The following pages link to Jianxi Su (Q343976):
Displaying 20 items.
- Tail dependence of the Gaussian copula revisited (Q343977) (← links)
- Erratum to ``On a multivariate gamma distribution'' by E. Furman (Q433607) (← links)
- A general approach to full-range tail dependence copulas (Q1681085) (← links)
- Two-part models for assessing misrepresentation on risk status (Q2066782) (← links)
- Empirical tail conditional allocation and its consistency under minimal assumptions (Q2086280) (← links)
- Structural models for fog computing based Internet of things architectures with insurance and risk management applications (Q2103026) (← links)
- A continuous-time theory of reinsurance chains (Q2212167) (← links)
- Computing the Gini index: a note (Q2334332) (← links)
- Multiple risk factor dependence structures: copulas and related properties (Q2397858) (← links)
- Multiple risk factor dependence structures: distributional properties (Q2404540) (← links)
- Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
- Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987) (← links)
- A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited (Q3385437) (← links)
- PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753) (← links)
- A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796) (← links)
- Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020 (Q5027911) (← links)
- Life-Cycle Planning with Ambiguous Economics and Mortality Risks (Q5206147) (← links)
- Estimating the VaR-induced Euler allocation rule (Q6569741) (← links)
- Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation (Q6618103) (← links)
