Lujun Li

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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!

PublicationDate of PublicationType
Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence
Mathematical Finance
2024-01-31Paper
Worst-case range value-at-risk with partial information
SIAM Journal on Financial Mathematics
2018-04-16Paper
Copula function's concentration set and its concentrated partition
Statistics and Its Interface
2015-12-09Paper
Ambiguous discrimination of general quantum operations
Communications in Theoretical Physics
2015-03-25Paper
Distorted mix method for constructing copulas with tail dependence
Insurance Mathematics & Economics
2015-01-28Paper


Research outcomes over time


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