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Second-order tail asymptotics of deflated risks
Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang - In: Insurance / Mathematics & economics 56 (2014), pp. 88-101
Persistent link: https://www.econbiz.de/10010385024
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Asymptotics of multivariate conditional risk measures for Gaussian risks
Ling, Chengxiu - In: Insurance / Mathematics & economics 86 (2019), pp. 205-215
Persistent link: https://www.econbiz.de/10012058863
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Tail asymptotics of generalized deflated risks with insurance applications
Ling, Chengxiu; Peng, Zuoxiang - In: Insurance / Mathematics & economics 71 (2016), pp. 220-231
Persistent link: https://www.econbiz.de/10011630653