| Publication | Date of Publication | Type |
|---|
Quantile-based risk contribution measures for risk portfolios with positive dependence
Communications in Statistics. Theory and Methods | 2026-06-10 | Paper |
On multivariate contribution measures of systemic risk with applications in cryptocurrency market
Probability in the Engineering and Informational Sciences | 2026-02-26 | Paper |
The optimal deductible for credibility prediction in non-life insurance
Chinese Journal of Applied Probability and Statistics | 2026-02-04 | Paper |
Quantifying systemic risk: conditional interval risk measures and their applications
ASTIN Bulletin | 2026-01-22 | Paper |
Integrating prior information into Gini coefficient estimation: A credibility method
Communications in Statistics. Theory and Methods | 2025-11-11 | Paper |
Experience rating of risk premium for Esscher premium principle
Communications in Statistics. Theory and Methods | 2025-02-03 | Paper |
Multidimensional credibility: a new approach based on joint distribution function
ASTIN Bulletin | 2025-01-22 | Paper |
Novel credibility approaches for Lorenz curve and Gini coefficient estimation
Statistics | 2024-10-22 | Paper |
| The empirical Bayesian estimate of claim development factors in liability reserve model | 2024-02-07 | Paper |
| Credibility adjustment estimation of journal impact factors in Bayesian model | 2022-11-29 | Paper |
| Optimal reinsurance strategy of convex risk combination in mixed reinsurance | 2022-05-10 | Paper |
Experience rating of risk premium for moment-related premium principle
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Experience rating under the exponential premium principle
SCIENTIA SINICA Mathematica | 2021-12-17 | Paper |
| Change point inferences of risk premium under the exponential premium principle | 2021-07-01 | Paper |
| The Bayesian estimation of risk parameters in zero-inflated Poisson model | 2021-01-14 | Paper |
| scientific article; zbMATH DE number 7266419 (Why is no real title available?) | 2020-10-27 | Paper |
| Optimal experience rating of distortion risk premiums | 2020-10-27 | Paper |
| Bayesian estimation and statistical analysis of risk measurements | 2020-08-12 | Paper |
| Optimal investment-reinsurance strategy with exchange rate risk under variance premium principle | 2020-08-12 | Paper |
| Statistical inferences of risk premium under the generalized exponential premium theory | 2020-08-12 | Paper |
| scientific article; zbMATH DE number 7109120 (Why is no real title available?) | 2019-09-20 | Paper |
| Estimation of loss reserves based on a hierarchical Bayesian model | 2019-09-20 | Paper |
Asymptotic normality of nonparametric estimate for zero-utility premiums
Acta Mathematicae Applicatae Sinica. English Series | 2019-09-19 | Paper |
| Empirical Bayes estimators of risk premium under variance related premium principle | 2019-06-21 | Paper |
Credibility estimation of distribution functions with applications to experience rating in general insurance
North American Actuarial Journal | 2019-05-28 | Paper |
Response to Liang Hong and Ryan Martin on Their Comments on Our Paper Entitled, “Credibility Estimation of Distribution Functions with Applications to Experience Rating in General Insurance”
North American Actuarial Journal | 2019-05-28 | Paper |
| Credibility estimation based on risk measure of value at risk | 2019-02-22 | Paper |
Maximum likelihood estimation for stochastic Lotka-Volterra model with jumps
Advances in Difference Equations | 2019-01-21 | Paper |
| The predictor of exponential premium based on copula dependent risk model | 2018-10-22 | Paper |
| Evaluation of individual RBNS loss reserving based on generalized linear model | 2018-05-25 | Paper |
| The credibility estimate of risk premium under dependent risks | 2018-01-29 | Paper |
| The Bayes estimation of quantile premium in Pareto risk model | 2017-05-17 | Paper |
| Bayesian premium under zero-utility premium principle | 2017-05-17 | Paper |
The credibility premiums based on estimated moment-generating function
Communications in Statistics: Theory and Methods | 2017-04-25 | Paper |
| scientific article; zbMATH DE number 6671298 (Why is no real title available?) | 2017-01-06 | Paper |
| The nonparametric estimation of risk premium under variance related premium principle | 2016-08-10 | Paper |
| Bayesian estimation of TVaR measure under Pareto-Gamma models | 2016-08-10 | Paper |
| Bayesian estimation of value at risk measure under exponential-Gamma models | 2016-01-15 | Paper |
| The empirical Bayes estimation of risk parameters in Pareto claim distribution | 2016-01-15 | Paper |
Optimal credibility estimation of random parameters in hierarchical random effect linear model
Journal of Systems Science and Complexity | 2016-01-14 | Paper |
| Premium estimators under Stein loss | 2015-10-28 | Paper |
| The estimate and its large sample properties of Esscher risk measure under collective risk models | 2015-10-28 | Paper |
Local linear quantile regression with truncated and dependent data
Statistics & Probability Letters | 2015-04-01 | Paper |
| Bayes premium under variance-related principles with risk dependence | 2015-02-11 | Paper |
| A locally risk minimizing hedging strategy under a regime switching Lévy model | 2014-06-30 | Paper |
| The credibility estimator of the generalized weighted premium with multitude contracts | 2014-02-28 | Paper |
Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data
Statistics & Probability Letters | 2013-12-09 | Paper |
The credibility estimation for collective models
Journal of Jiangxi Normal University. Natural Science Edition | 2013-11-19 | Paper |
The credibility models under LINEX loss functions
Chinese Quarterly Journal of Mathematics | 2013-11-19 | Paper |
The credibility estimator of risk premium under a new type of generalized weighted premium principle
Acta Mathematicae Applicatae Sinica | 2013-11-19 | Paper |
A new class of credibility estimators under the generalized weighted premium principle
Communications in Statistics: Theory and Methods | 2013-06-25 | Paper |
Regression credibility models with random common effects
Chinese Journal of Applied Probability and Statistics | 2012-06-01 | Paper |
The credibility models with equal correlation risks
Journal of Systems Science and Complexity | 2011-11-17 | Paper |
The credibility premiums for exponential principle
Acta Mathematica Sinica, English Series | 2011-11-04 | Paper |
| Multidimensional credibility models with a random common effect | 2011-09-29 | Paper |
| The Bühlmann credibility models with dependent risk structure | 2011-09-29 | Paper |
| Comparisons of credibility estimators under the Esscher premium principle | 2011-07-19 | Paper |
The credibility estimator with general dependence structure over risks
Communications in Statistics: Theory and Methods | 2011-07-13 | Paper |
| Credibility models with uniform error dependence | 2010-11-05 | Paper |
| A credibility model under balanced loss functions | 2010-07-08 | Paper |
The credibility premiums under generalized weighted loss functions
Journal of Industrial and Management Optimization | 2010-03-22 | Paper |
| Pricing NCD system with different discount levels | 2009-04-28 | Paper |
The credibility premiums for models with dependence induced by common effects
Insurance Mathematics & Economics | 2009-03-04 | Paper |
