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~person:"Hou, Yanxi"
~subject:"Risk measure"
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Risk measure
Ausreißer
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Hou, Yanxi
Herrera, Rodrigo
11
Stoja, Evarist
10
Chen Zhou
7
Daouia, Abdelaati
7
Stoyanov, Stoyan V.
7
Stupfler, Gilles
7
Fabozzi, Frank J.
6
Giudici, Paolo
6
McAleer, Michael
6
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6
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Zhang, Xin
6
Ahelegbey, Daniel Felix
5
Allen, David E.
5
Bormann, Carsten
5
Girard, Stéphane
5
Lucas, André
5
Mojtahedi, Fatemeh
5
Polanski, Arnold
5
Pérez Amaral, Teodosio
5
Schienle, Melanie
5
Yang, Fan
5
Chaudhry, Sajid M.
4
Clements, Adam
4
Hambuckers, Julien
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Hoga, Yannick
4
Huggenberger, Markus
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Mao, Tiantian
4
Qin, Xiao
4
Račev, Svetlozar T.
4
Schaumburg, Julia
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Trabelsi, Abdelwahed
4
Zhang, Zhengjun
4
Auer, Benjamin R.
3
Belkacem, Lotfi
3
Bolancé, Catalina
3
Candelon, Bertrand
3
Cañón, Carlos Iván
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Chabi-Yo, Fousseni
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Insurance / Mathematics & economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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A two-stage model for high-risk prediction in insurance ratemaking : asymptotics and inference
Hou, Yanxi
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 283-301
Persistent link: https://www.econbiz.de/10013264958
Saved in:
2
Prediction of extremal expectile based on regression models with heteroscedastic extremes
Xu, Wen
;
Hou, Yanxi
;
Li, Deyuan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 522-536
Persistent link: https://www.econbiz.de/10013533450
Saved in:
3
Nonparametric inference for distortion risk measures on tail regions
Hou, Yanxi
;
Wang, Xing
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 92-110
Persistent link: https://www.econbiz.de/10012133516
Saved in:
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