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accessRights:"restricted"
~person:"Liu, Fangda"
~subject:"Ausreißer"
~subject:"Bank"
~subject:"Outliers"
~subject:"Risikomaß"
~subject:"Rückversicherung"
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Ausreißer
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Liu, Fangda
Wang, Ruodu
14
Tan, Ken Seng
8
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7
Mao, Tiantian
7
Boonen, Tim J.
6
Embrechts, Paul
6
Hammoudeh, Shawkat
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Li, Jianping
6
Brandtner, Mario
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Chaudhry, Sajid M.
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Chi, Yichun
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Härdle, Wolfgang
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4
Asimit, Alexandru V.
4
Bernard, Carole
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Farkas, Walter
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Guillén, Montserrat
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Hassan, M. Kabir
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Liu, Haiyan
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Mathematics of operations research
2
Astin bulletin : the journal of the International Actuarial Association
1
Insurance / Mathematics & economics
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ECONIS (ZBW)
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Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
2
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
3
Enhancing an insurer's expected value by reinsurance and external financing
Chi, Yichun
;
Liu, Fangda
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 466-484
Persistent link: https://www.econbiz.de/10012793937
Saved in:
4
Optimal reinsurance from the perspectives of both an insurer and a reinsurer
Cai, Jun
;
Lemieux, Christiane
;
Liu, Fangda
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
3
,
pp. 815-849
Persistent link: https://www.econbiz.de/10011670010
Saved in:
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