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ASYMPTOTICS FOR A BIDIMENSIONAL RISK MODEL WITH TWO GEOMETRIC LEVY PRICE PROCESSES 期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2019, 卷号: 15, 页码: 481-505
作者:  Yang, Yang;  Wang, Kaiyong;  Liu, Jiajun;  Zhang, Zhimin
收藏  |  浏览/下载：10/0  |  提交时间：2019/11/19
PROBABILITY INEQUALITIES FOR SUMS OF WUOD RANDOM VARIABLES AND THEIR APPLICATIONS 期刊论文
JOURNAL OF MATHEMATICAL INEQUALITIES, 2019, 卷号: 13, 页码: 187-203
作者:  Chen, Lamei;  Wang, Kaiyong;  Gao, Miaomiao;  Dong, Yilun
收藏  |  浏览/下载：7/0  |  提交时间：2019/11/19
Uniform asymptotics for discounted aggregate claims in dependent multi-risk model 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 卷号: 48, 页码: 781-793
作者:  Lu, Dawei;  Song, Lixin;  Li, Fuqi
收藏  |  浏览/下载：5/0  |  提交时间：2019/12/02
Examining the Interdependence between the Exchange Rates of China and ASEAN Countries: A Canonical Vine Copula Approach 期刊论文
SUSTAINABILITY, 2019, 卷号: 11, 期号: 19
作者:  Liu, Jianxu;  Wang, Mengjiao;  Sriboonchitta, Songsak
收藏  |  浏览/下载：10/0  |  提交时间：2019/12/11
A Maximal Tail Dependence-Based Clustering Procedure for Financial Time Series and Its Applications in Portfolio Selection 期刊论文
RISKS, 2018, 卷号: 6, 期号: 4
作者:  Liu, Xin;  Wu, Jiang;  Yang, Chen;  Jiang, Wenjun
收藏  |  浏览/下载：4/0  |  提交时间：2019/08/22
Clustering of financial instruments using jump tail dependence coefficient 期刊论文
STATISTICAL METHODS AND APPLICATIONS, 2018, 卷号: 27, 期号: 3
作者:  Yang, Chen;  Jiang, Wenjun;  Wu, Jiang;  Liu, Xin;  Li, Zhichuan
收藏  |  浏览/下载：6/0  |  提交时间：2019/12/05
The quantile regression - Mixture copula model applied in the financial tail risk contagion 期刊论文
IPPTA: Quarterly Journal of Indian Pulp and Paper Technical Association, 2018, 卷号: 30, 期号: 4, 页码: 371-382
作者:  Liu, Ning;  Wang, Peizhi;  Dong, Jieyu;  Liu, Jing
收藏  |  浏览/下载：11/0  |  提交时间：2019/12/11
Copulas-Based Drought Characteristics Analysis and Risk Assessment across the Loess Plateau of China 期刊论文
WATER RESOURCES MANAGEMENT, 2018, 卷号: 32, 期号: 2
作者:  She, Dunxian;  Xia, Jun
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/05
Uniform asymptotics for finite-time ruin probability of a bidimensional risk model 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2018, 卷号: Vol.469 No.2, 页码: 525-536
作者:  Chen, Yang;  Yang, Yang;  Jiang, Tao
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/26
Improving forecasting performance using covariate-dependent copula models 期刊论文
INTERNATIONAL JOURNAL OF FORECASTING, 2018, 卷号: 34, 页码: 456-476
作者:  Li, Feng;  Kang, Yanfei
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/30

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