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Xuemiao Hao, Ph.D. - Publications

Affiliations: 
2009 Statistics University of Iowa, Iowa City, IA 
Area:
Statistics, Finance
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7 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2017 Hao X, Liang C, Wei L. Evaluation of credit value adjustment in K-forward Insurance Mathematics & Economics. 76: 95-103. DOI: 10.1016/J.Insmatheco.2017.07.004  0.316
2015 Hao X, Li X. Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform Insurance Mathematics & Economics. 65: 103-110. DOI: 10.1016/J.Insmatheco.2015.09.005  0.344
2013 Hao X, Li X, Shimizu Y. Finite-time survival probability and credit default swaps pricing under geometric Lévy markets Insurance Mathematics & Economics. 53: 14-23. DOI: 10.1016/J.Insmatheco.2013.04.003  0.316
2012 Hao X, Tang Q. Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments Journal of Applied Probability. 49: 939-953. DOI: 10.1239/Jap/1354716649  0.504
2009 Hao X, Tang Q. Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation Astin Bulletin. 39: 479-494. DOI: 10.2143/Ast.39.2.2044644  0.527
2009 Hao X, Tang Q. On the maximum exceedance of a sequence of random variables over a renewal threshold Journal of Applied Probability. 46: 559-570. DOI: 10.1239/Jap/1245676106  0.497
2008 Hao X, Tang Q. A uniform asymptotic estimate for discounted aggregate claims with subexponential tails Insurance Mathematics & Economics. 43: 116-120. DOI: 10.1016/J.Insmatheco.2008.03.009  0.517
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