Precise large deviations for compound random sums in the presence of dependence structures. - Yang Yang 021; Remigijus Leipus; Jonas Siaulys (Comput. Math. Appl., 2012)

On the ruin probability in a dependent discrete time risk model with insurance and financial risks. - Yang Yang 021; Remigijus Leipus; Jonas Siaulys (J. Comput. Appl. Math., 2012)

Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return. - Yang Yang 021; Zhimin Zhang 009; Tao Jiang 001; Dongya Cheng (J. Comput. Appl. Math., 2015)

Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations. - Yang Yang 021; Ting Zhang; Kam Chuen Yuen (J. Comput. Appl. Math., 2017)

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 021; Xinzhi Wang; Xiaonan Su; Aili Zhang (Complex., 2019)

Sharp asymptotics for large portfolio losses under extreme risks. - Qihe Tang; Zhaofeng Tang; Yang Yang 021 (Eur. J. Oper. Res., 2019)

Large portfolio losses in a turbulent market. - Qihe Tang; Zhiwei Tong; Yang Yang 021 (Eur. J. Oper. Res., 2021)

Asymptotics for credit portfolio losses due to defaults in a multi-sector model. - Shaoying Chen; Yang Yang 021; Zhimin Zhang 009 (Ann. Oper. Res., 2024)