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~accessRights:"restricted"
~language:"eng"
~language:"mul"
~language:"spa"
~person:"Mao, Tiantian"
~subject:"Risk"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Konferenzschrift"
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Risk
Risiko
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Mao, Tiantian
Gupta, Rangan
80
Lee, Chien-chiang
27
Gozgor, Giray
25
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23
Demir, Ender
22
Demirer, Rıza
21
Balcilar, Mehmet
20
Ji, Qiang
20
Wohar, Mark E.
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18
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15
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Eeckhoudt, Louis R.
14
Salisu, Afees A.
14
Su, Chi-Wei
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Umar, Muhammad
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Wang, Chih-Wei
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13
Denuit, Michel
13
Shahzad, Syed Jawad Hussain
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Uddin, Mohammed Gazi Salah
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Wu, Ji
13
Zaremba, Adam
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Lau, Chi Keung
12
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12
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Xuan Vinh Vo
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11
Hammitt, James K.
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Nguyen Phuc Canh
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Insurance / Mathematics & economics
4
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Journal of mathematical economics
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ECONIS (ZBW)
12
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1
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:
2
Distributionally robust reinsurance with expectile
Xie, Xinqiao
;
Liu, Haiyan
;
Mao, Tiantian
;
Zhu, Xiao Bai
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
1
,
pp. 129-148
Persistent link: https://www.econbiz.de/10014247651
Saved in:
3
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:
4
Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
Mao, Tiantian
;
Wang, Ruodu
- In:
Journal of mathematical economics
103
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014230385
Saved in:
5
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:
6
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
7
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
8
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun
;
Mao, Tiantian
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
Saved in:
9
Characterizations of risk aversion in cumulative prospect theory
Mao, Tiantian
;
Yang, Fan
- In:
Mathematics and financial economics
13
(
2019
)
2
,
pp. 303-328
Persistent link: https://www.econbiz.de/10012055812
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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