| Publication | Date of Publication | Type |
|---|
Multivariate risk models under heavy-tailed risks
Applied Stochastic Models in Business and Industry | 2024-07-10 | Paper |
An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity
Journal of Statistical Computation and Simulation | 2022-06-22 | Paper |
Change-point detection for the link function in a single-index model
Statistics \& Probability Letters | 2022-06-01 | Paper |
A class of distortion measures generated from expectile and its estimation
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity
Statistical Papers | 2022-04-07 | Paper |
VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance
North American Actuarial Journal | 2022-02-11 | Paper |
Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression
Journal of Computational and Applied Mathematics | 2021-11-24 | Paper |
Change point detection for nonparametric regression under strongly mixing process
Statistical Papers | 2020-11-02 | Paper |
Statistical inference for measurement equation selection in the log-RealGARCH model
Econometric Theory | 2019-11-18 | Paper |
Robust Estimation and Shrinkage in Ultrahigh Dimensional Expectile Regression with Heavy Tails and Variance Heterogeneity
| 2019-09-19 | Paper |
Optimal capital allocation based on weighted-mean-variance principle
| 2018-10-22 | Paper |
Conditional Tail-Related Risk Estimation Using Composite Asymmetric Least Squares and Empirical Likelihood
| 2018-07-03 | Paper |
Expectile regression for analyzing heteroscedasticity in high dimension
Statistics \& Probability Letters | 2018-06-14 | Paper |
Variable selection in expectile regression
Communications in Statistics: Theory and Methods | 2018-06-01 | Paper |
Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition
Journal of Nonparametric Statistics | 2018-05-28 | Paper |
Non-parametric tests for the tail equivalence via empirical likelihood
Communications in Statistics: Theory and Methods | 2017-12-06 | Paper |
Asymptotic behavior of Mean-CVaR portfolio selection model under nonparametric framework
Applied Mathematics. Series B (English Edition) | 2017-10-20 | Paper |
Comparison of system reliability under random environment
| 2017-05-17 | Paper |
Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework
Insurance Mathematics \& Economics | 2017-01-31 | Paper |
China's population mortality prediction based on the cointegration theory
| 2016-01-15 | Paper |
Marshall-Olkin extended distribution based on truncated Poisson distribution
| 2015-02-11 | Paper |
Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail
Statistics \& Probability Letters | 2013-12-06 | Paper |
Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications
Methodology and Computing in Applied Probability | 2013-09-20 | Paper |
Optimal reinsurance under the Haezendonck risk measure
Statistics \& Probability Letters | 2013-05-13 | Paper |
Comparing present values of life annuity of multi-life status under different dependence structures
| 2013-01-24 | Paper |
Joint and supremum distributions in the compound binomial model with Markovian environment
Applied Mathematics. Series B (English Edition) | 2012-06-01 | Paper |
Characterization of multivariate heavy-tailed distribution families via copula
Journal of Multivariate Analysis | 2012-03-22 | Paper |
Moderate deviations for a risk model based on the customer-arrival process
Statistics \& Probability Letters | 2011-12-28 | Paper |
Optimality of general reinsurance contracts under CTE risk measure
Insurance Mathematics \& Economics | 2011-08-02 | Paper |
Ruin probabilities in a discrete time risk model with dependent risks of heavy tail
Scandinavian Actuarial Journal | 2011-02-22 | Paper |
Optimal reinsurance under expected value principle
Applied Mathematics. Series B (English Edition) | 2011-01-29 | Paper |
A bidimensional discrete-time risk model with constant interest
| 2010-02-12 | Paper |
Uniform estimate for maximum of randomly weighted sums with applications to ruin theory
Methodology and Computing in Applied Probability | 2009-12-02 | Paper |
Precise Large Deviations for the Actual Aggregate Loss Process
Stochastic Analysis and Applications | 2009-10-08 | Paper |
Approximation of the tail probability of randomly weighted sums and applications
Stochastic Processes and their Applications | 2009-03-10 | Paper |
scientific article; zbMATH DE number 5504945 (Why is no real title available?)
| 2009-02-09 | Paper |
Optimal reinsurance under VaR and CTE risk measures
Insurance Mathematics \& Economics | 2008-08-18 | Paper |
Some limiting properties of the bounds of the present value function of a life insurance portfolio
Journal of Applied Probability | 2008-02-15 | Paper |
Optimal reinsurance under the general mixture risk measures
Applied Mathematics and Computation | 2007-03-12 | Paper |
scientific article; zbMATH DE number 5079657 (Why is no real title available?)
| 2006-12-11 | Paper |
A further study on correlation order
Applied Mathematics. Series B (English Edition) | 2005-04-04 | Paper |
scientific article; zbMATH DE number 2095756 (Why is no real title available?)
| 2004-08-31 | Paper |
scientific article; zbMATH DE number 2058125 (Why is no real title available?)
| 2004-03-16 | Paper |
Dual random model of increasing life insurance for multiple-life status
Applied Mathematics. Series B (English Edition) | 2003-05-14 | Paper |
Dual random model of increasing annuity
Applied Mathematics. Series B (English Edition) | 2002-11-25 | Paper |
On the complete convergence of U-stastistics
Applied Mathematics. Series A (Chinese Edition) | 2002-04-08 | Paper |
scientific article; zbMATH DE number 1145293 (Why is no real title available?)
| 1998-04-26 | Paper |
scientific article; zbMATH DE number 1112744 (Why is no real title available?)
| 1998-02-04 | Paper |
scientific article; zbMATH DE number 1014684 (Why is no real title available?)
| 1997-05-28 | Paper |
scientific article; zbMATH DE number 4143153 (Why is no real title available?)
| 1989-01-01 | Paper |
