Hanping Hong

University of Western Ontario

1151 Richmond Street

Suite 2

London, Ontario N6A 5B8

Canada

SCHOLARLY PAPERS

3

DOWNLOADS

280

SSRN CITATIONS

14

CROSSREF CITATIONS

0

Scholarly Papers (3)

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 (439,108)
Citation 6

Abstract:

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

2.

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 (509,437)

Abstract:

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

3.

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 (580,199)
Citation 1

Abstract:

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