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Stochastic comparisons of capital allocations with applications
Xu, Maochao; Hu, Taizhong - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 293-299
Persistent link: https://www.econbiz.de/10009846320
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Characterization of left-monotone risk aversion in the RDEU model
Mao, Tiantian; Hu, Taizhong - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 413-423
Persistent link: https://www.econbiz.de/10009846331
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Extreme value behavior of aggregate dependent risks
Chen, Die; Mao, Tiantian; Pan, Xiaoqing; Hu, Taizhong - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 99-109
Persistent link: https://www.econbiz.de/10009818866
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Second-order properties of the Haezendonck–Goovaerts risk measure for extreme risks
Mao, Tiantian; Hu, Taizhong - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 333-344
Persistent link: https://www.econbiz.de/10010011615
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Second-order expansions of the risk concentration based on CTE
Mao, Tiantian; Lv, Wenhua; Hu, Taizhong - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 449-457
Persistent link: https://www.econbiz.de/10010011627
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A new proof of Cheung’s characterization of comonotonicity
Mao, Tiantian; Hu, Taizhong - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 214-217
Persistent link: https://www.econbiz.de/10008812734