| 2017-07 |
MORE POWERFUL TESTS FOR SIMPLE‐ORDER TESTING PROBLEM WITH SCALE PARAMETERS IN GAMMA DISTRIBUTIONS |
conference |
|
| 2016-07 |
Nonparametric Importance Sampling for Portfolio Credit Risk with Extremal Dependence |
conference |
|
| 2009-07 |
Credit risk estimation under serially dependent factor model |
conference |
|
| 2009-05 |
Bayes and Empirical Bayes Approach to Estimate Default Probability and Asset Correlation |
conference |
|
| 2008 |
Calculating the Scores with Bimode for the Basic Competence Test in Taiwan |
conference |
|
| 2007 |
Tail Approximation of Asymmetric Factor for Portfolio Credit Risk |
conference |
|
| 2007 |
A powerful Test for Normal Variance about Order Hupotheses |
conference |
|
| 2007 |
Comparing Portfolio Credit Risk Methods on Diversification Effecet |
conference |
|
| 2006 |
Goodness-of-fit for Copula Model |
conference |
|
| 2005-08 |
Tail Probability Approximations with Student-t Distributed Idiosyncratic Risk Factor |
conference |
|
| 2004-09 |
Robustness of extreme Cridet Loss approximations |
conference |
|
| 2004 |
Evaluation of estimating value at risk by EVT |
conference |
|
| 2004 |
Value at Risk of HIEGARCH model-A case Study for TWD/USD Exchange Rate |
conference |
|
| 2004 |
Testing symmetry of a NIG distribution |
conference |
|
