Abstract
Original language | English |
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Pages (from-to) | 303-321 |
Number of pages | 19 |
Journal | North American Actuarial Journal |
Volume | 27 |
Issue number | 2 |
Early online date | 11 Aug 2022 |
DOIs | |
Publication status | Published - 2023 |
Bibliographical note
We thank Larry Tzeng, Carole Bernard, Qiang Li, Xian Xu, Jiangxing Wu, and participants at the 24th International Congress on Insurance: Mathematics and Economics, 2021 China International Risk Forum, and 2021 China International Conference on Insurance and Risk Management for helpful comments and suggestions.Publisher Copyright:
© 2022 Society of Actuaries.
Funding
Jiang Cheng acknowledges the finnancial support of Lingnan University, HKSAR. Frank Y. Feng is grateful for the support of the Natural Science Foundation of China (72101140, 72073089, 72073090), Postdoctoral Science Foundation of China (No. 2019M651454), and Shanghai Pujiang Program (21PJC051). Xudong Zeng is supported by the National Natural Science Foundation of China (Grant No. 71771142) and by the Fundamental Research Funds for the Central Universities. We thank Larry Tzeng, Carole Bernard, Qiang Li, Xian Xu, Jiangxing Wu, and participants at the 24th International Congress on Insurance: Mathematics and Economics, 2021 China International Risk Forum, and 2021 China International Conference on Insurance and Risk Management for helpful comments and suggestions.