Rong-Lin Ji

MaRDI QIDQ259644zbMATH OpenFDO

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
Convexity and sublinearity of \(g\)-expectations Statistics & Probability Letters	2022-08-30	Paper
Representation of filtration-consistent nonlinear expectation by g-expectation in general framework Communications in Statistics: Theory and Methods	2022-05-25	Paper
Some properties of nonlinear expectations	2021-01-14	Paper
Properties of sublinear \(g\)-expectations and their applications	2020-08-12	Paper
Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory Journal of Mathematical Analysis and Applications	2019-10-04	Paper
Convexity of $g$-expectations and its application	2019-06-21	Paper
Dynamic risk measures for processes via backward stochastic differential equations Insurance Mathematics & Economics	2019-05-23	Paper
Nonlinear decomposition of Doob-Meyer's type for continuous \(g\)-supermartingale with uniformly continuous coefficient Journal of Applied Mathematics	2019-02-01	Paper
Some results on the minimal members of convex expectations	2018-07-18	Paper
Some results on the representation of convex \(g\)-expectations	2017-01-06	Paper
Some properties of convex \(g\)-expectations	2016-08-10	Paper
On the minimal members of convex expectations with constraints Journal of Inequalities and Applications	2016-03-17	Paper
Representation theorem for AVaR under a submodular capacity	2015-02-11	Paper
A converse comparison theorem for some backward stochastic differential equations	2010-11-05	Paper

Research outcomes over time

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