Jianxi Su

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation	2024-10-14	Paper
Estimating the VaR-induced Euler allocation rule	2024-07-09	Paper
Non-Steepness and Maximum Likelihood Estimation Properties of the Truncated Multivariate Normal Distributions	2023-03-17	Paper
Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants	2023-02-01	Paper
Structural models for fog computing based Internet of things architectures with insurance and risk management applications	2022-12-12	Paper
Empirical tail conditional allocation and its consistency under minimal assumptions	2022-10-25	Paper
Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020	2022-02-07	Paper
Two-part models for assessing misrepresentation on risk status	2022-01-14	Paper
A reconciliation of the top-down and bottom-up approaches to risk capital allocations: proportional allocations revisited	2021-12-18	Paper
Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation	2021-11-19	Paper
Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type	2021-03-17	Paper
A continuous-time theory of reinsurance chains	2020-11-19	Paper
Life-cycle planning with ambiguous economics and mortality risks	2019-12-18	Paper
Computing the Gini index: a note	2019-11-07	Paper
Paths and indices of maximal tail dependence	2018-06-04	Paper
A form of multivariate Pareto distribution with applications to financial risk measurement	2018-06-04	Paper
A general approach to full-range tail dependence copulas	2017-11-23	Paper
Multiple risk factor dependence structures: distributional properties	2017-09-19	Paper
Multiple risk factor dependence structures: copulas and related properties	2017-05-24	Paper
Tail dependence of the Gaussian copula revisited	2016-11-21	Paper
Erratum to ``On a multivariate gamma distribution by E. Furman	2012-07-05	Paper

Research outcomes over time

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