Jun Cai

Jun Cai

University of Waterloo - Waterloo / Canada
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 647332
person_outline Jun Cai's MOST POPULAR ARTICLES
1-) Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measuresJ Cai, KS TanASTIN Bulletin: The Journal of the IAA 37 (1), 93-112, 20072932007
2-) Optimal reinsurance under VaR and CTE risk measuresJ Cai, KS Tan, C Weng, Y ZhangInsurance: Mathematics and Economics 43 (1), 185-196, 20082832008
3-) On the expected discounted penalty function at ruin of a surplus process with interestJ Cai, DCM DicksonInsurance: Mathematics and Economics 30 (3), 389-404, 20021592002
4-) Ruin probabilities with a Markov chain interest modelJ Cai, DCM DicksonInsurance: Mathematics and Economics 35 (3), 513-525, 20041532004
5-) Conditional tail expectations for multivariate phase-type distributionsJ Cai, H LiJournal of Applied Probability 42 (3), 810-825, 20051422005