19 citations · 48 across the 8 of their papers we have counts for
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q-fin.RM2020
Ordering and Inequalities for Mixtures on Risk Aggregation
Yuyu Chen, Peng Liu, Yang Liu +1
Aggregation sets, which represent model uncertainty due to unknown dependence, are an important object in the study of robust risk aggregation. In this paper, we investigate orderi…
stat.ME2020★ 18 cited
Stochastic Approximation Cut Algorithm for Inference in Modularized Bayesian Models
Yang Liu, Robert J. B. Goudie
Bayesian modelling enables us to accommodate complex forms of data and make a comprehensive inference, but the effect of partial misspecification of the model is a concern. One app…