Shengchao Zhuang

Shengchao Zhuang

University of Nebraska-Lincoln - Lincoln / United States
Economics & Econometrics / Banking and Insurance
AD Scientific Index ID: 4534576
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person_outline Shengchao Zhuang's MOST POPULAR ARTICLES
1-) Marginal indemnification function formulation for optimal reinsuranceSC Zhuang, C Weng, KS Tan, H AssaInsurance: Mathematics and Economics 67, 65-76, 2016912016
2-) Optimal insurance under rank‐dependent utility and incentive compatibilityZQ Xu, XY Zhou, SC ZhuangMathematical Finance 29 (2), 659-692, 201967*2019
3-) Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principleKS Tan, P Wei, W Wei, SC ZhuangEuropean Journal of Operational Research 282 (1), 345-362, 2020402020
4-) The role of a representative reinsurer in optimal reinsuranceTJ Boonen, KS Tan, SC ZhuangInsurance: Mathematics and Economics 70, 196-204, 2016412016
5-) Pricing in reinsurance bargaining with comonotonic additive utility functionsTJ Boonen, KS Tan, SC ZhuangASTIN Bulletin: The Journal of the IAA 46 (2), 507-530, 2016412016