Yanhong Chen

发表

Coherent and convex loss-based risk measures for portfolio vectors

Yijun Hu, Yanhong Chen, Fei Sun, 2018 .

SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES

Yijun Hu, Yanhong Chen, 2020 .

Systemic risk statistics with scenario analysis

Yijun Hu, Yanhong Chen, 2019, Communications in Statistics - Theory and Methods.

SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES

Yijun Hu, Yanhong Chen, 2019, International Journal of Theoretical and Applied Finance.

Acceptability Indexes for Portfolio Vectors

Yijun Hu, Yanhong Chen, Xianfu Zeng, 2019, Mathematical Problems in Engineering.

Time consistency for set-valued dynamic risk measures for bounded discrete-time processes

Yijun Hu, Yanhong Chen, 2018 .

Benefit Embezzlement of Separation of Control Right and Cash Flow Right: Empirical Evidence from China Private Real Estate Listed Companies

Yanhong Chen, Shijun Zhang, Pei Zhu, 2013 .

Set-valued loss-based risk measures

Fei Sun, Yanhong Chen, Yijun Hu, 2018, Positivity.

Multivariate shortfall risk statistics with scenario analysis

Yijun Hu, Yanhong Chen, Xianfu Zeng, 2020 .

Multivariate coherent risk measures induced by multivariate convex risk measures

Yijun Hu, Yanhong Chen, 2019, Positivity.

Coherent and convex loss-based risk measures for portfolio vectors

Fei Sun, Yanhong Chen, Yijun Hu, 2017, Positivity.

Set-valued loss-based risk measures

Yijun Hu, Fei Sun, Yanhong Chen, 2018 .

Multivariate Shortfall and Divergence Risk Statistics

Yanhong Chen, Haiyan Song, Xianfu Zeng, 2019, Entropy.

Optimal insurance design under Vajda condition and exclusion clauses

Yijun Hu, Yanhong Chen, Yijun Hu, 2021, Communications in Statistics - Theory and Methods.

Optimal Reinsurance with Expectile Under the Vajda Condition

Yanhong Chen, 2020, The Journal of Risk.

Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition

Yijun Hu, Yanhong Chen, 2020 .