The following pages link to Jing-Ping Yang (Q940079):
Displaying 50 items.
- (Q335564) (redirect page) (← links)
- Pricing \(k\)th realization derivatives and collateralized debt obligation with multivariate Fréchet copula (Q335566) (← links)
- Numerical algorithms for Panjer recursion by applying Bernstein approximation (Q384623) (← links)
- Asymptotics for dependent Bernoulli random variables (Q419150) (← links)
- On a kind of integrals of empirical processes concerning insurance risk (Q551773) (← links)
- A class of multivariate copulas with bivariate Fréchet marginal copulas (Q659106) (← links)
- Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence (Q849598) (← links)
- Bivariate recursive equations on excess-of-loss reinsurance (Q884920) (← links)
- Copula function's concentration set and its concentrated partition (Q896412) (← links)
- Conditional recursive equations on excess-of-loss reinsurance (Q940082) (← links)
- Bias reduction for high quantiles (Q974486) (← links)
- Jackknife method for intermediate quantiles (Q1015887) (← links)
- Decomposition of a Schur-constant model and its applications (Q1023101) (← links)
- Remarks on composite Bernstein copula and its application to credit risk analysis (Q1681084) (← links)
- Stochastic distortion and its transformed copula (Q1742719) (← links)
- Semi-analytical formula for pricing bilateral counterparty risk of CDS with correlated credit risks (Q1753344) (← links)
- Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities (Q1945047) (← links)
- Saddlepoint approximation for moments of random variables (Q1946961) (← links)
- Weighted estimation of the dependence function for an extreme-value distribution (Q1952432) (← links)
- A copula-based approximation to Markov chains (Q2115302) (← links)
- Multivariate Bernstein Fréchet copulas (Q2116996) (← links)
- Dependence structure between LIBOR rates by copula method (Q2258129) (← links)
- Approximation of bivariate copulas by patched bivariate Fréchet copulas (Q2276226) (← links)
- Decomposing correlated random walks on common and counter movements (Q2288795) (← links)
- Copula-based Markov process (Q2306101) (← links)
- A family of transformed copulas with a singular component (Q2328788) (← links)
- Optimal reinsurance under distortion risk measures and expected value premium principle for reinsurer (Q2341611) (← links)
- Sign-changing solutions to discrete fourth-order Neumann boundary value problems (Q2360490) (← links)
- On a generalization of Archimedean copula family (Q2407772) (← links)
- Jackknife empirical likelihood method for some risk measures and related quantities (Q2444714) (← links)
- Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (Q2445992) (← links)
- The compound Poisson random variable's approximation to the individual risk model (Q2483948) (← links)
- Distorted mix method for constructing copulas with tail dependence (Q2513443) (← links)
- Recursive equations for compound distribution with the severity distribution of the mixed type (Q2574692) (← links)
- (Q2735344) (← links)
- Jackknife empirical likelihood for parametric copulas (Q2868611) (← links)
- (Q3385132) (← links)
- (Q4311780) (← links)
- (Q4311781) (← links)
- (Q4376330) (← links)
- Asymptotic Distributions of Multivariate Intermediate Order Statistics (Q4384399) (← links)
- (Q4428162) (← links)
- COMPOSITE BERNSTEIN COPULAS (Q4563745) (← links)
- Worst-Case Range Value-at-Risk with Partial Information (Q4635247) (← links)
- (Q4693627) (← links)
- (Q4864957) (← links)
- (Q4867441) (← links)
- ASYMPTOTIC EXPANSION FOR THE TRANSITION DENSITIES OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY THE GAMMA PROCESSES (Q5051178) (← links)
- (Q5064944) (← links)
- MULTIVARIATE COMPOSITE COPULAS (Q5067887) (← links)
