Furman, Edward; Kye, Yisub; Su, Jianxi Discussion on “Size-biased risk measures of compound sums”. (English) Zbl 1483.91193 N. Am. Actuar. J. 25, No. 4, 631-636 (2021). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{E. Furman} et al., N. Am. Actuar. J. 25, No. 4, 631--636 (2021; Zbl 1483.91193) Full Text: DOI OpenURL
Chen, Li-Chieh; Su, Jianxi; Xia, Michelle Two-part models for assessing misrepresentation on risk status. (English) Zbl 1482.91179 Eur. Actuar. J. 11, No. 2, 503-539 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{L.-C. Chen} et al., Eur. Actuar. J. 11, No. 2, 503--539 (2021; Zbl 1482.91179) Full Text: DOI OpenURL
Mohammed, Nawaf; Furman, Edward; Su, Jianxi Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation. (English) Zbl 1475.91313 Insur. Math. Econ. 101, 425-436 (2021). MSC: 91G05 91B32 91G70 PDF BibTeX XML Cite \textit{N. Mohammed} et al., Insur. Math. Econ. 101, 425--436 (2021; Zbl 1475.91313) Full Text: DOI arXiv OpenURL
Furman, Edward; Kye, Yisub; Su, Jianxi Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type. (English) Zbl 1460.91221 Insur. Math. Econ. 96, 153-167 (2021). MSC: 91G05 91G45 PDF BibTeX XML Cite \textit{E. Furman} et al., Insur. Math. Econ. 96, 153--167 (2021; Zbl 1460.91221) Full Text: DOI OpenURL
Chen, Lv; Shen, Yang; Su, Jianxi A continuous-time theory of reinsurance chains. (English) Zbl 1452.91266 Insur. Math. Econ. 95, 129-146 (2020). MSC: 91G05 91A65 91A80 91G45 PDF BibTeX XML Cite \textit{L. Chen} et al., Insur. Math. Econ. 95, 129--146 (2020; Zbl 1452.91266) Full Text: DOI OpenURL
Shen, Yang; Su, Jianxi Life-cycle planning with ambiguous economics and mortality risks. (English) Zbl 1429.91283 N. Am. Actuar. J. 23, No. 4, 598-625 (2019). MSC: 91G05 91B06 62P05 PDF BibTeX XML Cite \textit{Y. Shen} and \textit{J. Su}, N. Am. Actuar. J. 23, No. 4, 598--625 (2019; Zbl 1429.91283) Full Text: DOI OpenURL
Su, Jianxi; Furman, Edward A form of multivariate Pareto distribution with applications to financial risk measurement. (English) Zbl 1390.62095 ASTIN Bull. 47, No. 1, 331-357 (2017). MSC: 62H10 62P05 91B30 PDF BibTeX XML Cite \textit{J. Su} and \textit{E. Furman}, ASTIN Bull. 47, No. 1, 331--357 (2017; Zbl 1390.62095) Full Text: DOI arXiv OpenURL
Su, Jianxi; Hua, Lei A general approach to full-range tail dependence copulas. (English) Zbl 1404.62059 Insur. Math. Econ. 77, 49-64 (2017). MSC: 62H05 62P05 62G32 PDF BibTeX XML Cite \textit{J. Su} and \textit{L. Hua}, Insur. Math. Econ. 77, 49--64 (2017; Zbl 1404.62059) Full Text: DOI OpenURL
Su, Jianxi; Furman, Edward Multiple risk factor dependence structures: distributional properties. (English) Zbl 1395.91261 Insur. Math. Econ. 76, 56-68 (2017). MSC: 91B30 62P05 62G32 PDF BibTeX XML Cite \textit{J. Su} and \textit{E. Furman}, Insur. Math. Econ. 76, 56--68 (2017; Zbl 1395.91261) Full Text: DOI arXiv OpenURL
Su, Jianxi; Furman, Edward Multiple risk factor dependence structures: copulas and related properties. (English) Zbl 1394.62149 Insur. Math. Econ. 74, 109-121 (2017). MSC: 62P05 62H05 62H10 91B30 PDF BibTeX XML Cite \textit{J. Su} and \textit{E. Furman}, Insur. Math. Econ. 74, 109--121 (2017; Zbl 1394.62149) Full Text: DOI arXiv OpenURL
Furman, Edward; Su, Jianxi; Zitikis, Ričardas Paths and indices of maximal tail dependence. (English) Zbl 1390.62089 ASTIN Bull. 45, No. 3, 661-678 (2015). MSC: 62H05 62G32 62P05 PDF BibTeX XML Cite \textit{E. Furman} et al., ASTIN Bull. 45, No. 3, 661--678 (2015; Zbl 1390.62089) Full Text: DOI arXiv OpenURL