Li Xun

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
The conditional higher moment risk measure for extreme risks European Journal of Operational Research	2026-06-23	Paper
Semi-parametric empirical likelihood inference on quantile difference between two samples with length-biased and right-censored data Journal of Statistical Planning and Inference	2025-03-03	Paper
Insurance risk analysis of financial networks vulnerable to a shock European Journal of Operational Research	2022-05-20	Paper
Portfolio risk analysis of excess of loss reinsurance Insurance Mathematics & Economics	2022-03-10	Paper
Estimating equation estimators of quantile differences for one sample with length-biased and right-censored data Statistics and Its Interface	2021-05-03	Paper
The conditional Haezendonck-Goovaerts risk measure Statistics & Probability Letters	2021-01-06	Paper
Estimators of quantile difference between two samples with length-biased and right-censored data Test	2020-08-27	Paper
scientific article; zbMATH DE number 7108687 (Why is no real title available?)	2019-09-20	Paper
A generalization of expected shortfall based capital allocation Statistics & Probability Letters	2019-02-20	Paper
Estimators and their asymptotic properties for quantile difference with left truncated and right censored data	2018-01-29	Paper
Efficiency of estimators for quantile differences with left truncated and right censored data Statistics & Probability Letters	2016-12-15	Paper
Capital allocation based on Haezendonck-Goovaerts risk measure	2016-08-10	Paper
Measure on the sum of upper comonotonic random variables Journal of Jilin University. Science Edition	2013-11-19	Paper
Risk measure and premium distribution on catastrophe reinsurance	2013-06-20	Paper
scientific article; zbMATH DE number 5584528 (Why is no real title available?)	2009-07-22	Paper

Research outcomes over time

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