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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