Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures J Cai, KS Tan ASTIN Bulletin: The Journal of the IAA 37 (1), 93-112, 2007 | 246 | 2007 |

Optimal reinsurance under VaR and CTE risk measures J Cai, KS Tan, C Weng, Y Zhang Insurance: Mathematics and Economics 43 (1), 185-196, 2008 | 243 | 2008 |

On the expected discounted penalty function at ruin of a surplus process with interest J Cai, DCM Dickson Insurance: Mathematics and Economics 30 (3), 389-404, 2002 | 146 | 2002 |

Ruin probabilities with dependent rates of interest J Cai Journal of applied probability 39 (2), 312-323, 2002 | 129 | 2002 |

Ruin probabilities with a Markov chain interest model J Cai, DCM Dickson Insurance: Mathematics and Economics 35 (3), 513-525, 2004 | 121 | 2004 |

Ruin probabilities and penalty functions with stochastic rates of interest J Cai Stochastic processes and their applications 112 (1), 53-78, 2004 | 117 | 2004 |

On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications J Cai, Q Tang Journal of applied Probability 41 (1), 117-130, 2004 | 107 | 2004 |

Conditional tail expectations for multivariate phase-type distributions J Cai, H Li Journal of Applied Probability 42 (3), 810-825, 2005 | 101 | 2005 |

Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest J Cai, DCM Dickson Insurance: Mathematics and Economics 32 (1), 61-71, 2003 | 95 | 2003 |

Discrete time risk models under rates of interest J Cai Probability in the Engineering and Informational Sciences 16 (3), 309-324, 2002 | 94 | 2002 |

Multivariate risk model of phase type J Cai, H Li Insurance: Mathematics and Economics 36 (2), 137-152, 2005 | 88 | 2005 |

Optimal dividends in an Ornstein-Uhlenbeck type model with credit and debit interest J Cai, HU Gerber, H Yang North American Actuarial Journal 10 (2), 94-108, 2006 | 86 | 2006 |

On the time value of absolute ruin with debit interest J Cai Advances in Applied Probability 39 (2), 343-359, 2007 | 85 | 2007 |

Ruin in the perturbed compound Poisson risk process under interest force J Cai, H Yang Advances in Applied Probability 37 (3), 819-835, 2005 | 67 | 2005 |

On the expectation of total discounted operating costs up to default and its applications J Cai, R Feng, GE Willmot Advances in Applied Probability 41 (2), 495-522, 2009 | 59 | 2009 |

Dependence properties and bounds for ruin probabilities in multivariate compound risk models J Cai, H Li Journal of Multivariate Analysis 98 (4), 757-773, 2007 | 58 | 2007 |

Optimal reciprocal reinsurance treaties under the joint survival probability and the joint profitable probability J Cai, Y Fang, Z Li, GE Willmot Journal of risk and insurance 80 (1), 145-168, 2013 | 57 | 2013 |

Reliability of a large consecutive-k-out-of-r-from-n: F system with unequal component-reliability J Cai IEEE Transactions on Reliability 43 (1), 107-111, 1994 | 57 | 1994 |

Optimal reinsurance with positively dependent risks J Cai, W Wei Insurance: Mathematics and Economics 50 (1), 57-63, 2012 | 51 | 2012 |

Lundberg inequalities for renewal equations GE Willmot, J Cai, XS Lin Advances in Applied Probability 33 (3), 674-689, 2001 | 47 | 2001 |