Jiandong Ren

University of Western Ontario

1151 Richmond Street

Suite 2

London, Ontario N6A 5B8

Canada

SCHOLARLY PAPERS

9

DOWNLOADS

729

SSRN CITATIONS
Rank 48,254

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Top 48,254

in Total Papers Citations

17

CROSSREF CITATIONS

0

Scholarly Papers (9)

1.

On Pareto-Optimal Reinsurance with Constraints Under Distortion Risk Measures

Number of pages: 27 Posted: 20 Apr 2017
Wenjun Jiang, Hanping Hong and Jiandong Ren
University of Calgary, University of Western Ontario and University of Western Ontario
Downloads 114 (440,098)
Citation 6

Abstract:

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Pareto-optimal reinsurance, distortion risk measure, constraints, Value-at-Risk, Tail Value-at-Risk

2.

Simulation Methods for Compound Distributions

Number of pages: 38 Posted: 15 Mar 2022
Ang Li and Jiandong Ren
Western University, Canada and University of Western Ontario
Downloads 110 (451,983)

Abstract:

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Compound distribution, simulation, variance reduction method, tail probability, mean excess loss

3.

Optimal Reinsurance Policies When the Interests of Both the Cedent and the Reinsurer are Taken into Account

Number of pages: 29 Posted: 21 Sep 2016
Wenjun Jiang, Jiandong Ren and Ricardas Zitikis
University of Calgary, University of Western Ontario and Western University
Downloads 98 (490,123)
Citation 2

Abstract:

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optimal reinsurance

4.

On Optimal Reinsurance Treaties in Cooperative Game under Heterogeneous Beliefs

Insurance: Mathematics and Economics, Forthcoming
Number of pages: 32 Posted: 22 Aug 2018 Last Revised: 19 Dec 2018
Wenjun Jiang, Jiandong Ren, Chen Yang and Hanping Hong
University of Calgary, University of Western Ontario, Wuhan University and University of Western Ontario
Downloads 92 (510,508)

Abstract:

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Cooperative Game, Heterogeneous Beliefs, Expected Utility, Pareto-optimal Reinsurance, Nash Equilibrium, Kalai-Smorodinsky Equilibrium

5.

Pareto-optimal Reinsurance Under Individual Risk Constraints

Number of pages: 27 Posted: 30 Dec 2021
Mario Ghossoub, Wenjun Jiang and Jiandong Ren
University of Waterloo, University of Calgary and University of Western Ontario
Downloads 82 (547,999)
Citation 1

Abstract:

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Reinsurance, Pareto optimality, risk constraints, distortion risk measures, Range Value-at-Risk

6.

Pareto-optimal Reinsurance Policies with Maximal Synergy

Number of pages: 27 Posted: 19 Mar 2019 Last Revised: 08 Aug 2019
Wenjun Jiang, Hanping Hong and Jiandong Ren
University of Calgary, University of Western Ontario and University of Western Ontario
Downloads 74 (581,454)
Citation 1

Abstract:

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Optimal Reinsurance, Maximal Synergy, Pareto-Optimal Reinsurance, Nash Bargaining Solution, Multi-Layered Policy

7.

Optimal Insurance for a Prudent Decision-Maker Under Heterogeneous Beliefs

Number of pages: 27 Posted: 07 Dec 2021 Last Revised: 19 Apr 2022
Mario Ghossoub, Wenjun Jiang and Jiandong Ren
University of Waterloo, University of Calgary and University of Western Ontario
Downloads 69 (604,200)
Citation 1

Abstract:

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Optimal insurance, heterogeneous beliefs, no-sabotage condition, marginal indemnity function, likelihood ratio

8.

Tail Moments of Compound Distributions

Number of pages: 18 Posted: 14 Jul 2021
Jiandong Ren
University of Western Ontario
Downloads 62 (638,420)
Citation 1

Abstract:

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Compound distribution, dependence modeling, size-biased transform, risk measures, capital allocation, weighted distributions

9.

Bivariate Compound Tail Probabilities and Their Bounds for the Assessment of Required Capital

Number of pages: 27 Posted: 22 Sep 2022
Ang Li, Jiandong Ren and Ricardas Zitikis
Western University, Canada, University of Western Ontario and Western University
Downloads 28 (867,578)

Abstract:

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bivariate distribution, compound sum, required capital, joint tail probability, value at risk, estimates