On the Parisian ruin of the dual Lévy risk model. - Chen Yang 012; Kristina P. Sendova; Zhong Li (J. Appl. Probab., 2017)

Clustering of financial instruments using jump tail dependence coefficient. - Chen Yang 012; Wenjun Jiang; Jiang Wu; Xin Liu 110; Zhichuan Li (Stat. Methods Appl., 2018)