3 papers
math.PR2026
Further Developments on Stochastic Dominance for Convex Combinations of Infinite-Mean Random Variables
Keyi Zeng, Zhenfeng Zou, Yuting Su +1
In recent years, stochastic dominance for independent and identically distributed (iid) infinite-mean random variables has received considerable attention. The literature has ident…
math.PR2025
Negative Dependence in Knockout Tournaments
Yuting Su, Zhenfeng Zou, Taizhong Hu
Negative dependence in tournaments has received attention in the literature. The property of negative orthant dependence (NOD) was proved for different tournament models with a spe…
q-fin.RM2025
Extreme-case Range Value-at-Risk under Increasing Failure Rate
Yuting Su, Taizhong Hu, Zhenfeng Zou
The extreme cases of risk measures, when considered within the context of distributional ambiguity, provide significant guidance for practitioners specializing in risk management o…