The following pages link to Yi Zhang (Q224884):
Displaying 48 items.
- Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← links)
- Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail (Q383966) (← links)
- Joint and supremum distributions in the compound binomial model with Markovian environment (Q423179) (← links)
- Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
- Optimal reinsurance under expected value principle (Q621878) (← links)
- Optimality of general reinsurance contracts under CTE risk measure (Q634001) (← links)
- Moderate deviations for a risk model based on the customer-arrival process (Q654486) (← links)
- Characterization of multivariate heavy-tailed distribution families via copula (Q765839) (← links)
- Optimal reinsurance under the general mixture risk measures (Q870154) (← links)
- Optimal reinsurance under VaR and CTE risk measures (Q938052) (← links)
- Approximation of the tail probability of randomly weighted sums and applications (Q1004411) (← links)
- Uniform estimate for maximum of randomly weighted sums with applications to ruin theory (Q1041305) (← links)
- Expectile regression for analyzing heteroscedasticity in high dimension (Q1640971) (← links)
- A further study on correlation order (Q1769569) (← links)
- Dual random model of increasing life insurance for multiple-life status (Q1847628) (← links)
- Optimal reinsurance under the Haezendonck risk measure (Q1950759) (← links)
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (Q2122800) (← links)
- Change point detection for nonparametric regression under strongly mixing process (Q2208376) (← links)
- Asymptotic behavior of Mean-CVaR portfolio selection model under nonparametric framework (Q2408890) (← links)
- Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression (Q2667134) (← links)
- Change-point detection for the link function in a single-index model (Q2670772) (← links)
- (Q2725267) (← links)
- (Q2987372) (← links)
- Ruin probabilities in a discrete time risk model with dependent risks of heavy tail (Q3077737) (← links)
- Precise Large Deviations for the Actual Aggregate Loss Process (Q3182405) (← links)
- (Q3402954) (← links)
- (Q3411648) (← links)
- (Q3461495) (← links)
- (Q3473888) (← links)
- (Q3599773) (← links)
- (Q4338387) (← links)
- (Q4374363) (← links)
- (Q4384586) (← links)
- (Q4456371) (← links)
- Variable selection in expectile regression (Q4563484) (← links)
- Non-parametric tests for the tail equivalence via empirical likelihood (Q4595854) (← links)
- Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition (Q4643623) (← links)
- (Q4690503) (← links)
- (Q4809820) (← links)
- (Q4900875) (← links)
- VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (Q5029086) (← links)
- A class of distortion measures generated from expectile and its estimation (Q5078121) (← links)
- An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity (Q5083335) (← links)
- STATISTICAL INFERENCE FOR MEASUREMENT EQUATION SELECTION IN THE LOG-REALGARCH MODEL (Q5243485) (← links)
- Some limiting properties of the bounds of the present value function of a life insurance portfolio (Q5441529) (← links)
- (Q5498253) (← links)
- Dual random model of increasing annuity (Q5953364) (← links)
- Multivariate risk models under heavy-tailed risks (Q6570582) (← links)
