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type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Mao, Tiantian"
~subject:"Robust statistics"
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Mao, Tiantian
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ASTIN bulletin : the journal of the International Actuarial Association
1
Insurance / Mathematics & economics
1
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ECONIS (ZBW)
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Distributionally robust reinsurance with expectile
Xie, Xinqiao
;
Liu, Haiyan
;
Mao, Tiantian
;
Zhu, Xiao Bai
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
1
,
pp. 129-148
Persistent link: https://www.econbiz.de/10014247651
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2
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
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