Sheng Chao Zhuang

Available identifiers

Publication	Date of Publication	Type
Variance insurance contracts	2024-03-21	Paper
A hybrid model of optimal reinsurance: a discussion of ‘Optimal reinsurance designs based on risk measures: a review’ by Jun Cai and Yichun Chi	2023-03-07	Paper
Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk	2022-10-06	Paper
Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility	2022-08-22	Paper
Annuity and insurance choice under habit formation	2022-07-15	Paper
S-shaped narrow framing, skewness and the demand for insurance	2022-07-15	Paper
Regret-based optimal insurance design	2022-03-10	Paper
Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability	2021-11-19	Paper
Optimal insurance with belief heterogeneity and incentive compatibility	2020-08-03	Paper
A Bowley solution with limited ceded risk for a monopolistic reinsurer	2020-03-20	Paper
Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle	2020-01-08	Paper
Optimal insurance under rank‐dependent utility and incentive compatibility	2019-05-23	Paper
Optimal insurance in the presence of reinsurance	2018-07-17	Paper
CDF formulation for solving an optimal reinsurance problem	2018-07-13	Paper
PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS	2018-06-04	Paper
The role of a representative reinsurer in optimal reinsurance	2016-12-13	Paper
Marginal indemnification function formulation for optimal reinsurance	2016-05-12	Paper

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