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Functional characterizations of bivariate weak SAI with an application

You, Yinping; Li, Xiaohu - In: Insurance / Mathematics & economics 64 (2015), pp. 225-231

Persistent link: https://www.econbiz.de/10011398021

A note on allocation of portfolio shares of random assets with Archimedean copula

Li, Xiaohu; You, Yinping - In: Stochastic methods in reliability and risk management : …, (pp. 155-167). 2014

Persistent link: https://www.econbiz.de/10010239387

Optimal capital allocations to interdependent actuarial risks

You, Yinping; Li, Xiaohu - In: Insurance / Mathematics & economics 57 (2014), pp. 104-113

Persistent link: https://www.econbiz.de/10010402711

On redundant weighted voting systems with components having stochastic arrangement increasing lifetimes

You, Yinping; Fan, Li; Li, Xiaohu - In: Operations research letters 49 (2021) 5, pp. 777-784

Persistent link: https://www.econbiz.de/10013207446

On allocation of upper limits and deductibles with dependent frequencies and comonotonic severities

Li, Xiaohu; You, Yinping - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 423-429

Persistent link: https://www.econbiz.de/10009542256

Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas

You, Yinping; Li, Xiaohu - 2017

Persistent link: https://www.econbiz.de/10011763092

On allocation of upper limits and deductibles with dependent frequencies and comonotonic severities

Li, Xiaohu; You, Yinping - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 423-430

Persistent link: https://www.econbiz.de/10009846332

On allocation of upper limits and deductibles with dependent frequencies and comonotonic severities

Li, Xiaohu; You, Yinping - In: Insurance: Mathematics and Economics 50 (2012) 3, pp. 423-429

With the assumption of Archimedean copula for the occurrence frequencies of the risks covered by an insurance policy, this note further investigates the allocation problem of upper limits and deductibles addressed in Hua and Cheung (2008a). Sufficient conditions for a risk averse policyholder to...

Persistent link: https://www.econbiz.de/10010572723

On extremes of bivariate residual lifetimes from generalized Marshall–Olkin and time transformed exponential models

You, Yinping; Li, Xiaohu; Balakrishnan, Narayanaswamy - In: Metrika 77 (2014) 8, pp. 1041-1056

We study here extremes of residuals of the bivariate lifetime and the residual of extremes of the two lifetimes. In the case of generalized Marshall–Olkin model and the total time transformed exponential model, we first present some sufficient conditions for the extremes of residuals to be...

Persistent link: https://www.econbiz.de/10011151401