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Todas las obras relacionadas: Tang, Qihe

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Joint Extremes in Temperature and Mortality: A Bivariate POT Approach
  • Li, Han
  • Artigos e Capítulos
  • Joint Extremes in Temperature and Mortality: A Bivariate POT Approach
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The Heat is on
  • Li, Han
  • Artigos e Capítulos
  • The Heat is on
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Universally marketable insurance under multivariate mixtures
  • Lo, Ambrose
  • Artigos e Capítulos
  • Universally marketable insurance under multivariate mixtures
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CAT bond pricing under a product probability measure with pot risk characterization
  • Tang, Qihe
  • Artigos e Capítulos
  • CAT bond pricing under a product probability measure with pot risk characterization

Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function

Asymptotic analysis of the loss given default in the presence of multivariate regular variation

A Hybrid estimate for the finitetTime ruin probability in a bivariate autoregressive risk model...

Characterization of upper comonotonicity via tail convex order

Asymptotics of random contractions
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Asymptotic ruin probabilities of the lévy insurance model under periodic taxation
  • Hao, Xuemiao
  • Artigos e Capítulos
  • Asymptotic ruin probabilities of the lévy insurance model under periodic taxation

A Uniform asymptotic estimate for discounted aggregate claims with subexponential tails