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~type_genre:"Aufsatz in Zeitschrift"
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Conditional tail expectation (CTE)
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Li, Zhiming
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Computational economics
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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ECONIS (ZBW)
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A note on Phillips (1991) : a constrained maximum likelihood approach to estimating switching regressions
Xu, Jianjun
;
Tan, Xianming
;
Zhang, Runchu
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 16-34
Persistent link: https://www.econbiz.de/10003931771
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2
Optimal stop-loss reinsurance under the VaR and CTE risk measures : variable transformation method
Du, Junhong
;
Li, Zhiming
;
Wu, Lijun
- In:
Computational economics
53
(
2019
)
3
,
pp. 1133-1151
Persistent link: https://www.econbiz.de/10012135119
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3
Analysis of uncertain SIS epidemic model with nonlinear incidence and demography
Li, Zhiming
;
Teng, Zhidong
- In:
Fuzzy optimization and decision making : a journal of …
18
(
2019
)
4
,
pp. 475-491
Persistent link: https://www.econbiz.de/10012317315
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