Affiliation: | 1. Université de Lyon, Université Lyon 1, Institut Camille Jordan ICJ UMR 5208 CNRS, France;2. Université de Lyon, Université Lyon 1, Laboratoire SAF EA2429, France;1. Department of Finance, National Chung Cheng University, Minhsiung, 621, Taiwan;2. Risk and Insurance Research Center, National Chengchi University, Taipei, Taiwan;3. Department of Statistics and Actuarial Science, Simon Fraser University, Burnaby, BC V5A 1S6, Canada;1. China Financial Policy Research Center, School of Finance, Renmin University of China, No. 59 Zhongguancun Street, Haidian District, Beijing 100872, PR China;2. Department of Statistics and Actuarial Science, University of Iowa, 241 Schaeffer Hall, Iowa City, IA 52242, USA;3. Department of Risk Management, The Pennsylvania State University, 362 Business Building, University Park, PA 16802, USA;1. Department of Actuarial Science, Faculty of Business and Economics, University of Lausanne, CH-1015 Lausanne, Switzerland;2. Swiss Finance Institute, Lausanne, Switzerland;3. School of Risk and Actuarial Studies, UNSW Business School, University of New South Wales, Sydney, NSW 2052, Australia;4. Department of Statistics and Department of Mathematics, Purdue University, 150 N. University Street, West Lafayette, IN 47907, USA |