Sheng Chao Zhuang

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
Variance insurance contracts Insurance Mathematics & Economics	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 Statistical Theory and Related Fields	2023-03-07	Paper
Distributionally robust goal-reaching optimization in the presence of background risk North American Actuarial Journal	2022-10-06	Paper
Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility SIAM Journal on Financial Mathematics	2022-08-22	Paper
Annuity and insurance choice under habit formation Insurance Mathematics & Economics	2022-07-15	Paper
S-shaped narrow framing, skewness and the demand for insurance Insurance Mathematics & Economics	2022-07-15	Paper
Regret-based optimal insurance design Insurance Mathematics & Economics	2022-03-10	Paper
Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability Insurance Mathematics & Economics	2021-11-19	Paper
Optimal insurance with belief heterogeneity and incentive compatibility Insurance Mathematics & Economics	2020-08-03	Paper
A Bowley solution with limited ceded risk for a monopolistic reinsurer Insurance Mathematics & Economics	2020-03-20	Paper
Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle European Journal of Operational Research	2020-01-08	Paper
Optimal insurance under rank-dependent utility and incentive compatibility Mathematical Finance	2019-05-23	Paper
Optimal insurance in the presence of reinsurance Scandinavian Actuarial Journal	2018-07-17	Paper
CDF formulation for solving an optimal reinsurance problem Scandinavian Actuarial Journal	2018-07-13	Paper
PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS ASTIN Bulletin	2018-06-04	Paper
The role of a representative reinsurer in optimal reinsurance Insurance Mathematics & Economics	2016-12-13	Paper
Marginal indemnification function formulation for optimal reinsurance Insurance Mathematics & Economics	2016-05-12	Paper

Research outcomes over time

This page was built for person: Sheng Chao Zhuang