| Publication | Date of Publication | Type |
|---|
Optimal reinsurance design under convex premium principles and distortion risk measures
Insurance Mathematics & Economics | 2026-01-13 | Paper |
Optimal insurance design in the presence of government financial assistance
Scandinavian Actuarial Journal | 2025-11-06 | Paper |
Bowley solution of a variance game in insurance
Scandinavian Actuarial Journal | 2025-09-10 | Paper |
Pareto-optimal insurance under robust distortion risk measures
European Journal of Operational Research | 2025-05-20 | Paper |
Distributionally robust insurance under the Wasserstein distance
Insurance Mathematics & Economics | 2025-02-14 | Paper |
Simultaneous active and passive information transfer for RIS-aided MIMO systems: iterative decoding and evolution analysis
IEEE Transactions on Signal Processing | 2024-09-12 | Paper |
Efficient semi-supervised clustering with pairwise constraint propagation for multivariate time series
Information Sciences | 2024-08-15 | Paper |
Bowley Insurance with Expected Utility Maximization of the Policyholders
North American Actuarial Journal | 2024-08-05 | Paper |
Robust insurance design with distortion risk measures
European Journal of Operational Research | 2024-07-02 | Paper |
Efficient game theoretic approach to dynamic graph partitioning
Information Sciences | 2024-03-06 | Paper |
Optimal insurance for a prudent decision maker under heterogeneous beliefs
European Actuarial Journal | 2024-02-21 | Paper |
Optimal insurance design under mean-variance preference with narrow framing
Insurance Mathematics & Economics | 2023-10-12 | Paper |
Pareto-optimal reinsurance with default risk and solvency regulation
Probability in the Engineering and Informational Sciences | 2023-06-16 | Paper |
Bilateral risk sharing in a comonotone market with rank-dependent utilities
Insurance Mathematics & Economics | 2023-02-01 | Paper |
Pareto-optimal reinsurance under individual risk constraints
Insurance Mathematics & Economics | 2023-02-01 | Paper |
The effect of risk constraints on the optimal insurance policy
European Actuarial Journal | 2023-01-09 | Paper |
EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES
ASTIN Bulletin | 2022-11-04 | Paper |
Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility
Scandinavian Actuarial Journal | 2022-10-26 | Paper |
A marginal indemnity function approach to optimal reinsurance under the Vajda condition
European Journal of Operational Research | 2022-07-22 | Paper |
Estimation of model parameters of dependent processes constructed using Lévy copulas
Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
Mean-variance insurance design with counterparty risk and incentive compatibility
ASTIN Bulletin | 2022-06-13 | Paper |
Revisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimation
Insurance Mathematics & Economics | 2022-05-12 | Paper |
Maximizing positive influence in competitive social networks: a trust-based solution
Information Sciences | 2021-12-01 | Paper |
Pareto-optimal reinsurance policies with maximal synergy
Insurance Mathematics & Economics | 2021-03-17 | Paper |
Feature Extraction of Surface Electromyography Based on Improved Small-World Leaky Echo State Network
Neural Computation | 2020-11-02 | Paper |
Optimal insurance contracts under distortion risk measures with ambiguity aversion
ASTIN Bulletin | 2020-08-31 | Paper |
Clustering of financial instruments using jump tail dependence coefficient
Statistical Methods and Applications | 2019-09-11 | Paper |
On optimal reinsurance treaties in cooperative game under heterogeneous beliefs
Insurance Mathematics & Economics | 2019-03-28 | Paper |
On Pareto-optimal reinsurance with constraints under distortion risk measures
European Actuarial Journal | 2018-10-31 | Paper |
Forming Opinions via Trusted Friends: Time-Evolving Rating Prediction Using Fluid Dynamics
IEEE Transactions on Computers | 2017-05-16 | Paper |
| scientific article; zbMATH DE number 1791283 (Why is no real title available?) | 2002-10-28 | Paper |
