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subject:"Monetary policy"
subject:"United States"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~person:"Li, Jinzhu"
~person:"Sordo, Miguel A."
~subject:"Risk"
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Li, Jinzhu
Sordo, Miguel A.
Furman, Edward
8
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7
Mao, Tiantian
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6
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Insurance / Mathematics & economics
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1
Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model
Li, Jinzhu
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 38-56
Persistent link: https://www.econbiz.de/10013471098
Saved in:
2
On a family of risk measures based on proportional hazards models and tail probabilities
Psarrakos, Georgios
;
Sordo, Miguel A.
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 232-240
Persistent link: https://www.econbiz.de/10012058865
Saved in:
3
Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
Konstantinides, Dimitrios G.
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 38-44
Persistent link: https://www.econbiz.de/10011530921
Saved in:
4
Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return
Li, Jinzhu
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 195-204
Persistent link: https://www.econbiz.de/10011630650
Saved in:
5
Extremes for coherent risk measures
Asimit, Alexandru
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 332-341
Persistent link: https://www.econbiz.de/10011630863
Saved in:
6
A family of premium principles based on mixtures of TVaRs
Sordo, Miguel A.
;
Castaño-Martínez, Antonia
; …
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 397-405
Persistent link: https://www.econbiz.de/10011597338
Saved in:
7
Asymptotic finite-time ruin probability for bidimensional renewal risk model with constant interest force and dependent subexponential claims
Yang, Haizhong
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 185-192
Persistent link: https://www.econbiz.de/10010437565
Saved in:
8
Comparison of risks based on the expected proportional shortfall
Belzunce, Félix
;
Pinar, José F.
;
Ruiz, José M.
; …
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 292-302
Persistent link: https://www.econbiz.de/10009669659
Saved in:
9
Comparing tail variabilities of risks by means of the excess wealth order
Sordo, Miguel A.
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 466-469
Persistent link: https://www.econbiz.de/10009517547
Saved in:
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