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35
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6
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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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2
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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3
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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4
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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5
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
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6
The preservation of classes of discrete distributions under convolution and mixing
Pavlova, Kristina P.
;
Cai, Jun
;
Willmot, Gordon E.
- In:
Insurance / Mathematics & economics
38
(
2006
)
2
,
pp. 391-405
Persistent link: https://www.econbiz.de/10006871517
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7
Multivariate risk model of phase type
Cai, Jun
;
Li, Haijun
- In:
Insurance / Mathematics & economics
36
(
2005
)
2
,
pp. 137-152
Persistent link: https://www.econbiz.de/10006877594
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8
Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest
Cai, Jun
;
Dickson, David C.M.
- In:
Insurance / Mathematics & economics
32
(
2003
)
1
,
pp. 61-72
Persistent link: https://www.econbiz.de/10006891302
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9
On the expected discounted penalty function at ruin of a surplus process with interest
Cai, Jun
;
Dickson, David C.M.
- In:
Insurance / Mathematics & economics
30
(
2002
)
3
,
pp. 389-404
Persistent link: https://www.econbiz.de/10006894460
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10
Aging and other distributional properties of discrete compound geometric distributions
Willmot, Gordon E.
;
Cai, Jun
- In:
Insurance / Mathematics & economics
28
(
2001
)
3
,
pp. 361-380
Persistent link: https://www.econbiz.de/10006901483
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