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~person:"Gao, Niushan"
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Gao, Niushan
Munari, Cosimo-Andrea
22
Koch Medina, Pablo
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1
Surplus-invariant risk measures
Gao, Niushan
;
Munari, Cosimo-Andrea
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1342-1370
Persistent link: https://www.econbiz.de/10012320322
Saved in:
2
Stability properties of Haezendonck-Goovaerts premium principles
Gao, Niushan
;
Munari, Cosimo-Andrea
;
Xanthos, Foivos
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 94-99
Persistent link: https://www.econbiz.de/10012419134
Saved in:
3
Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces
Gao, Niushan
;
Leung, Denny H.
;
Munari, Cosimo-Andrea
; …
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 395-415
Persistent link: https://www.econbiz.de/10011945798
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