Gençtürk, Yasemin; Yiğiter, Ayten; Hamurkaroğlu, Canan A new model for data with structural change at threshold: composite exponential-lognormal model. (English) Zbl 07094535 Adv. Appl. Stat. 53, No. 4, 441-456 (2018). MSC: 47N30 62H10 PDF BibTeX XML Cite \textit{Y. Gençtürk} et al., Adv. Appl. Stat. 53, No. 4, 441--456 (2018; Zbl 07094535) Full Text: DOI OpenURL
Dong, Yinghui; Yuen, Kam Chuen; Wang, Guojing Regime-switching pure jump processes and applications in the valuation of mortality-linked products. (English) Zbl 1388.49020 Commun. Stat., Theory Methods 47, No. 6, 1372-1391 (2018). MSC: 49K15 44A10 47D07 60J10 93E20 PDF BibTeX XML Cite \textit{Y. Dong} et al., Commun. Stat., Theory Methods 47, No. 6, 1372--1391 (2018; Zbl 1388.49020) Full Text: DOI OpenURL
Dong, Yinghui; Wang, Guojing The dependence of assets and default threshold with thinning-dependence structure. (English) Zbl 1364.49020 J. Ind. Manag. Optim. 8, No. 2, 391-410 (2012). MSC: 49K15 44A10 47D07 PDF BibTeX XML Cite \textit{Y. Dong} and \textit{G. Wang}, J. Ind. Manag. Optim. 8, No. 2, 391--410 (2012; Zbl 1364.49020) Full Text: DOI OpenURL
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi Risk measures: rationality and diversification. (English) Zbl 1246.91029 Math. Finance 21, No. 4, 743-774 (2011). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B02 91B30 47N30 PDF BibTeX XML Cite \textit{S. Cerreia-Vioglio} et al., Math. Finance 21, No. 4, 743--774 (2011; Zbl 1246.91029) Full Text: DOI OpenURL