Lujun Li
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence Mathematical Finance | 2024-01-31 | Paper |
| Worst-case range value-at-risk with partial information SIAM Journal on Financial Mathematics | 2018-04-16 | Paper |
| Copula function's concentration set and its concentrated partition Statistics and Its Interface | 2015-12-09 | Paper |
| Ambiguous discrimination of general quantum operations Communications in Theoretical Physics | 2015-03-25 | Paper |
| Distorted mix method for constructing copulas with tail dependence Insurance Mathematics & Economics | 2015-01-28 | Paper |
Research outcomes over time
This page was built for person: Lujun Li
