Narrow search
Showing 1 - 10 of 32
Cover Image
q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump-diffusion risk model
Liu, Yuxuan; Jiang, Zhengjun; Zhang, Yiwen - In: Scandinavian actuarial journal 2023 (2023) 1, pp. 38-50
Persistent link: https://www.econbiz.de/10013491049
Cover Image
The asymmetric effect of COVID-19 outbreak, commodities prices and policy uncertainty on financial development in China : evidence from QARDL approach
Jiang, Chun; Zhang, Yadi; Razi, Ummara; Hafiz Waqas Kamran - In: Economic research 35 (2022) 1,2, pp. 2003-2022
Persistent link: https://www.econbiz.de/10014381022
Cover Image
Stochastic orders and distortion risk contribution ratio measures
Zhang, Yiying - In: Insurance : mathematics and economics 118 (2024), pp. 104-122
Persistent link: https://www.econbiz.de/10015067027
Cover Image
Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery
Yong, Yaodi; Cheung, Ka Chun; Zhang, Yiying - In: ASTIN bulletin : the journal of the International … 54 (2024) 3, pp. 738-766
Persistent link: https://www.econbiz.de/10015154573
Cover Image
Controlling shareholders' equity pledge, litigation risk and corporate ESG performance
Wang, Muyun; Zhang, Ying - In: International review of economics & finance : IREF 95 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10015141710
Cover Image
Financial uncertainty with ambiguity and learning
Liu, Hening; Zhang, Yuzhao - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 2120-2140
Persistent link: https://www.econbiz.de/10013262914
Cover Image
Individual risk and Lebesgue extension without aggregate uncertainty
Sun, Yeneng; Zhang, Yongchao - In: Journal of economic theory 144 (2009) 1, pp. 432-443
Persistent link: https://www.econbiz.de/10003812626
Cover Image
Comparisons on aggregate risks from two sets of heterogeneous portfolios
Zhang, Yiying; Zhao, Peng - In: Insurance / Mathematics & economics 65 (2015), pp. 124-135
Persistent link: https://www.econbiz.de/10011422894
Cover Image
Tail risk transmission from the United States to emerging stock Markets : empirical evidence from multivariate quantile analysis
Zhang, Yi; Zhou, Long; Wu, Baoxiu; Liu, Fang - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014580778
Cover Image
Bowley reinsurance with asymmetric information on the insurer's risk preferences
Boonen, Tim J.; Cheung, Ka Chun; Zhang, Yiying - In: Scandinavian actuarial journal 2021 (2021) 7, pp. 623-644
Persistent link: https://www.econbiz.de/10012624638