Projects per year
Search results
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Active
Interplay of Heavy-tailedness and Tail dependence in extreme systemic risks: from static to dynamic evaluation
Liu, J., Chen, Y., Li, W. & Yi, Q.
1/07/23 → 30/06/26
Project: Internal Research Project
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Systemic risk Under Catastrophe Risk:An asymptotic approach
1/01/23 → 31/12/25
Project: Governmental Research Project
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Empirical asset pricing using machine learning and deep learning techniques
Ji, Q., Ding, X., Jiang, H. & Liu, J.
1/09/22 → 31/08/25
Project: Internal Research Project
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Finished
Risk Contagion under Catastrophe:?Quantitative?analysis and its applications in Risk Management
Liu, J., Wang, Y. & Gong, Y.
1/10/21 → 30/09/23
Project: Governmental Research Project
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On the exact and asymptotic distributions of the likelihood ratio for some commonly used survival models with censoring
1/01/19 → 31/12/21
Project: Governmental Research Project
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Some frontier?problems on the?reliability analysis for?one-shot device
1/07/18 → 30/06/21
Project: Governmental Research Project
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A Multifaceted Study of Quantitative Risk Management: Interplay of Dependent Insurance and Financial Risks.
Liu, J., Yang, Y., Zhang, Y. & Chen, Y.
1/07/18 → 31/12/22
Project: Internal Research Project