Milidonis, Andreas; Wang, Shaun Estimation of distress costs associated with downgrades using regime-switching models. (English) Zbl 1480.91291 N. Am. Actuar. J. 11, No. 4, 42-60 (2007). MSC: 91G20 PDF BibTeX XML Cite \textit{A. Milidonis} and \textit{S. Wang}, N. Am. Actuar. J. 11, No. 4, 42--60 (2007; Zbl 1480.91291) Full Text: DOI OpenURL
Wang, Shaun Normalized exponential tilting: pricing and measuring multivariate risks. (English) Zbl 1480.91249 N. Am. Actuar. J. 11, No. 3, 89-99 (2007). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{S. Wang}, N. Am. Actuar. J. 11, No. 3, 89--99 (2007; Zbl 1480.91249) Full Text: DOI OpenURL
Wang, Shaun S. “Understanding relationships using copulas” by Edward Frees and Emiliano Valdez, January 1998 (Discussion). (English) Zbl 1082.62545 N. Am. Actuar. J. 3, No. 1, 137-142 (1999). MSC: 62P05 62H99 PDF BibTeX XML Cite \textit{S. S. Wang}, N. Am. Actuar. J. 3, No. 1, 137--142 (1999; Zbl 1082.62545) Full Text: DOI OpenURL
Wang, Shaun An actuarial index of the right-tail risk. (English) Zbl 1081.62570 N. Am. Actuar. J. 2, No. 2, 88-101 (1998). MSC: 62P05 62E15 91B30 PDF BibTeX XML Cite \textit{S. Wang}, N. Am. Actuar. J. 2, No. 2, 88--101 (1998; Zbl 1081.62570) Full Text: DOI OpenURL