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On allocations to portfolios of assets with statistically dependent potential risk returns
Li, Xiaohu; Li, Chen - In: Insurance / Mathematics & economics 68 (2016), pp. 178-186
Persistent link: https://www.econbiz.de/10011492664
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Ordering optimal deductible allocations for stochastic arrangement increasing risks
Li, Chen; Li, Xiaohu - In: Insurance / Mathematics & economics 73 (2017), pp. 31-40
Persistent link: https://www.econbiz.de/10011702042
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Sufficient conditions for ordering aggregate heterogeneous random claim amounts
Li, Chen; Li, Xiaohu - In: Insurance / Mathematics & economics 70 (2016), pp. 406-413
Persistent link: https://www.econbiz.de/10011597345
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Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns
Li, Chen; Li, Xiaohu - In: Insurance / Mathematics & economics 86 (2019), pp. 84-91
Persistent link: https://www.econbiz.de/10012058830
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Stochastic comparison on load‐sharing systems with one statistically dependent redundancy
Li, Chen; Fang, Rui; Li, Xiaohu - In: Applied Stochastic Models in Business and Industry 37 (2021) 6, pp. 1143-1156
Persistent link: https://www.econbiz.de/10012632306
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Likelihood ratio order of sample minimum from heterogeneous Weibull random variables
Li, Chen; Li, Xiaohu - In: Statistics & Probability Letters 97 (2015) C, pp. 46-53
For heterogeneous Weibull samples with a common shape parameter and weakly majorized scale parameters, we study the likelihood ratio order and the stochastic order between minimums of independent and dependent samples, respectively. Also, an application in fabric strength is presented.
Persistent link: https://www.econbiz.de/10011189317
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Resilience and reliability analysis of P2P network systems
Li, Xiaohu; Zhao, Peng; Li, Linxiong - In: Operations research letters 38 (2010) 1, pp. 20-26
Persistent link: https://www.econbiz.de/10003941984
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Stochastic orders in time transformed exponential models with applications
Li, Xiaohu; Lin, Jianhua - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 47-52
Persistent link: https://www.econbiz.de/10009157449
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Functional characterizations of bivariate weak SAI with an application
You, Yinping; Li, Xiaohu - In: Insurance / Mathematics & economics 64 (2015), pp. 225-231
Persistent link: https://www.econbiz.de/10011398021
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A note on allocation of portfolio shares of random assets with Archimedean copula
Li, Xiaohu; You, Yinping - In: Stochastic methods in reliability and risk management : …, (pp. 155-167). 2014
Persistent link: https://www.econbiz.de/10010239387