Xianhua Peng
From MaRDI portal
Person:2417036
Available identifiers
zbMath Open peng.xianhuaMaRDI QIDQ2417036
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 |
|---|---|---|
| Surplus-invariant, law-invariant, and conic acceptance sets must be the sets induced by value at risk | 2020-10-12 | Paper |
| On the sample path properties of mixed Poisson processes | 2019-06-11 | Paper |
| On the measurement of economic tail risk | 2016-12-20 | Paper |
| External risk measures and Basel accords | 2014-07-11 | Paper |
Research outcomes over time
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