Han, Xia
- Diversification quotients based on VaR and ES
2023/01/09 by Xia Han, Liyuan Lin, Han, Xia +3 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #Probability and Risk Models #Insurance and Financial Risk Management #Financial Risk and Volatility Modeling
- Cash-subadditive risk measures without quasi-convexity
2021/10/23 by Xia Han, Han, Xia, Qiuqi Wang +5 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #FOS: Economics and business #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Choquet regularization for reinforcement learning
2022/08/17 by Han, Xia, Wang, Ruodu, Zhou, Xun Yu · 1 citation
#FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Mathematical Finance (q-fin.MF)
- Optimal insurance design with Lambda-Value-at-Risk
2024/08/19 by Boonen, Tim J., Chen, Yuyu, Han, Xia +1 · 1 citation
#FOS: Economics and business #Risk Management (q-fin.RM)
- Robustness Assessment and Enhancement of Text Watermarking for Google's SynthID
2025/08/27 by Han, Xia, Li, Qi, Ni, Jianbing +1 · 4 citations
#Computation and Language (cs.CL) #Cryptography and Security (cs.CR) #FOS: Computer and information sciences
- Diversification quotients: Quantifying diversification via risk measures
2022/06/28 by Xia Han, Han, Xia, Liyuan Lin +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #Financial Markets and Investment Strategies #Risk Management (q-fin.RM) #Risk and Portfolio Optimization