Jiajun Liu

Available identifiers

zbMath Open liu.jiajunMaRDI QIDQ1951253

List of research outcomes

Publication	Date of Publication	Type
Asymptotic capital allocation based on the higher moment risk measure	2024-08-26	Paper
An Asymptotic Result on Catastrophe Insurance Losses	2024-08-05	Paper
Asymptotics of the loss-based tail risk measures in the presence of extreme risks	2024-06-04	Paper
https://portal.mardi4nfdi.de/entity/Q5873317	2023-02-09	Paper
Extremes for a general contagion risk measure	2023-01-09	Paper
A new queue shock wave theory based on platoon dispersion modeling	2022-08-09	Paper
An asymptotic study of systemic expected shortfall and marginal expected shortfall	2022-07-15	Paper
ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES	2021-09-24	Paper
Asymptotics for a bidimensional risk model with two geometric Lévy price processes	2019-07-23	Paper
Infinite-time absolute ruin in dependent renewal risk models with constant force of interest	2017-04-13	Paper
Local image tagging via graph regularized joint group sparsity	2013-06-04	Paper
Analysis of Longitudinal Clinical Trials with Missing Data Using Multiple Imputation in Conjunction with Robust Regression	2013-03-20	Paper
https://portal.mardi4nfdi.de/entity/Q5485276	2006-08-29	Paper
https://portal.mardi4nfdi.de/entity/Q5483771	2006-08-23	Paper
https://portal.mardi4nfdi.de/entity/Q5483775	2006-08-23	Paper

Research outcomes over time

This page was built for person: Jiajun Liu