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~isPartOf:"Insurance / Mathematics & economics"
~person:"Cossette, Hélène"
~person:"Tang, Qihe"
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Cossette, Hélène
Tang, Qihe
Cheung, Ka Chun
7
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7
Wang, Ruodu
7
Furman, Edward
6
Tan, Ken Seng
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Insurance / Mathematics & economics
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1
Portfolio risk analysis of excess of loss reinsurance
Tang, Qihe
;
Tong, Zhiwei
;
Xun, Li
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 91-110
Persistent link: https://www.econbiz.de/10013271962
Saved in:
2
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:
3
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:
4
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:
5
A limit distribution of credit portfolio losses with low default probabilities
Shi, Xiaojun
;
Tang, Qihe
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 156-167
Persistent link: https://www.econbiz.de/10011702063
Saved in:
6
Risk models with dependence between claim occurrences and severities for Atlantic hurricanes
Boudreault, Mathieu
;
Cossette, Hélène
;
Marceau, Étienne
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 123-132
Persistent link: https://www.econbiz.de/10010259659
Saved in:
7
Reducing risk by merging counter-monotonic risks
Cheung, Ka Chun
;
Dhaene, Jan
;
Lo, Ambrose
;
Tang, Qihe
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 58-65
Persistent link: https://www.econbiz.de/10010259677
Saved in:
8
Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function
Tang, Qihe
;
Yang, Fan
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 311-320
Persistent link: https://www.econbiz.de/10010469980
Saved in:
9
On the Haezendonck-Goovaerts risk measure for extreme risks
Tang, Qihe
;
Fan, Yang
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 217-227
Persistent link: https://www.econbiz.de/10009501684
Saved in:
10
Asymptotics for risk capital allocations based on conditional tail expectation
Asimit, Alexandru V.
;
Furman, Edward
;
Tang, Qihe
; …
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 310-324
Persistent link: https://www.econbiz.de/10009404721
Saved in:
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