1 citations · 1 across the 4 of their papers we have counts for
4 papers
Staffing under Taylor's Law: A Unifying Framework for Bridging Square-root and Linear Safety Rules
L. Jeff Hong, Weihuan Huang, Jiheng Zhang +1
Staffing rules are an essential management tool in service industries for meeting target service levels. The square-root safety rule, based on the Poisson arrival assumption, has b…
Monte-Carlo Estimation of CoVaR
Weihuan Huang, Nifei Lin, L. Jeff Hong
is one of the most important measures of financial systemic risks. It is defined as the risk of a financial portfolio conditional on another financial portfolio being…
Almost Sure Central Limit Theorem in Sub-linear Expectation Spaces
Weihuan Huang, Panyu Wu
Peng (2006) initiated a new kind of central limit theorem under sub-linear expectations. Song (2017) gave an estimate of the rate of convergence of Peng's central limit theorem. Ba…
On Independence for Capacities to Fit Ellsberg's Model with a Weak Law of Large Numbers
Weihuan Huang, Yiwei Lin
This paper introduces new notions of Fubini independence and Exponential independence of random variables under capacities to fit Ellsberg's model, and finds out the relations betw…