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subject:"Theorie"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Quantitative finance"
~person:"Liu, Jiajun"
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Liu, Jiajun
Landsman, Zinoviy
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Insurance / Mathematics & economics
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ASTIN bulletin : the journal of the International Actuarial Association
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An asymptotic study of systemic expected shortfall and marginal expected shortfall
Chen, Yiqing
;
Liu, Jiajun
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 238-251
Persistent link: https://www.econbiz.de/10013349026
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Ruin with insurance and financial risks following the least risky FGM dependence structure
Chen, Yiqing
;
Liu, Jiajun
;
Liu, Fei
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 98-106
Persistent link: https://www.econbiz.de/10011312084
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