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Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda; Mao, Tiantian; Wang, Ruodu; Wei, Linxiao - In: Mathematics of operations research 47 (2022) 3, pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
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Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan; Mao, Tiantian - In: Insurance / Mathematics & economics 107 (2022), pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
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Distributionally robust reinsurance with expectile
Xie, Xinqiao; Liu, Haiyan; Mao, Tiantian; Zhu, Xiao Bai - In: ASTIN bulletin : the journal of the International … 53 (2023) 1, pp. 129-148
Persistent link: https://www.econbiz.de/10014247651
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Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian; Stupfler, Gilles; Yang, Fan - In: Insurance / Mathematics & economics 111 (2023), pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
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Structural models for fog computing based internet of things architectures with insurance and risk management applications
Zhang, Xiaoyu; Xu, Maochao; Su, Jianxi; Zhao, Peng - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1273-1291
Persistent link: https://www.econbiz.de/10013492878
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On the skewness of order statistics with applications
Kochar, Subhash C.; Xu, Maochao - In: Stochastic methods in reliability and risk management : …, (pp. 127-138). 2014
Persistent link: https://www.econbiz.de/10010238839
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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
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On the signature of complex system : a decomposed approach
Da, Gaofeng; Chan, Ping Shing; Xu, Maochao - In: European journal of operational research : EJOR 265 (2018) 3, pp. 1115-1123
Persistent link: https://www.econbiz.de/10011778930
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Asymmetry and revenue in second-price auctions : a majorization approach
Chen, Jihui; Xu, Maochao - In: Journal of economics and finance 39 (2015) 3, pp. 625-640
Persistent link: https://www.econbiz.de/10011471143
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Multivariate dependence among cyber risks based on L-hop propagation
Da, Gaofeng; Xu, Maochao; Zhao, Peng - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 525-546
Persistent link: https://www.econbiz.de/10012793951