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type_genre:"Article in journal"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Cai, Jun"
~person:"Cheung, Eric C. K."
~person:"Mao, Tiantian"
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Cai, Jun
Cheung, Eric C. K.
Mao, Tiantian
Furman, Edward
7
Tang, Qihe
7
Boonen, Tim J.
6
Hu, Taizhong
6
Laeven, Roger J. A.
6
Chavas, Jean-Paul
5
Cheung, Ka Chun
5
Cossette, Hélène
5
Guillén, Montserrat
5
Just, Richard E.
5
Li, Jinzhu
5
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5
Marceau, Etienne
5
Pope, Rulon D.
5
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5
Asimit, Alexandru V.
4
De Waegenaere, Anja
4
Denuit, Michel
4
Ghossoub, Mario
4
Hayes, Dermot James
4
Hennessy, David A.
4
Li, Jingyuan
4
Rüschendorf, Ludger
4
Saha, Atanu
4
Sherris, Michael
4
Sordo, Miguel A.
4
Svindland, Gregor
4
Weng, Chengguo
4
Yang, Sharon S.
4
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3
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3
Barrett, Christopher B.
3
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3
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3
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3
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3
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American journal of agricultural economics
Insurance / Mathematics & economics
Scandinavian actuarial journal
4
ASTIN bulletin : the journal of the International Actuarial Association
2
European journal of operational research : EJOR
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
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ECONIS (ZBW)
20
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20
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1
Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims
Cheung, Eric C. K.
;
Zhu, Wei
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 84-101
Persistent link: https://www.econbiz.de/10014316665
Saved in:
2
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
3
A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
Albrecher, Hansjörg
;
Cheung, Eric C. K.
;
Liu, Haibo
; …
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 96-118
Persistent link: https://www.econbiz.de/10013198330
Saved in:
4
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
5
Multivariate matrix-exponential affine mixtures and their applications in risk theory
Cheung, Eric C. K.
;
Peralta, Oscar
;
Woo, Jae-Kyung
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 364-389
Persistent link: https://www.econbiz.de/10013380617
Saved in:
6
Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure
Cai, Jun
;
Wang, Ying
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 329-349
Persistent link: https://www.econbiz.de/10012622397
Saved in:
7
Convex risk functionals : representation and applications
Liu, Fangda
;
Cai, Jun
;
Lemieux, Christiane
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 66-79
Persistent link: https://www.econbiz.de/10012169500
Saved in:
8
The average risk sharing problem under risk measure and expected utility theory
Mao, Tiantian
;
Hu, Jiuyun
;
Liu, Haiyan
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 170-179
Persistent link: https://www.econbiz.de/10011944126
Saved in:
9
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun
;
Wang, Ying
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Saved in:
10
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Saved in:
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