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ECONIS (ZBW)
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RePEc
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Other ZBW resources
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1
An asymptotic study of systemic expected shortfall and marginal expected shortfall
Chen, Yiqing
;
Liu, Jiajun
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 238-251
Persistent link: https://www.econbiz.de/10013349026
Saved in:
2
An asymptotic result on catastrophe insurance losses
Chen, Yiqing
;
Liu, Jiajun
- In:
North American actuarial journal : NAAJ ; leading the …
28
(
2024
)
2
,
pp. 426-437
Persistent link: https://www.econbiz.de/10014566483
Saved in:
3
Interplay of subexponential and dependent insurance and financial risks
Chen, Yiqing
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 78-83
Persistent link: https://www.econbiz.de/10011783904
Saved in:
4
Measuring tail operational risk in univariate and multivariate models with extreme losses
Yang, Yang
;
Gong, Yishan
;
Liu, Jiajun
- In:
The journal of operational risk
18
(
2023
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10014490082
Saved in:
5
Asymptotics for systemic risk with dependent heavy-tailed losses
Liu, Jiajun
;
Yang, Yang
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 571-605
Persistent link: https://www.econbiz.de/10012523256
Saved in:
6
Myanmar's situation under NLD governance and China-Myanmar co-construction OBOR
Liu, Wu
;
Liu, Jiajun
- In:
Annual report on the development of the Indian Ocean …
(
2017
),
pp. 307-331
Persistent link: https://www.econbiz.de/10012023978
Saved in:
7
Correlation-based investment strategies : a comparison between Chinese and US stock markets
Zhang, Zhehao
;
Xing, Ruina
;
Liu, Jiajun
;
Shao, Yifei
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463514
Saved in:
8
A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks
Chen, Yiqing
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 75-81
Persistent link: https://www.econbiz.de/10011702058
Saved in:
9
Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times
Chen, Yiqing
;
White, Toby
;
Yuen, Kam Chuen
- In:
Insurance / Mathematics & economics
97
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012491954
Saved in:
10
Nonparametric time-varying panel data models with heterogeneity
Liu, Fei
-
2025
Persistent link: https://www.econbiz.de/10015374600
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