Yang Yang

Orcid: 0000-0002-5679-7974

Affiliations:
  • Nanjing Audit University, Nanjing, China


According to our database1, Yang Yang authored at least 8 papers between 2012 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
Asymptotics for credit portfolio losses due to defaults in a multi-sector model.
Ann. Oper. Res., June, 2024

2021
Large portfolio losses in a turbulent market.
Eur. J. Oper. Res., 2021

2019
Sharp asymptotics for large portfolio losses under extreme risks.
Eur. J. Oper. Res., 2019

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

2017
Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations.
J. Comput. Appl. Math., 2017

2015
Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return.
J. Comput. Appl. Math., 2015

2012
On the ruin probability in a dependent discrete time risk model with insurance and financial risks.
J. Comput. Appl. Math., 2012

Precise large deviations for compound random sums in the presence of dependence structures.
Comput. Math. Appl., 2012


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