Due to climate change, typhoons, especially extreme typhoons, are becoming more intense
and causing ascending financial losses. A majority of previous studies on typhoon economic …

Schedule reliability is a crucial metric for measuring liner container shipping service. Due to
the inherent uncertainties at sea and ports, schedule delays and unreliable on-time …

We study a distributionally robust reinsurance problem with the risk measure being an
expectile and under expected value premium principle. The mean and variance of the …

The paper presents the authors' model for determining the probability value of the survival
function of the difference of two random variables: TP–the amount of time of correct …

This paper explores optimal insurance solutions based on the Lambda-Value-at-Risk
($\Lambda\VaR $). If the expected value premium principle is used, our findings confirm that …

This paper studies the optimal insurance problem within the risk minimization framework
and from a policyholder's perspective. We assume that the decision maker (DM) is uncertain …

Stop-loss and limited loss random variables are two important transforms of a loss random
variable and appear in many modelling problems in insurance, finance, and other fields …

This paper studies the optimal insurance contracting from the perspective of a decision
maker (DM) who has an ambiguous understanding of the loss distribution. The ambiguity set …

The limited stop-loss transform, along with the stop-loss and limited loss transforms-which
are special or limiting cases of the limited stop-loss transform-is one of the most important …

The expected regret and target semi-variance are two of the most important risk measures
for downside risk. When the distribution of a loss is uncertain, and only partial information of …