Optimal insurance for a prudent decision maker under heterogeneous beliefs / Mario Ghossoub, Wenjun Jiang, Jiandong Ren
Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility / Wenjun Jiang
Mean-variance insurance design with counterparty risk and incentive compatibility / Tim J. Boonen, Wenjun Jiang
Optimal insurance contracts under distortion risk measures with ambiguity aversions / Wenjun Jiang, Marcos Escobar-Anel, Jiandong Ren