Jingyi Cao

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal proportional insurance under claim habit ASTIN Bulletin	2026-01-22	Paper
The last passage time before ruin: theory and applications in liquidation risk management Insurance Mathematics & Economics	2026-01-13	Paper
Co-opetition in reinsurance markets: when Pareto meets Stackelberg and Nash Insurance Mathematics & Economics	2025-11-25	Paper
Short communication: equilibrium mean-variance dividend rate strategies SIAM Journal on Financial Mathematics	2025-11-25	Paper
Optimal loss reporting in continuous time with full insurance SIAM Journal on Financial Mathematics	2025-05-28	Paper
Strategic underreporting and optimal deductible insurance ASTIN Bulletin	2025-01-22	Paper
Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain ASTIN Bulletin	2024-07-09	Paper
Short communication: optimal insurance to maximize exponential utility when premium is computed by a convex functional SIAM Journal on Financial Mathematics	2024-05-06	Paper
Stackelberg reinsurance chain under model ambiguity Scandinavian Actuarial Journal	2024-04-10	Paper
Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity Scandinavian Actuarial Journal	2023-07-12	Paper
Stackelberg differential game for insurance under model ambiguity: general divergence Scandinavian Actuarial Journal	2023-07-12	Paper
Approximating the classical risk process by stable Lévy motion Scandinavian Actuarial Journal	2023-07-12	Paper
Reinsurance games with two reinsurers: tree versus chain European Journal of Operational Research	2023-07-11	Paper
Stackelberg differential game for insurance under model ambiguity Insurance Mathematics & Economics	2022-09-14	Paper
Optimal reinsurance-investment strategy for a dynamic contagion claim model Insurance Mathematics & Economics	2020-08-03	Paper

Research outcomes over time

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