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北京大学 [5]
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期刊论文 [8]
其他 [5]
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Multivariate convex risk statistics with scenario analysis
期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 卷号: 48, 期号: 22
作者:
Liu, Wei
;
Wei, Linxiao
;
Hu, Yijun
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/06
(Multivariate) risk measures
multivariate convex risk statistics
comonotonicity
empirical law invariance
How much catastrophe insurance fund needed in China for the 'big one'? An estimation with comonotonicity method
期刊论文
NATURAL HAZARDS, 2016, 卷号: 84, 期号: 1
作者:
Wang, Zheng-wen
;
Tian, Ling
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/05
Comonotonicity method
Independent catastrophe insurance fund
Joint catastrophe insurance fund
How much catastrophe insurance fund needed in China for the 'big one'? An estimation with comonotonicity method
期刊论文
NATURAL HAZARDS, 2016, 卷号: 84, 期号: 1
作者:
Wang, Zheng-wen
;
Tian, Ling
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/05
Comonotonicity method
Independent catastrophe insurance fund
Joint catastrophe insurance fund
COMPOSITE BERNSTEIN COPULAS
其他
2015-01-01
Yang, Jingping
;
Chen, Zhijin
;
Wang, Fang
;
Wang, Ruodu
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  |  
浏览/下载:3/0
  |  
提交时间:2017/12/03
Composite Bernstein copula
copula construction
tail dependence
non-parametric estimation
MULTIVARIATE DISTRIBUTIONS
ACTUARIAL SCIENCE
COMONOTONICITY
MARGINALS
FINANCE
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
其他
2013-01-01
Cui, Wei
;
Yang, Jingping
;
Wu, Lan
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  |  
浏览/下载:4/0
  |  
提交时间:2015/11/11
Optimal reinsurance
Distortion risk measure
Reinsurance premium principle
Wang&apos
VaR
TVaR
ARROWS RESULT
COMONOTONICITY
EXTENSION
INSURANCE
CONTRACT
s premium principle
A QUASI-ANALYTICAL PRICING MODEL FOR ARITHMETIC ASIAN OPTIONS
期刊论文
http://dx.doi.org/10.1002/fut.21576, 2013
Sun, Jianqiang
;
Chen, Langnan
;
Li, Shiyin
;
李时银
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  |  
浏览/下载:5/0
  |  
提交时间:2015/07/22
ACTUARIAL SCIENCE
COMONOTONICITY
FINANCE
BOUNDS
Approximation of bivariate copulas by patched bivariate Frechet copulas
其他
2011-01-01
Zheng, Yanting
;
Yang, Jingping
;
Huang, Jianhua Z.
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  |  
浏览/下载:5/0
  |  
提交时间:2015/11/12
Bivariate Frechet copulas
Patched bivariate Frechet copula
Approximation of bivariate copulas
Rainbow options
ACTUARIAL SCIENCE
COMONOTONICITY
FINANCE
Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and independence
期刊论文
2010, 2010
Yang, Jingping
;
Cheng, Shihong
;
Zhang, Lihong
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  |  
浏览/下载:2/0
Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors
期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2010, 卷号: 234, 期号: 10, 页码: 2953-2961
作者:
Hu, Fengxia
;
Wang, Rongming
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  |  
浏览/下载:5/0
  |  
提交时间:2019/12/26
Comonotonicity
Stochastic orders
Likelihood ratio order
Hazard rate
order
Loss frequency
Conditional expectation
Mathematical basis of idea that harmonious marriage can lengthen life-span
期刊论文
http://dx.doi.org/10.1007/s10255-008-8008-y, 2009
Zhang,ZQ
;
张志强
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  |  
浏览/下载:2/0
  |  
提交时间:2013/12/12
Marriage
joint-life status
last survivor status
comonotonicity
copula
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