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person:"Embrechts, Paul"
~person:"Hou, Yanxi"
~subject:"Risikomaß"
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Search: subject_exact:"Extremwerttheorie"
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Risikomaß
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Embrechts, Paul
Hou, Yanxi
Herrera, Rodrigo
11
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10
McAleer, Michael
8
Chen Zhou
7
Daouia, Abdelaati
7
Stoyanov, Stoyan V.
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Yang, Fan
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Chang, Chia-Lin
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Clements, Adam
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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:
4
Modeling operational risk depending on covariates : an empirical investigation
Embrechts, Paul
;
Mizgier, Kamil J.
;
Chen, Xian
- In:
The journal of operational risk
13
(
2018
)
3
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011962172
Saved in:
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