{"id":"https://openalex.org/W2052694558","doi":"https://doi.org/10.1007/s11424-012-1045-x","title":"Optimal proportional reinsurance under dependent risks","display_name":"Optimal proportional reinsurance under dependent risks","publication_year":2012,"publication_date":"2012-12-01","ids":{"openalex":"https://openalex.org/W2052694558","doi":"https://doi.org/10.1007/s11424-012-1045-x","mag":"2052694558"},"language":"en","primary_location":{"id":"doi:10.1007/s11424-012-1045-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-012-1045-x","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Systems Science and Complexity","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5102119416","display_name":"Hu Fengqing","orcid":null},"institutions":[{"id":"https://openalex.org/I3923682","display_name":"Soochow University","ror":"https://ror.org/05t8y2r12","country_code":"CN","type":"education","lineage":["https://openalex.org/I3923682"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Fengqing Hu","raw_affiliation_strings":["Department of Mathematics and Center for Financial Engineering, Soochow University, Suzhou, 215006, China","Soochow University"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Center for Financial Engineering, Soochow University, Suzhou, 215006, China","institution_ids":["https://openalex.org/I3923682"]},{"raw_affiliation_string":"Soochow University","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5108449696","display_name":"Kam Chuen Yuen","orcid":null},"institutions":[{"id":"https://openalex.org/I889458895","display_name":"University of Hong Kong","ror":"https://ror.org/02zhqgq86","country_code":"HK","type":"education","lineage":["https://openalex.org/I889458895"]}],"countries":["HK"],"is_corresponding":false,"raw_author_name":"Kam C. Yuen","raw_affiliation_strings":["Department of Statistics and Actuarial Science, University of Hong Kong, Hong Kong, China","University of Hong Kong"],"affiliations":[{"raw_affiliation_string":"Department of Statistics and Actuarial Science, University of Hong Kong, Hong Kong, China","institution_ids":["https://openalex.org/I889458895"]},{"raw_affiliation_string":"University of Hong Kong","institution_ids":["https://openalex.org/I889458895"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5102119416"],"corresponding_institution_ids":["https://openalex.org/I3923682"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.15678669,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"25","issue":"6","first_page":"1171","last_page":"1184"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/reinsurance","display_name":"Reinsurance","score":0.9890356063842773},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.606471598148346},{"id":"https://openalex.org/keywords/complex-system","display_name":"Complex system","score":0.5358034372329712},{"id":"https://openalex.org/keywords/risk-model","display_name":"Risk model","score":0.4489190876483917},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4328627586364746},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.42075300216674805},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.388912171125412},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3426724970340729},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.33587247133255005},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.311583548784256},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.28732508420944214}],"concepts":[{"id":"https://openalex.org/C166970017","wikidata":"https://www.wikidata.org/wiki/Q476118","display_name":"Reinsurance","level":2,"score":0.9890356063842773},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.606471598148346},{"id":"https://openalex.org/C47822265","wikidata":"https://www.wikidata.org/wiki/Q854457","display_name":"Complex system","level":2,"score":0.5358034372329712},{"id":"https://openalex.org/C2986432223","wikidata":"https://www.wikidata.org/wiki/Q5449740","display_name":"Risk model","level":2,"score":0.4489190876483917},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4328627586364746},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.42075300216674805},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.388912171125412},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3426724970340729},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.33587247133255005},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.311583548784256},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.28732508420944214},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s11424-012-1045-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-012-1045-x","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Systems Science and Complexity","raw_type":"journal-article"},{"id":"pmh:oai:hub.hku.hk:10722/199245","is_oa":false,"landing_page_url":"http://hdl.handle.net/10722/199245","pdf_url":null,"source":{"id":"https://openalex.org/S4377196271","display_name":"The HKU Scholars Hub (University of Hong Kong)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I889458895","host_organization_name":"University of Hong Kong","host_organization_lineage":["https://openalex.org/I889458895"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.5600000023841858,"display_name":"Zero hunger","id":"https://metadata.un.org/sdg/2"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W1964683726","https://openalex.org/W2002646713","https://openalex.org/W2019925340","https://openalex.org/W2022595598","https://openalex.org/W2070064223","https://openalex.org/W2084320000","https://openalex.org/W2140843145","https://openalex.org/W2147830882","https://openalex.org/W2169684614","https://openalex.org/W3176802745","https://openalex.org/W4249414646","https://openalex.org/W4255702911","https://openalex.org/W4256345953"],"related_works":["https://openalex.org/W2899084033","https://openalex.org/W2092797405","https://openalex.org/W4287653470","https://openalex.org/W3203152512","https://openalex.org/W2392246271","https://openalex.org/W2364746109","https://openalex.org/W3038175958","https://openalex.org/W3089827678","https://openalex.org/W2312226520","https://openalex.org/W2052694558"],"abstract_inverted_index":null,"counts_by_year":[{"year":2016,"cited_by_count":1}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}