A uniform asymptotic estimate for discounted aggregate claims with subexponential tails X Hao, Q Tang Insurance: Mathematics and Economics 43 (1), 116-120, 2008 | 88 | 2008 |
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 | 28 | 2012 |
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 | 18 | 2009 |
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 | 14 | 2013 |
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 | 10 | 2009 |
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 | 5 | 2015 |
Evaluation of credit value adjustment in K-forward X Hao, C Liang, L Wei Insurance: Mathematics and Economics 76, 95-103, 2017 | 4 | 2017 |
Asymptotic tail probabilities of risk processes in insurance and finance X Hao The University of Iowa, 2009 | 1 | 2009 |
Evaluation of Credit Value Adjustment with a Random Recovery Rate via a Structural Default Model X Hao, X Zhu | | 2015 |