Jie-hua Xie

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence	2024-01-31	Paper
Best-possible bounds on the sets of copulas and quasi-copulas with given curvilinear sections	2023-10-30	Paper
A generalization of Archimedean and Marshall-Olkin copulas family	2023-10-26	Paper
Patchwork Constructions of Multiattribute Utility Functions	2022-09-26	Paper
MULTIVARIATE COMPOSITE COPULAS	2022-04-04	Paper
MULTIVARIATE COMPOSITE COPULAS – CORRIGENDUM	2022-04-04	Paper
A copula-based approximation to Markov chains	2022-03-15	Paper
A family of transformed copulas with a singular component	2019-10-16	Paper
Stochastic distortion and its transformed copula	2018-04-12	Paper
Optimal capital allocation with copulas	2017-11-20	Paper
On a generalization of Archimedean copula family	2017-10-06	Paper
Dividend barrier and ruin problems for a risk model with delayed claims	2017-08-23	Paper
On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy	2017-04-27	Paper
AN SI EPIDEMIC MODEL WITH NONLINEAR INFECTION RATE AND STAGE STRUCTURE	2016-08-10	Paper
On a Risk Model With Delayed Claims Under Stochastic Interest Rates	2016-03-08	Paper
https://portal.mardi4nfdi.de/entity/Q2944369	2015-09-01	Paper
On the Gerber-Shiu discounted penalty function in a risk model with delayed claims	2014-09-26	Paper
On the probability of ruin in the compound Poisson risk model with potentially delayed claims	2014-09-18	Paper
On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes	2014-07-23	Paper
https://portal.mardi4nfdi.de/entity/Q5166065	2014-06-30	Paper
On a risk model with random incomes and dependence between claim sizes and claim intervals	2014-01-09	Paper
Moments of the present value of total dividends and related problems in the risk model with delayed claims	2013-12-30	Paper
ON THE PROBABILITY OF RUIN IN A CONTINUOUS RISK MODEL WITH DELAYED CLAIMS	2013-04-29	Paper
Expected present value of total dividends in a delayed claims risk model under stochastic interest rates	2012-02-10	Paper
On the expected discounted penalty function for the compound Poisson risk model with delayed claims	2011-03-09	Paper
https://portal.mardi4nfdi.de/entity/Q3571308	2010-07-08	Paper
STABILITY AND HOPF BIFURCATION FOR AN ECO-EPIDEMIOLOGY MODEL WITH HOLLING-III FUNCTIONAL RESPONSE AND DELAYS	2009-03-05	Paper
https://portal.mardi4nfdi.de/entity/Q3517930	2008-08-06	Paper

Research outcomes over time

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