Preprints:
Compensation-based risk-sharing, Jan Dhaene, K.C. Cheung, Atibhav Chaudry, Austin Riis-Due
In Submission:
Exploratory Optimal Reinsurance under the Mean-Variance Criterion, Austin Riis-Due, Bin Li, David Landriault
Exploratory Bayesian Learning for Optimal Investment under the Mean-Variance Criterion, Austin Riis-Due, Zachary Van Oosten
Equilibrium Reinsurance and Reinvestment Under the Mean-Variance-Skewness Criterion, Austin Riis-Due
Equilibrium Quota Share Reinsurance Under a Target Loss Ratio Objective, Austin Riis-Due
Working Papers:
Exploratory Optimal Self Insurance and Self Protection Under the Mean-Variance Criterion, Austin Riis-Due, Bin Li, David Landriault