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Xuemiao Hao
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Cited by
Year
A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
X Hao, Q Tang
Insurance: Mathematics and Economics 43 (1), 116-120, 2008
872008
Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments
X Hao, Q Tang
Journal of Applied Probability 49 (4), 939-953, 2012
282012
Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation
X Hao, Q Tang
ASTIN Bulletin: The Journal of the IAA 39 (2), 479-494, 2009
182009
Finite-time survival probability and credit default swaps pricing under geometric Lévy markets
X Hao, X Li, Y Shimizu
Insurance: Mathematics and Economics 53 (1), 14-23, 2013
142013
On the maximum exceedance of a sequence of random variables over a renewal threshold
X Ha, Q Tang, L Wei
Journal of applied probability 46 (2), 559-570, 2009
102009
Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform
X Hao, X Li
Insurance: Mathematics and Economics 65, 103-110, 2015
52015
Evaluation of credit value adjustment in K-forward
X Hao, C Liang, L Wei
Insurance: Mathematics and Economics 76, 95-103, 2017
32017
Asymptotic tail probabilities of risk processes in insurance and finance
X Hao
The University of Iowa, 2009
12009
Evaluation of Credit Value Adjustment with a Random Recovery Rate via a Structural Default Model
X Hao, X Zhu
2015
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Articles 1–9