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1
Optimal capital allocation based on the Tail Mean-Variance model
Xu, Maochao
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 533-543
Persistent link: https://www.econbiz.de/10010227966
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2
On the skewness of order statistics with applications
Kochar, Subhash C.
;
Xu, Maochao
- In:
Stochastic methods in reliability and risk management : …
,
(pp. 127-138)
.
2014
Persistent link: https://www.econbiz.de/10010238839
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3
Asymmetry and revenue in second-price auctions : a majorization approach
Chen, Jihui
;
Xu, Maochao
- In:
Journal of economics and finance
39
(
2015
)
3
,
pp. 625-640
Persistent link: https://www.econbiz.de/10011471143
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4
Modeling malicious hacking data breach risks
Sun, Hong
;
Xu, Maochao
;
Zhao, Peng
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
4
,
pp. 484-502
Persistent link: https://www.econbiz.de/10013167018
Saved in:
5
Data breach CAT bonds : modeling and pricing
Xu, Maochao
;
Zhang, Yiying
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
4
,
pp. 543-561
Persistent link: https://www.econbiz.de/10013167023
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6
Multivariate dependence among cyber risks based on L-hop propagation
Da, Gaofeng
;
Xu, Maochao
;
Zhao, Peng
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 525-546
Persistent link: https://www.econbiz.de/10012793951
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7
Stochastic comparisons of capital allocations with applications
Xu, Maochao
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 293-298
Persistent link: https://www.econbiz.de/10009544173
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8
Cybersecurity insurance : modeling and pricing
Xu, Maochao
;
Hua, Lei
- In:
North American actuarial journal : NAAJ ; leading the …
23
(
2019
)
2
,
pp. 220-249
Persistent link: https://www.econbiz.de/10012180618
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9
On the signature of complex system : a decomposed approach
Da, Gaofeng
;
Chan, Ping Shing
;
Xu, Maochao
- In:
European journal of operational research : EJOR
265
(
2018
)
3
,
pp. 1115-1123
Persistent link: https://www.econbiz.de/10011778930
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10
Structural models for fog computing based internet of things architectures with insurance and risk management applications
Zhang, Xiaoyu
;
Xu, Maochao
;
Su, Jianxi
;
Zhao, Peng
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1273-1291
Persistent link: https://www.econbiz.de/10013492878
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