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~person:"Mao, Tiantian"
~source:"econis"
~subject:"Kapitaleinkommen"
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Mao, Tiantian
McAleer, Michael
18
Hammoudeh, Shawkat
11
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10
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9
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8
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ECONIS (ZBW)
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Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
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Extreme value behavior of aggregate dependent risks
Chen, Die
;
Mao, Tiantian
;
Pan, Xiaoqing
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 99-108
Persistent link: https://www.econbiz.de/10009501695
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