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Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 19
作者:  Shi, Ruoshi;  Zhao, Yanlong;  Bao, Ying;  Peng, Cheng
收藏  |  浏览/下载：67/0  |  提交时间：2023/02/07
Counterparty credit exposure  VaR  CVaR  Sensitivity  Greeks  
Economic exposure to regional value chain disruptions: evidence from Wuhan's lockdown in China 期刊论文
REGIONAL STUDIES, 2022, 页码: 12
作者:  Tian, Kailan;  Zhang, Zhuoying;  Zhu, Lingxiu;  Yang, Cuihong;  He, Jianwu;  Li, Shantong
收藏  |  浏览/下载：69/0  |  提交时间：2023/02/07
economic exposure  Covid-19  input-output model  regional value chains  disaster impact analysis  
Analytical Expressions to Counterparty Credit Risk Exposures for Interest Rate Derivatives 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2022, 卷号: 38, 期号: 2, 页码: 254-270
作者:  Li, Shuang;  Peng, Cheng;  Bao, Ying;  Zhao, Yan-long;  Cao, Zhen
收藏  |  浏览/下载：108/0  |  提交时间：2022/06/21
forward rate agreement  counterparty credit risk  expected exposure  potential future exposure  
Infection rate models for COVID-19: Model risk and public health news sentiment exposure adjustments 期刊论文
PLOS ONE, 2021, 卷号: 16, 期号: 6, 页码: 39
作者:  Chalkiadakis, Ioannis;  Yan, Hongxuan;  Peters, Gareth W.;  Shevchenko, Pavel, V
收藏  |  浏览/下载：125/0  |  提交时间：2021/10/26
Explicit expressions to counterparty credit exposures for Forward and European Option 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 52, 页码: 14
作者:  Li, Shuang;  Peng, Cheng;  Bao, Ying;  Zhao, Yanlong
收藏  |  浏览/下载：137/0  |  提交时间：2020/05/24
Counterparty credit exposure  Explicit expressions  Forward  European Option  
Extreme-value sampling design is cost-beneficial only with a valid statistical approach for exposure-secondary outcome association analyses 期刊论文
STATISTICAL METHODS IN MEDICAL RESEARCH, 2020, 卷号: 29, 期号: 2, 页码: 466-480
作者:  Zhang, Hang;  Bi, Wenjian;  Cui, Yuehua;  Chen, Honglei;  Chen, Jinbo;  Zhao, Yanlong;  Kang, Guolian
收藏  |  浏览/下载：173/0  |  提交时间：2020/05/24
Secondary outcome  exposure  extreme-value sampling design  primary outcome  cost-effective  
Does Moxa Smoke Have Significant Effect on the Acupuncturist's Respiratory System? A Population-Based Study 期刊论文
EVIDENCE-BASED COMPLEMENTARY AND ALTERNATIVE MEDICINE, 2019, 卷号: 2019, 页码: 10
作者:  Yu, Chang;  Zhang, Ning;  Zhu, Weikang;  Zhang, Yueyue;  Yang, Jiao;  Wang, Yong;  Song, Xiaoge;  Hu, Ling;  Wu, Zijian;  Liu, Qi;  Tang, Yong;  Wu, Qiaofeng;  Yu, Shuguang
收藏  |  浏览/下载：277/0  |  提交时间：2020/01/10
Strategic allocation of test units in an accelerated degradation test plan 期刊论文
JOURNAL OF QUALITY TECHNOLOGY, 2019, 卷号: 51, 期号: 1, 页码: 64-80
作者:  Ye, Zhi-Sheng;  Hu, Qingpei;  Yu, Dan
收藏  |  浏览/下载：165/0  |  提交时间：2019/03/11
compromise test plan  general path model  large sample approximate variance  order statistics  random initial degradation  reliability  
Partially varying coefficient single-index additive hazard models 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2015, 卷号: 67, 期号: 5, 页码: 817-841
作者:  Wang, Xuan;  Wang, Qihua;  Zhou, Xiao-Hua Andrew
收藏  |  浏览/下载：150/0  |  提交时间：2018/07/30
Varying coefficient  Partially linear single-index  Two sets of estimating functions  Iteration  Asymptotic normality  
Pesticide Use Modifies the Association Between Genetic Variants on Chromosome 8q24 and Prostate Cancer 期刊论文
CANCER RESEARCH, 2010, 卷号: 70, 期号: 22, 页码: 9224-9233
作者:  Koutros, Stella;  Freeman, Laura E. Beane;  Berndt, Sonja I.;  Andreotti, Gabriella;  Lubin, Jay H.;  Sandler, Dale P.;  Hoppin, Jane A.;  Yu, Kai;  Li, Qizhai;  Burdette, Laura A.;  Yuenger, Jeffrey;  Yeager, Meredith;  Alavanja, Michael C. R.
收藏  |  浏览/下载：109/0  |  提交时间：2018/07/30