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Gender gap in personal bankruptcy risks : empirical evidence from Singapore

Agarwal, Sumit; He, Jia; Sing, Tien-foo; Zhang, Jian - In: Review of finance : journal of the European Finance … 22 (2018) 2, pp. 813-847

Persistent link: https://www.econbiz.de/10011991327

Asset pricing with time varying pessimism and rare disasters

Zhang, Jian; Kong, Dongmin; Liu, Hening; Wu, Ji - In: International review of economics & finance : IREF 60 (2019), pp. 165-175

Persistent link: https://www.econbiz.de/10012203951

Stability in mean for uncertain differential equation

Yao, Kai; Ke, Hua; Sheng, Yuhong - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 3, pp. 365-379

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On the convergence of uncertain random sequences

Ahmadzade, H.; Sheng, Yuhong; Esfahani, M. - In: Fuzzy optimization and decision making : a journal of … 16 (2017) 2, pp. 205-220

Persistent link: https://www.econbiz.de/10011805599

Discussion on "size-biased risk measures of compound sums," by Michel Denuit, January 2020

Furman, Edward; Kye, Yisub; Su, Jianxi - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 4, pp. 631-636

Persistent link: https://www.econbiz.de/10013167030

A reconciliation of the top-down and bottom-up approaches to risk capital allocations : proportional allocations revisited

Furman, Edward; Kye, Yisub; Su, Jianxi - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 3, pp. 395-416

Persistent link: https://www.econbiz.de/10012623437

Can a regulatory risk measure induce profit-maximizing risk capital allocations? : the case of conditional tail expectation

Mohammed, Nawaf; Furman, Edward; Su, Jianxi - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 425-436

Persistent link: https://www.econbiz.de/10012793935

Multiplicative background risk models : setting a course for the idiosyncratic risk factors distributed phase-type

Furman, Edward; Kye, Yisub; Su, Jianxi - In: Insurance / Mathematics & economics 96 (2021), pp. 153-167

Persistent link: https://www.econbiz.de/10012482842

A form of multivariate pareto distribution with applications to financial risk measurement

Su, Jianxi; Furman, Edward - In: Astin bulletin : the journal of the International … 47 (2017) 1, pp. 331-357

Persistent link: https://www.econbiz.de/10011671067

On a multiplicative multivariate gamma distribution with applications in insurance

Semenikhine, Vadim; Furman, Edward; Su, Jianxi - In: Risks : open access journal 6 (2018) 3, pp. 1-20

One way to formulate a multivariate probability distribution with dependent univariate margins distributed gamma is by using the closure under convolutions property. This direction yields an additive background risk model, and it has been very well-studied. An alternative way to accomplish the...

Persistent link: https://www.econbiz.de/10011890776