Robust and Pareto optimality of insurance contracts AV Asimit, V Bignozzi, KC Cheung, J Hu, ES Kim European Journal of Operational Research 262 (2), 720-732, 2017 | 65 | 2017 |
Optimal non-life reinsurance under Solvency II Regime AV Asimit, Y Chi, J Hu Insurance: Mathematics and Economics 65, 227-237, 2015 | 23 | 2015 |
Optimal risk transfer: a numerical optimization approach AV Asimit, T Gao, J Hu, ES Kim North American Actuarial Journal 22 (3), 341-364, 2018 | 18 | 2018 |
Pareto-optimal insurance contracts with premium budget and minimum charge constraints AV Asimit, KC Cheung, WF Chong, J Hu Insurance: Mathematics and Economics 95, 17-27, 2020 | 15 | 2020 |
Optimal robust insurance with a finite uncertainty set AV Asimit, J Hu, Y Xie Insurance: Mathematics and Economics 87, 67-81, 2019 | 13 | 2019 |
A numerical investigation of non-convex reinsurance problems using a method of homotopy optimisation with perturbations and ensembles T Gao, J Hu, Y Xia Available at SSRN, 2024 | | 2024 |
Optimal Reinsurance with Multivariate Risks and Dependence Uncertainty T Fadina, J Hu, P Liu, Y Xia Available at SSRN 4385711, 2023 | | 2023 |