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Ruin with insurance and financial risks following the least risky FGM dependence structure

Chen, Yiqing; Liu, Jiajun; Liu, Fei - In: Insurance / Mathematics & economics 62 (2015), pp. 98-106

Persistent link: https://www.econbiz.de/10011312084

An asymptotic study of systemic expected shortfall and marginal expected shortfall

Chen, Yiqing; Liu, Jiajun - In: Insurance / Mathematics & economics 105 (2022), pp. 238-251

Persistent link: https://www.econbiz.de/10013349026

Spatial analysis on the contribution of industrial structural adjustment to regional energy efficiency : a case study of 31 provinces across China

Liu, Jiajun - In: China's changing economy : trends, impacts and the future, (pp. 50-66). 2016

Persistent link: https://www.econbiz.de/10011516426

A renewal shot noise process with subexponential shot marks

Chen, Yiqing - In: Risks : open access journal 7 (2019) 2/63, pp. 1-8

We investigate a shot noise process with subexponential shot marks occurring at renewal epochs. Our main result is a precise asymptotic formula for its tail probability. In doing so, some recent results regarding sums of randomly weighted subexponential random variables play a crucial role.

Persistent link: https://www.econbiz.de/10012018965

Interplay of subexponential and dependent insurance and financial risks

Chen, Yiqing - In: Insurance / Mathematics & economics 77 (2017), pp. 78-83

Persistent link: https://www.econbiz.de/10011783904

Myanmar's situation under NLD governance and China-Myanmar co-construction OBOR

Liu, Wu; Liu, Jiajun - In: Annual report on the development of the Indian Ocean … (2017), pp. 307-331

Persistent link: https://www.econbiz.de/10012023978

Myanmar's situation under NLD governance and China-Myanmar co-construction OBOR

Liu, Wu; Liu, Jiajun - In: Annual report on the development of international … (2017), pp. 307-331

Persistent link: https://www.econbiz.de/10011938860

Asymptotics for systemic risk with dependent heavy-tailed losses

Liu, Jiajun; Yang, Yang - In: ASTIN bulletin : the journal of the International … 51 (2021) 2, pp. 571-605

Persistent link: https://www.econbiz.de/10012523256

Measuring tail operational risk in univariate and multivariate models with extreme losses

Yang, Yang; Gong, Yishan; Liu, Jiajun - In: The journal of operational risk 18 (2023) 1, pp. 31-57

Persistent link: https://www.econbiz.de/10014490082

Correlation-based investment strategies : a comparison between Chinese and US stock markets

Zhang, Zhehao; Xing, Ruina; Liu, Jiajun; Shao, Yifei - In: Pacific-Basin finance journal 82 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014463514