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69
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6
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ECONIS (ZBW)
86
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1
Inf-convolution and optimal allocations for mixed-VaRs
Xia, Zichao
;
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 156-164
Persistent link: https://www.econbiz.de/10013534516
Saved in:
2
Adjusted higher-order expected shortfall
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015066721
Saved in:
3
Extreme value behavior of aggregate dependent risks
Chen, Die
;
Mao, Tiantian
;
Pan, Xiaoqing
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 99-108
Persistent link: https://www.econbiz.de/10009501695
Saved in:
4
Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks
Mao, Tiantian
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 333-343
Persistent link: https://www.econbiz.de/10009669603
Saved in:
5
Second-order expansions of the risk concentration based on CTE
Mao, Tiantian
;
Lv, Wenhua
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 449-456
Persistent link: https://www.econbiz.de/10009672171
Saved in:
6
A new proof of Cheung’s characterization of comonotonicity
Mao, Tiantian
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 214-216
Persistent link: https://www.econbiz.de/10008989348
Saved in:
7
Optimal allocation of policy limits and deductibles under distortioon risk measures
Zhuang, Weiwei
;
Chen, Zijin
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 409-414
Persistent link: https://www.econbiz.de/10009517623
Saved in:
8
Characterization of left-monotone risk aversion in the RDEU model
Mao, Tiantian
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 413-422
Persistent link: https://www.econbiz.de/10009542257
Saved in:
9
Stochastic comparisons of capital allocations with applications
Xu, Maochao
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 293-298
Persistent link: https://www.econbiz.de/10009544173
Saved in:
10
L p-metric under the location-independent risk ordering of random variables
Yang, Jianping
;
Zhuang, Weiwei
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 321-324
Persistent link: https://www.econbiz.de/10010469973
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