| Publication | Date of Publication | Type |
|---|
| Multivariate risk models under heavy-tailed risks | 2024-07-10 | Paper |
| An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity | 2022-06-22 | Paper |
| Change-point detection for the link function in a single-index model | 2022-06-01 | Paper |
| A class of distortion measures generated from expectile and its estimation | 2022-05-20 | Paper |
| Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity | 2022-04-07 | Paper |
| VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance | 2022-02-11 | Paper |
| Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression | 2021-11-24 | Paper |
| Change point detection for nonparametric regression under strongly mixing process | 2020-11-02 | Paper |
| Statistical inference for measurement equation selection in the log-RealGARCH model | 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 | 2018-06-14 | Paper |
| Variable selection in expectile regression | 2018-06-01 | Paper |
| Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition | 2018-05-28 | Paper |
| Non-parametric tests for the tail equivalence via empirical likelihood | 2017-12-06 | Paper |
| Asymptotic behavior of Mean-CVaR portfolio selection model under nonparametric framework | 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 | 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 | 2013-12-06 | Paper |
| Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications | 2013-09-20 | Paper |
| Optimal reinsurance under the Haezendonck risk measure | 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 | 2012-06-01 | Paper |
| Characterization of multivariate heavy-tailed distribution families via copula | 2012-03-22 | Paper |
| Moderate deviations for a risk model based on the customer-arrival process | 2011-12-28 | Paper |
| Optimality of general reinsurance contracts under CTE risk measure | 2011-08-02 | Paper |
| Ruin probabilities in a discrete time risk model with dependent risks of heavy tail | 2011-02-22 | Paper |
| Optimal reinsurance under expected value principle | 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 | 2009-12-02 | Paper |
| Precise Large Deviations for the Actual Aggregate Loss Process | 2009-10-08 | Paper |
| Approximation of the tail probability of randomly weighted sums and applications | 2009-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599773 | 2009-02-09 | Paper |
| Optimal reinsurance under VaR and CTE risk measures | 2008-08-18 | Paper |
| Some limiting properties of the bounds of the present value function of a life insurance portfolio | 2008-02-15 | Paper |
| Optimal reinsurance under the general mixture risk measures | 2007-03-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3411648 | 2006-12-11 | Paper |
| A further study on correlation order | 2005-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4809820 | 2004-08-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4456371 | 2004-03-16 | Paper |
| Dual random model of increasing life insurance for multiple-life status | 2003-05-14 | Paper |
| Dual random model of increasing annuity | 2002-11-25 | Paper |
| On the complete convergence of U-stastistics | 2002-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4384586 | 1998-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4374363 | 1998-02-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4338387 | 1997-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3473888 | 1989-01-01 | Paper |
