Ang Li

Western University, Canada

SCHOLARLY PAPERS

2

DOWNLOADS

145

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Simulation Methods for Compound Distributions

Number of pages: 38 Posted: 15 Mar 2022
Ang Li and Jiandong Ren
Western University, Canada and University of Western Ontario
Downloads 116 (440,126)

Abstract:

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Compound distribution, simulation, variance reduction method, tail probability, mean excess loss

2.

Bivariate Compound Tail Probabilities and Their Bounds for the Assessment of Required Capital

Number of pages: 27 Posted: 22 Sep 2022
Western University, Canada, University of Western Ontario and Western University
Downloads 29 (870,197)

Abstract:

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bivariate distribution, compound sum, required capital, joint tail probability, value at risk, estimates