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Gao, Fuqing
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Insurance / Mathematics & economics
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Asymptotic behavior of the empirical conditional value-at-risk
Gao, Fuqing
;
Wang, Shaochen
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 345-352
Persistent link: https://www.econbiz.de/10009404711
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2
Deviation inequalities for an estimator of the conditional value-at-risk
Wang, Ying
;
Gao, Fuqing
- In:
Operations research letters
38
(
2010
)
3
,
pp. 236-239
Persistent link: https://www.econbiz.de/10003968684
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3
Sample path large and moderate deviations for risk model with delayed claims
Gao, Fuqing
;
Yan, Jun
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 74-80
Persistent link: https://www.econbiz.de/10009517595
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