, Jun; Feng, Runhuan; Willmot, Gordon E. The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function. (English) Zbl 1170.91407 Methodol. Comput. Appl. Probab. 11, No. 3, 401-423 (2009). MSC: 91B30 91B70 PDFBibTeX XMLCite \textit{J. Cai} et al., Methodol. Comput. Appl. Probab. 11, No. 3, 401--423 (2009; Zbl 1170.91407) Full Text: DOI
Cai, Jun; Feng, Runhuan; Willmot, Gordon E. On the expectation of total discounted operating costs up to default and its applications. (English) Zbl 1173.91023 Adv. Appl. Probab. 41, No. 2, 495-522 (2009). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 91G20 PDFBibTeX XMLCite \textit{J. Cai} et al., Adv. Appl. Probab. 41, No. 2, 495--522 (2009; Zbl 1173.91023) Full Text: DOI
Cai, Jun On the time value of absolute ruin with debit interest. (English) Zbl 1141.91023 Adv. Appl. Probab. 39, No. 2, 343-359 (2007). Reviewer: Bero Roos (Leicester) MSC: 91B30 60K05 91B70 PDFBibTeX XMLCite \textit{J. Cai}, Adv. Appl. Probab. 39, No. 2, 343--359 (2007; Zbl 1141.91023) Full Text: DOI Euclid
Cai, Jun; Xu, Chengming Authors’ reply to: “Discussion to: ‘On the decomposition of the ruin probability for a jump-diffusion surplus process compounded by a geometric Brownian motion”. (English) Zbl 1479.91311 N. Am. Actuar. J. 10, No. 2, 129-131 (2006). MSC: 91G05 60J65 60J74 45J05 PDFBibTeX XMLCite \textit{J. Cai} and \textit{C. Xu}, N. Am. Actuar. J. 10, No. 2, 129--131 (2006; Zbl 1479.91311) Full Text: DOI
Cai, Jun; Gerber, Hans U.; Yang, Hailiang Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest. (English) Zbl 1479.91308 N. Am. Actuar. J. 10, No. 2, 94-108 (2006). MSC: 91G05 60J60 60J65 PDFBibTeX XMLCite \textit{J. Cai} et al., N. Am. Actuar. J. 10, No. 2, 94--108 (2006; Zbl 1479.91308) Full Text: DOI
Cai, Jun Ruin probabilities and penalty functions with stochastic rates of interest. (English) Zbl 1070.60043 Stochastic Processes Appl. 112, No. 1, 53-78 (2004). MSC: 60G55 60G51 60J65 91B30 PDFBibTeX XMLCite \textit{J. Cai}, Stochastic Processes Appl. 112, No. 1, 53--78 (2004; Zbl 1070.60043) Full Text: DOI
Cai, Jun; Dickson, David C. M. On the expected discounted penalty function at ruin of a surplus process with interest. (English) Zbl 1074.91027 Insur. Math. Econ. 30, No. 3, 389-404 (2002). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 44A10 45D05 91B70 PDFBibTeX XMLCite \textit{J. Cai} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 30, No. 3, 389--404 (2002; Zbl 1074.91027) Full Text: DOI