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Yang Yang
ORCID
Publication Activity (10 Years)
Years Active: 2017-2021
Publications (10 Years): 4
Top Topics
Portfolio Optimization
Posterior Probability
Expected Values
Market Data
Top Venues
Eur. J. Oper. Res.
J. Comput. Appl. Math.
Complex.
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Publications
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Qihe Tang
,
Zhiwei Tong
,
Yang Yang
Large portfolio losses in a turbulent market.
Eur. J. Oper. Res.
292 (2) (2021)
Yang Yang
,
Xinzhi Wang
,
Xiaonan Su
,
Aili Zhang
Asymptotic Behavior of Ruin Probabilities in an Insurance Risk Model with Quasi-Asymptotically Independent or Bivariate Regularly Varying-Tailed Main Claim and By-Claim.
Complex.
2019 (2019)
Qihe Tang
,
Zhaofeng Tang
,
Yang Yang
Sharp asymptotics for large portfolio losses under extreme risks.
Eur. J. Oper. Res.
276 (2) (2019)
Yang Yang
,
Ting Zhang
,
Kam Chuen Yuen
Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations.
J. Comput. Appl. Math.
321 (2017)