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1
Multiple risk factor dependence structures : distributional properties
Su, Jianxi
;
Furman, Edward
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 56-68
Persistent link: https://www.econbiz.de/10011774770
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2
Multiple risk factor dependence structures : copulas and related properties
Su, Jianxi
;
Furman, Edward
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 109-121
Persistent link: https://www.econbiz.de/10011712411
Saved in:
3
Tail dependence of the Gaussian copula revisited
Furman, Edward
;
Kuznetsov, Alexey
;
Su, Jianxi
;
Zitikis, …
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 97-103
Persistent link: https://www.econbiz.de/10011530927
Saved in:
4
A form of multivariate pareto distribution with applications to financial risk measurement
Su, Jianxi
;
Furman, Edward
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
1
,
pp. 331-357
Persistent link: https://www.econbiz.de/10011671067
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5
A reconciliation of the top-down and bottom-up approaches to risk capital allocations : proportional allocations revisited
Furman, Edward
;
Kye, Yisub
;
Su, Jianxi
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
3
,
pp. 395-416
Persistent link: https://www.econbiz.de/10012623437
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6
Can a regulatory risk measure induce profit-maximizing risk capital allocations? : the case of conditional tail expectation
Mohammed, Nawaf
;
Furman, Edward
;
Su, Jianxi
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 425-436
Persistent link: https://www.econbiz.de/10012793935
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7
Multiplicative background risk models : setting a course for the idiosyncratic risk factors distributed phase-type
Furman, Edward
;
Kye, Yisub
;
Su, Jianxi
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 153-167
Persistent link: https://www.econbiz.de/10012482842
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8
Computing the Gini index : a note
Furman, Edward
;
Kye, Yisub
;
Su, Jianxi
- In:
Economics letters
185
(
2019
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012304961
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9
Discussion on "size-biased risk measures of compound sums," by Michel Denuit, January 2020
Furman, Edward
;
Kye, Yisub
;
Su, Jianxi
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
4
,
pp. 631-636
Persistent link: https://www.econbiz.de/10013167030
Saved in:
10
Reply to Edward Furman, Yisub Kye, and Jianxi Su on their discussion on the paper titled "size-biased risk measures of compound sums"
Denuit, Michel
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
4
,
pp. 637-638
Persistent link: https://www.econbiz.de/10013167031
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