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Empirical likelihood

Owen, Art B. - 2001

Persistent link: https://www.econbiz.de/10001574339

Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model

Jiang, Tao; Wang, Yuebao; Chen, Yang; Xu, Hui - In: Insurance / Mathematics & economics 64 (2015), pp. 45-53

Persistent link: https://www.econbiz.de/10011397932

Bank Lending Under Policy Uncertainty : Theory and Cross-Country Evidence

Gong, Di - 2018

This paper provides comprehensive theoretical and empirical analyses on bank lending under uncertainty. Our theory differentiates uncertainty from risk and shows that uncertainty-averse banks demand a premium in loan contracting for their exposure to the uncertainty. This premium gets larger as...

Persistent link: https://www.econbiz.de/10012909029

On sequence planning for selective maintenance of multi-state systems under stochastic maintenance durations

Liu, Yu; Chen, Yiming; Jiang, Tao - In: European journal of operational research : EJOR 268 (2018) 1, pp. 113-127

Persistent link: https://www.econbiz.de/10011813021

An inexact l2-norm penalty method for cardinality constrained portfolio optimization

Jiang, Tao; Wang, Shuo; Zhang, Ruochen; Qin, Lang; Wu, … - In: The engineering economist : a journal devoted to the … 64 (2019) 3, pp. 289-297

Persistent link: https://www.econbiz.de/10012195811

Dynamic selective maintenance optimization for multi-state systems over a finite horizon : a deep reinforcement learning approach

Liu, Yu; Chen, Yiming; Jiang, Tao - In: European journal of operational research : EJOR 283 (2020) 1, pp. 166-181

Persistent link: https://www.econbiz.de/10012161951

Tail asymptotics for service systems with transfers of customers in an alternating environment

Jiang, Tao; Liu, Lu; Ye, Qingqing; Chai, Xudong - In: Operations research letters 47 (2019) 6, pp. 473-477

Persistent link: https://www.econbiz.de/10012131839

Keeping up with the Zhangs and house price dynamics in China

Minetti, Raoul; Peng, Tao; Jiang, Tao - In: Journal of economic dynamics & control 109 (2019), pp. 1-20

Persistent link: https://www.econbiz.de/10012314303

Self-Adaptive bagging approach to credit rating

Ni, He; Wang, Yongqiao; Jiang, Tao; Zhaoyu, Chen - In: Technological forecasting & social change : an … 175 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013332307

Optimal loan contracting under policy uncertainty : theory and international evidence

Gong, Di; Jiang, Tao; Li, Zhao; Wu, Wei-xing - In: Journal of international financial markets, … 77 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013357119