Chen Yang

Orcid: 0000-0002-7759-1713

Affiliations:

Wuhan University, Economics and Management School, China
University of Western Ontario, Department of Statistical and Actuarial Sciences, London, ON, Canada (PhD 2015)

According to our database¹, Chen Yang authored at least 3 papers between 2017 and 2024.

Collaborative distances:

Timeline

Book In proceedings Article PhD thesis Dataset Other

2024

On an insurance ruin model with a causal dependence structure and perturbation.

[DOI]

J. Comput. Appl. Math., 2024

2018

Clustering of financial instruments using jump tail dependence coefficient.

[DOI]

Stat. Methods Appl., 2018

2017

On the Parisian ruin of the dual Lévy risk model.

[DOI]

J. Appl. Probab., 2017