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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Chen, Yiqing"
~subject:"Portfolio selection"
~subject:"Reinsurance"
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Chen, Yiqing
Young, Virginia R.
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Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
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Interplay of subexponential and dependent insurance and financial risks
Chen, Yiqing
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 78-83
Persistent link: https://www.econbiz.de/10011783904
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2
A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks
Chen, Yiqing
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 75-81
Persistent link: https://www.econbiz.de/10011702058
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