Jiandong Ren

Available identifiers

zbMath Open ren.jiandongMaRDI QIDQ267899

List of research outcomes

Publication	Date of Publication	Type
Optimal insurance for a prudent decision maker under heterogeneous beliefs	2024-02-21	Paper
Pareto-optimal reinsurance under individual risk constraints	2023-02-01	Paper
The effect of risk constraints on the optimal insurance policy	2023-01-09	Paper
EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES	2022-11-04	Paper
Tail Moments of Compound Distributions	2022-10-06	Paper
Estimation of model parameters of dependent processes constructed using Lévy Copulas	2022-06-21	Paper
“The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model,” Shuanming Li, October 2008	2022-02-11	Paper
Jiandong Ren's Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020	2022-02-07	Paper
On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals	2022-01-19	Paper
Author’s Reply: The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model - Discussion by Shuanming Li, July 2007	2022-01-19	Paper
Author’s Reply: On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals - Discussion by Professor Elias Shiu, April 2008	2022-01-19	Paper
The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model	2022-01-10	Paper
The Mathematical Mechanism of Biological Aging	2021-04-28	Paper
Pareto-optimal reinsurance policies with maximal synergy	2021-03-17	Paper
OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION	2020-08-31	Paper
On optimal reinsurance treaties in cooperative game under heterogeneous beliefs	2019-03-28	Paper
On Pareto-optimal reinsurance with constraints under distortion risk measures	2018-10-31	Paper
Recursions and fast Fourier transforms for a new bivariate aggregate claims model	2018-07-11	Paper
Moment-based density approximations for aggregate losses	2018-07-11	Paper
CMPH: a multivariate phase-type aggregate loss distribution	2018-06-27	Paper
Parameter estimation of discrete multivariate phase-type distributions	2016-11-11	Paper
Analysis of a multivariate claim process	2016-04-12	Paper
A multivariate aggregate loss model	2014-04-14	Paper
Erlangian approximation to finite time ruin probabilities in perturbed risk models	2013-12-13	Paper
A Risk Model Based on Markov Chains with Marked Transitions	2013-07-24	Paper
The maximum severity of ruin in a perturbed risk process with Markovian arrivals	2013-05-13	Paper
The moments of the time of ruin in Markovian risk models	2011-08-23	Paper
Recursive formulas for compound phase distributions -- univariate and bivariate cases	2011-02-01	Paper
An approximation to the distribution and the moments of the number of events in Markovian arrival processes	2011-01-13	Paper
The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times	2010-04-14	Paper
Perturbed Risk Processes Analyzed as Fluid Flows	2009-09-18	Paper
A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model	2009-03-04	Paper
The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process	2006-03-08	Paper

Research outcomes over time

This page was built for person: Jiandong Ren