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On allocations to portfolios of assets with statistically dependent potential risk returns
Li, Xiaohu; Li, Chen - In: Insurance / Mathematics & economics 68 (2016), pp. 178-186
Persistent link: https://www.econbiz.de/10011492664
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Ordering optimal deductible allocations for stochastic arrangement increasing risks
Li, Chen; Li, Xiaohu - In: Insurance / Mathematics & economics 73 (2017), pp. 31-40
Persistent link: https://www.econbiz.de/10011702042
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Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns
Li, Chen; Li, Xiaohu - In: Insurance / Mathematics & economics 86 (2019), pp. 84-91
Persistent link: https://www.econbiz.de/10012058830
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Stochastic orders in time transformed exponential models with applications
Li, Xiaohu; Lin, Jianhua - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 47-52
Persistent link: https://www.econbiz.de/10009157449
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A note on allocation of portfolio shares of random assets with Archimedean copula
Li, Xiaohu; You, Yinping - In: Stochastic methods in reliability and risk management : …, (pp. 155-167). 2014
Persistent link: https://www.econbiz.de/10010239387
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Optimal capital allocations to interdependent actuarial risks
You, Yinping; Li, Xiaohu - In: Insurance / Mathematics & economics 57 (2014), pp. 104-113
Persistent link: https://www.econbiz.de/10010402711
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On allocation of upper limits and deductibles with dependent frequencies and comonotonic severities
Li, Xiaohu; You, Yinping - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 423-429
Persistent link: https://www.econbiz.de/10009542256
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Evaluating a warm standby system with components having proportional hazard rates
Li, Xiaohu; Yan, Rongfang; Zuo, Ming J. - In: Operations research letters 37 (2009) 1, pp. 56-60
Persistent link: https://www.econbiz.de/10003846270
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Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas
You, Yinping; Li, Xiaohu - 2017
Persistent link: https://www.econbiz.de/10011763092
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On active redundancy allocation for coherent systems : from the viewpoint of minimal cut decomposition
Fang, Rui; Li, Xiaohu - In: Operations research letters 46 (2018) 2, pp. 233-239
Persistent link: https://www.econbiz.de/10011824902