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A Stein Type Lemma for the Mul...
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1
How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 507-534
Persistent link: https://www.econbiz.de/10011736292
Saved in:
2
A stein type lemma for the multivariate generalized hyperbolic distribution
Vanduffel, Steven
;
Yao, Jing
- In:
European journal of operational research : EJOR
261
(
2017
)
2
,
pp. 606-612
Persistent link: https://www.econbiz.de/10011738057
Saved in:
3
Closed‐form approximations for spread options in Lévy markets
Van Belle, Jente
;
Vanduffel, Steven
;
Yao, Jing
- In:
Applied Stochastic Models in Business and Industry
35
(
2018
)
3
,
pp. 732-746
Persistent link: https://www.econbiz.de/10012272410
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4
An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
Zhou, Ming
;
Dhaene, Jan
;
Yao, Jing
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 92-100
Persistent link: https://www.econbiz.de/10011825398
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5
Gambler's attention and the mean-variance relation : evidence from China
Yao, Jing
;
Wu, Lingyan
- In:
Finance research letters
23
(
2017
),
pp. 233-238
Persistent link: https://www.econbiz.de/10011808404
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6
Multivariate risk measures based on conditional expectation and systemic risk for Exponential Dispersion Models
Shushi, Tomer
;
Yao, Jing
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 178-186
Persistent link: https://www.econbiz.de/10012294094
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7
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
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8
The threshold effect of climate risk and the non-linear role of climate policy uncertainty on insurance demand : evidence from OECD countries
Liu, Bing
;
Yin, Weijun
;
Chen, Gang
;
Yao, Jing
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014472976
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9
Pricing airbag option via first passage time approach
Liu, Zheng
;
Qian, Xiaosong
;
Yao, Jing
;
Dong, Yinghui
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 955-974
Persistent link: https://www.econbiz.de/10015050807
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10
On the pricing of vulnerable Parisian options
Liu, Zheng
;
Li, Dongchen
;
Qian, Linyi
;
Yao, Jing
- In:
Finance research letters
68
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015063624
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