Xuemiao Hao

Available identifiers

zbMath Open hao.xuemiaoMaRDI QIDQ896750

List of research outcomes

Publication	Date of Publication	Type
Evaluation of credit value adjustment in K-forward	2017-09-19	Paper
Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform	2015-12-14	Paper
Finite-time survival probability and credit default swaps pricing under geometric Lévy markets	2014-04-15	Paper
Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments	2013-01-19	Paper
Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation	2009-12-22	Paper
A uniform asymptotic estimate for discounted aggregate claims with subexponential tails	2008-08-18	Paper

Research outcomes over time

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