Login / Signup
Yang Yang
ORCID
Publication Activity (10 Years)
Years Active: 2017-2024
Publications (10 Years): 5
Top Topics
Closed Form Expressions
Portfolio Optimization
Market Data
Computational Model
Top Venues
Eur. J. Oper. Res.
Ann. Oper. Res.
J. Comput. Appl. Math.
Complex.
</>
Publications
</>
Shaoying Chen
,
Yang Yang
,
Zhimin Zhang
Asymptotics for credit portfolio losses due to defaults in a multi-sector model.
Ann. Oper. Res.
337 (1) (2024)
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)