Similar Search Results

Interval estimation for a measure of tail dependence

Liu, Aiai; Hou, Yanxi; Peng, Liang - In: Insurance / Mathematics & economics 64 (2015), pp. 294-305

Persistent link: https://www.econbiz.de/10011398079

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

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

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

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

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

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

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

Exploring systemic risk dynamics in the Chinese stock market : a network analysis with risk transmission index

Zeng, Xiaowei; Hu, Yifan; Pan, Chengjun; Hou, Yanxi - In: Risks : open access journal 12 (2024) 3, pp. 1-24

Systemic risk refers to the potential for a disruption in one part of a financial system to trigger a cascade of adverse effects, impacting the functioning of the system. Despite the progress on novel systemic risk measures, research on dynamics of systemic risk network structure and its...

Persistent link: https://www.econbiz.de/10014497412

Three essays in finance

Peng, Liang - 2002

Persistent link: https://www.econbiz.de/10003780467

1
2
3
4
5
6
7
8
9
10
Next
Last