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Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure
Wang, Xing; Liu, Qing; Hou, Yanxi; Peng, Liang - In: Scandinavian actuarial journal (2018) 8, pp. 661-680
Persistent link: https://www.econbiz.de/10011939722
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Statistical inference for a relative risk measure
He, Yi; Hou, Yanxi; Peng, Liang; Sheng, Jiliang - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 301-311
Persistent link: https://www.econbiz.de/10012177340
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Three-step risk inference in insurance ratemaking
Hou, Yanxi; Kang, Seul Ki; Lo, Chia Chun; Peng, Liang - In: Insurance / Mathematics & economics 105 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013348894
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Panel quantile regression for extreme risk
Hou, Yanxi; Leng, Xuan; Peng, Liang; Zhou, Yinggang - In: Journal of econometrics 240 (2024) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10015075043
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A two-stage model for high-risk prediction in insurance ratemaking : asymptotics and inference
Hou, Yanxi - In: Insurance / Mathematics & economics 104 (2022), pp. 283-301
Persistent link: https://www.econbiz.de/10013264958
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Nonparametric inference for distortion risk measures on tail regions
Hou, Yanxi; Wang, Xing - In: Insurance / Mathematics & economics 89 (2019), pp. 92-110
Persistent link: https://www.econbiz.de/10012133516
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Prediction of extremal expectile based on regression models with heteroscedastic extremes
Xu, Wen; Hou, Yanxi; Li, Deyuan - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 522-536
Persistent link: https://www.econbiz.de/10013533450
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The risk and return of commercial real estate : a property level analysis
Peng, Liang - In: Real estate economics : journal of the American Real … 44 (2016) 3, pp. 555-583
Persistent link: https://www.econbiz.de/10011616611
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CreditRisk+ model with dependent risk factors
Wang, Ruodu; Peng, Liang; Yang, Jingping - In: North American actuarial journal 19 (2015) 1, pp. 24-40
Persistent link: https://www.econbiz.de/10011420714
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Inference for intermediate Haezendonck-Goovaerts risk measure
Wang, Xing; Peng, Liang - In: Insurance / Mathematics & economics 68 (2016), pp. 231-240
Persistent link: https://www.econbiz.de/10011493849