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Ruin with insurance and financial risks following the least risky FGM dependence structure
Chen, Yiqing; Liu, Jiajun; Liu, Fei - In: Insurance / Mathematics & economics 62 (2015), pp. 98-106
Persistent link: https://www.econbiz.de/10011312084
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Interplay of subexponential and dependent insurance and financial risks
Chen, Yiqing - In: Insurance / Mathematics & economics 77 (2017), pp. 78-83
Persistent link: https://www.econbiz.de/10011783904
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Measuring tail operational risk in univariate and multivariate models with extreme losses
Yang, Yang; Gong, Yishan; Liu, Jiajun - In: The journal of operational risk 18 (2023) 1, pp. 31-57
Persistent link: https://www.econbiz.de/10014490082
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Asymptotics for systemic risk with dependent heavy-tailed losses
Liu, Jiajun; Yang, Yang - In: ASTIN bulletin : the journal of the International … 51 (2021) 2, pp. 571-605
Persistent link: https://www.econbiz.de/10012523256
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A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks
Chen, Yiqing; Yuan, Zhongyi - In: Insurance / Mathematics & economics 73 (2017), pp. 75-81
Persistent link: https://www.econbiz.de/10011702058
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Precise large deviations of aggregate claims in a size-dependent renewal risk model
Chen, Yiqing; Yuen, Kam Chuen - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 457-461
Persistent link: https://www.econbiz.de/10009672170