Zhenfeng Zou

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
Further developments on stochastic dominance for convex combinations of infinite-mean random variables Annals of Operations Research	2026-09-17	Paper
Negative dependence in knockout tournaments Journal of Applied Probability	2026-07-31	Paper
Generalized expected-shortfalls based on distortion risk measures Insurance Mathematics & Economics	2026-03-12	Paper
Generalized optimal initial capital and risk measures induced by the generalized certainty equivalent Methodology and Computing in Applied Probability	2026-03-02	Paper
A note on three new bounds of Tsallis entropy Statistics & Probability Letters	2025-12-18	Paper
Tsallis value-at-risk: generalized entropic value-at-risk Probability in the Engineering and Informational Sciences	2025-07-03	Paper
Diversification for infinite-mean Pareto models without risk aversion European Journal of Operational Research	2025-05-19	Paper
Revisit optimal reinsurance under a new distortion risk measure Communications in Statistics. Theory and Methods	2024-07-26	Paper
Adjusted higher-order expected shortfall Insurance Mathematics & Economics	2024-03-21	Paper
Inf-convolution and optimal allocations for mixed-VaRs Insurance Mathematics & Economics	2023-02-03	Paper
Adjusted Rényi entropic value-at-risk European Journal of Operational Research	2022-12-19	Paper

Research outcomes over time

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