Xuemiao Hao, Ph.D. - Publications
Affiliations: | 2009 | Statistics | University of Iowa, Iowa City, IA |
Area:
Statistics, FinanceYear | 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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