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Chunle Huang

Publications and source records attributed to Chunle Huang.

7 recordsLinked to original sources
arXiv2026

Comonotonic and moment matching approximations for sums of lognormal random variables

In this paper, based on the concept of weighted distribution, we introduce a kind of new approximations for sums of lognormal random variables, such that they are both comonotonic and moment matching. Numerical results show that the approximation performance of the newly presented approximations is, overall, comparable to the classical comonotonic approximations, but in terms of the right tail of the distribution of the original sum our approximations perform better than the classical comonotonic ones. Another contribution of this article is the establishment of the step-weighting theory for continuous random variables.

math.PR↗
arXiv2025

Distortion risk measures of sums of two counter-monotonic risks

In this paper, we will show that under certain conditions, associated to any fixed distortion function $g$, the distortion risk measure of a sum of two counter-monotonic risks can be expressed as the sum of two related distortion risk measures of the marginals involved, one associated to the original distortion function $g$ and the other associated to the dual distortion function of $g$. This result extends some of the work in \cite{Chaoubi et al. (2020)} and \cite{HLD} since the class of distortion risk measures includes the risk measure of VaR and TVaR as special cases.

q-fin.MF↗
arXiv2020

Some Kollar-Enoki type injectivity and Nadel type vanishing theorems on compact Kahler manifolds

In this paper we will first show some Kollar-Enoki type injectivity theorems on compact Kahler manifolds, by using the Hodge theory, the Bochner- Kodaira-Nakano identity and the analytic method provided by O. Fujino and S. Matsumura in [15, 25, 36, 39]. We have some straightforward corollaries. In particular, we will show that our main injectivity theorem implies several Nadel type vanishing theorems on smooth projective manifolds. Second, by applying the transcendental method, especially the Demailly-Peternell-Schneider equisingular approximation theorem and the Hormander L2 estimates, we will prove some Nakano-Demailly type and Nadel type vanishing theorems for holomorphic vector bundles on compact Kahler manifolds, twisted by pseudo-effective line bundles and multiplier ideal sheaves. As applications, we will show that our first main vanishing theorem generalizes the classical Nakano-Demailly vanishing theorem while the second one contains the famous Nadel vanishing theorem as a special case.

math.AG↗
arXiv2016

Logarithmic vanishing theorems on compact Kähler manifolds I

In this paper, we first establish an $L^2$-type Dolbeault isomorphism for logarithmic differential forms by Hörmander's $L^2$-estimates. By using this isomorphism and the construction of smooth Hermitian metrics, we obtain a number of new vanishing theorems for sheaves of logarithmic differential forms on compact Kähler manifolds with simple normal crossing divisors, which generalize several classical vanishing theorems, including Norimatsu's vanishing theorem, Gibrau's vanishing theorem, Le Potier's vanishing theorem and a version of the Kawamata-Viehweg vanishing theorem.

math.AG↗