Yang Yang

According to our database, Yang Yang authored at least 7 papers between 2012 and 2021.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2021

Large portfolio losses in a turbulent market.

Qihe Tang, Zhiwei Tong, Yang Yang

Eur. J. Oper. Res., 2021

2019

Sharp asymptotics for large portfolio losses under extreme risks.

Qihe Tang, Zhaofeng Tang, Yang Yang

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.

Yang Yang, Xinzhi Wang, Xiaonan Su, Aili Zhang

Complex., 2019

2017

Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations.

Yang Yang, Ting Zhang, Kam Chuen Yuen

J. Comput. Appl. Math., 2017

2015

Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return.

Yang Yang, Zhimin Zhang, Tao Jiang, Dongya Cheng

J. Comput. Appl. Math., 2015

2012

On the ruin probability in a dependent discrete time risk model with insurance and financial risks.

Yang Yang, Remigijus Leipus, Jonas Siaulys

J. Comput. Appl. Math., 2012

Precise large deviations for compound random sums in the presence of dependence structures.

Yang Yang, Remigijus Leipus, Jonas Siaulys

Comput. Math. Appl., 2012