Duni Hu

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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!

PublicationDate of PublicationType
Reinsurance contracts under Stackelberg game and market equilibrium
RAIRO. Operations Research
2025-01-08Paper
Reinsurance contract design with heterogeneous beliefs and learning
Communications in Statistics: Theory and Methods
2023-07-11Paper
Robust reinsurance contract with learning and ambiguity aversion
Scandinavian Actuarial Journal
2022-10-26Paper
Optimal proportional reinsurance with a loss-dependent premium principle
Scandinavian Actuarial Journal
2019-11-06Paper
Reinsurance contract design when the insurer is ambiguity-averse
Insurance Mathematics & Economics
2019-05-23Paper
Robust reinsurance contracts in continuous time
Scandinavian Actuarial Journal
2018-08-31Paper
Time-consistent investment and reinsurance under relative performance concerns
Communications in Statistics: Theory and Methods
2018-06-01Paper
Optimal reinsurance problems with extrapolative claim expectation
Optimal Control Applications & Methods
2018-05-31Paper
Robust reinsurance contracts with uncertainty about jump risk
European Journal of Operational Research
2018-05-30Paper


Research outcomes over time


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