Narrow search
Showing 1 - 10 of 14
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Preservation of the location independent risk order under convolution
Hu, Taizhong; Chen, Jing; Yao, Junchao - In: Insurance / Mathematics & economics 38 (2006) 2, pp. 406-412
Persistent link: https://www.econbiz.de/10006871516
Cover Image
Preservation of multivariate dependence under multivariate claim models
Hu, Taizhong; Pan, Xiaoming - In: Insurance / Mathematics & economics 25 (1999) 2, pp. 171-180
Persistent link: https://www.econbiz.de/10006910267
Cover Image
On dependence of risks and stop-loss premiums
Hu, Taizhong; Wu, Zhiqiang - In: Insurance / Mathematics & economics 24 (1999) 3, pp. 323
Persistent link: https://www.econbiz.de/10006913336
Cover Image
Properties of some stochastic orders: A unified study
Hu, Taizhong; Nanda, Asok K.; Xie, Huiliang; Zhu, Zegang - In: Naval research logistics : an international journal 51 (2004) 2, pp. 193-216
Persistent link: https://www.econbiz.de/10005929299
Cover Image
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