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Asymptotic behavior of the empirical conditional value-at-risk
Gao, Fuqing; Wang, Shaochen - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 345-353
Persistent link: https://www.econbiz.de/10009807361
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Sample path large and moderate deviations for risk model with delayed claims
Gao, Fuqing; Yan, Jun - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 74-81
Persistent link: https://www.econbiz.de/10008895438
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Sample path large and moderate deviations for risk model with delayed claims
Gao, Fuqing; Yan, Jun - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 74-80
Persistent link: https://www.econbiz.de/10008277115
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A relaxation-based algorithm for solving the conditional -center problem
Wang, Ying; Gao, Fuqing - In: Operations research letters 38 (2010) 3, pp. 215-218
Persistent link: https://www.econbiz.de/10008398193