Zichao Xia
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Person:2106740
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 |
|---|---|---|
| Tsallis value-at-risk: generalized entropic value-at-risk Probability in the Engineering and Informational Sciences | 2025-07-03 | Paper |
| Optimal risk sharing for lambda value-at-risk Advances in Applied Probability | 2025-03-21 | Paper |
| Revisit optimal reinsurance under a new distortion risk measure Communications in Statistics. Theory and Methods | 2024-07-26 | 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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