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