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type_genre:"Article in journal"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Cheung, Eric C. K."
~person:"Cossette, Hélène"
~person:"Mao, Tiantian"
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Cheung, Eric C. K.
Cossette, Hélène
Mao, Tiantian
Furman, Edward
7
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ECONIS (ZBW)
21
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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
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
3
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:
4
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:
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
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:
7
On sums of two counter-monotonic risks
Chaoubi, Ihsan
;
Cossette, Hélène
;
Gadoury, Simon-Pierre
; …
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 47-60
Persistent link: https://www.econbiz.de/10012242038
Saved in:
8
Ruin-based risk measures in discrete-time risk models
Cossette, Hélène
;
Marceau, Etienne
;
Trufin, Julien
; …
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 246-261
Persistent link: https://www.econbiz.de/10012294129
Saved in:
9
Dependent risk models with Archimedean copulas : a computational strategy based on common mixtures and applications
Cossette, Hélène
;
Marceau, Etienne
;
Mtalai, Itre
; …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 53-71
Persistent link: https://www.econbiz.de/10011825212
Saved in:
10
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:
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