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1
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
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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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3
Paths and indices of maximal tail dependence
Furman, Edward
;
Su, Jianxi
;
Zitikis, Ričardas
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 661-678
Persistent link: https://www.econbiz.de/10011397592
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4
Tail dependence of the Gaussian copula revisited
Furman, Edward
;
Kuznetsov, Alexey
;
Su, Jianxi
;
Zitikis, …
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 97-103
Persistent link: https://www.econbiz.de/10011530927
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5
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
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6
Reply to Edward Furman, Yisub Kye, and Jianxi Su on their discussion on the paper titled "size-biased risk measures of compound sums"
Denuit, Michel
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
4
,
pp. 637-638
Persistent link: https://www.econbiz.de/10013167031
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7
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
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8
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
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9
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
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10
A continuous-time theory of reinsurance chains
Lv, Chen
;
Shen, Yang
;
Su, Jianxi
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 129-146
Persistent link: https://www.econbiz.de/10012419263
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