The following pages link to Lei Hua (Q391923):
Displaying 24 items.
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- Multivariate dependence modeling based on comonotonic factors (Q512029) (← links)
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- Second order regular variation and conditional tail expectation of multiple risks (Q654832) (← links)
- Stochastic orders of scalar products with applications (Q931164) (← links)
- Worst allocations of policy limits and deductibles (Q938037) (← links)
- A general approach to full-range tail dependence copulas (Q1681085) (← links)
- On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
- Assessing bivariate tail non-exchangeable dependence (Q2273722) (← links)
- Tail negative dependence and its applications for aggregate loss modeling (Q2347104) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
- Second-order regular variation inherited from Laplace–Stieltjes transforms (Q2816439) (← links)
- Second-order small perturbation method for transmission from dielectric rough surfaces (Q2855387) (← links)
- Tail comonotonicity and conservative risk measures (Q2866027) (← links)
- Spline-based semiparametric projected generalized estimating equation method for panel count data (Q2903319) (← links)
- A Spline-Based Semiparametric Maximum Likelihood Estimation Method for the Cox Model with Interval-Censored Data (Q3077800) (← links)
- A spline‐based semiparametric sieve likelihood method for over‐dispersed panel count data (Q5166412) (← links)
- Assessing component reliability using lifetime data from systems (Q5221568) (← links)
- Intermediate Tail Dependence: A Review and Some New Results (Q5253390) (← links)
- Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas (Q5379123) (← links)
- Factor Copula Approaches for Assessing Spatially Dependent High-Dimensional Risks (Q5379211) (← links)
- Cybersecurity Insurance: Modeling and Pricing (Q5382567) (← links)
- Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538) (← links)
