Items where Author is "Hu, Junlei"

Article

Fadina, Tolulope and Hu, Junlei and Liu, Peng and Xia, Yi (2024) Optimal reinsurance with multivariate risks and dependence uncertainty. European Journal of Operational Research, 321 (1). pp. 231-242. DOI https://doi.org/10.1016/j.ejor.2024.09.037

Asimit, Alexandru V and Gao, Tao and Hu, Junlei and Kim, Eun-Seok (2018) Optimal Risk Transfer: A Numerical Optimization Approach. North American Actuarial Journal, 22 (3). pp. 341-364. DOI https://doi.org/10.1080/10920277.2017.1421472

Asimit, Alexandru V and Bignozzi, Valeria and Cheung, Ka Chun and Hu, Junlei and Kim, Eun-Seok (2017) Robust and Pareto optimality of insurance contracts. European Journal of Operational Research, 262 (2). pp. 720-732. DOI https://doi.org/10.1016/j.ejor.2017.04.029

Asimit, Alexandru V and Chi, Yichun and Hu, Junlei (2015) Optimal non-life reinsurance under Solvency II Regime. Insurance: Mathematics and Economics, 65. pp. 227-237. DOI https://doi.org/10.1016/j.insmatheco.2015.09.006