Jiao, Zhanyi

1. Testing mean and variance by e-processes
   2023/01/29 by Fan, Yixuan, Jiao, Zhanyi, Wang, Ruodu · 2 citations
   Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring #FOS: Mathematics #Probability (math.PR) #Statistical Methods in Clinical Trials #Statistics Theory (math.ST)
2. A reverse ES (CVaR) optimization formula
   2022/03/04 by Yuanying Guan, Guan, Yuanying, Zhanyi Jiao +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #FOS: Economics and business #Health Systems, Economic Evaluations, Quality of Life #Insurance, Mortality, Demography, Risk Management #Mathematical Finance (q-fin.MF) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization
3. An axiomatic theory for anonymized risk sharing
   2022/08/16 by Zhanyi Jiao, Jiao, Zhanyi, Yang Liu +4 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #Insurance and Financial Risk Management #Law, Economics, and Judicial Systems #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Theoretical Economics (econ.TH)