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Author

Yang Yang

ORCID: 0000-0002-1080-8658
Observed ORCID: 0000-0002-1080-8658
OpenAlex ID: A5018817764
Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims
2021 · Yang Yang, Xinzhi Wang, et al. · Nonlinear Analysis Modelling and Control · 11
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Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims
2023 · Yang Yang, Qi Su · Journal of Mathematical Analysis and Applications · 9
Asymptotics for ultimate ruin probability in a by-claim risk model
2021 · Aili Zhang, Shuang Liu, et al. · Nonlinear Analysis Modelling and Control · 9
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Ruin under Light-Tailed or Moderately Heavy-Tailed Insurance Risks Interplayed with Financial Risks
2023 · Yiqing Chen, Jiajun Liu, et al. · Methodology And Computing In Applied Probability · 7
Second Order Asymptotics for Infinite-Time Ruin Probability in a Compound Renewal Risk Model
2021 · Yang Yang, Xinzhi Wang, et al. · Methodology And Computing In Applied Probability · 5
Asymptotics for value at risk and conditional tail expectation of a portfolio loss
2020 · Xiaonan Su, Xinzhi Wang, et al. · Applied Stochastic Models in Business and Industry · 5
Nonparametric estimation of some dividend problems in the perturbed compound Poisson model
2022 · Yang Yang, Jiayi Xie, et al. · Probability in the Engineering and Informational Sciences · 4
Second-order asymptotics for discounted aggregate claims of continuous-time renewal risk models with constant interest force
2025 · Bingzhen Geng, Shijie Wang, et al. · Journal of Computational and Applied Mathematics · 3
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Valuation of guaranteed lifelong withdrawal benefit with the long-term care option
2024 · Yang Yang, Shaoying Chen, et al. · Insurance Mathematics and Economics · 3
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Second-Order Tail Behavior for Stochastic Discounted Value of Aggregate Net Losses in a Discrete-Time Risk Model
2022 · Yang Yang, Shuang Liu, et al. · Journal of Theoretical Probability · 3
On a perturbed compound Poisson model with varying premium rates
2016 · Zhimin Zhang, Yang Yang, et al. · Journal of Industrial and Management Optimization · 3
Asymptotics for a discounted systemic risk measure in a multi-dimensional risk model with dependent claim sizes and stochastic return
2025 · Yang Yang, Zhenyuan Xu, et al. · Journal of Multivariate Analysis · 2
A revisit to tail risk measures in the presence of bivariate regularly varying tailed insurance and financial risks
2025 · Yang Yang, Buyun Cheng, et al. · Nonlinear Analysis Modelling and Control · 2
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Asymptotic behavior of finite-time ruin probabilities in a bidimensional compound risk model
2025 · Jinjin Zhang, Yang Yang, et al. · Statistics & Probability Letters · 1
Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses
2024 · Hongxia Wang, Qi Su, et al. · Stochastics · 1
Asymptotic behavior of systemic risk measures in a bidimensional compound risk model
2026 · Yang Yang, Keya Zhang, et al. · Journal of Computational and Applied Mathematics
Asymptotic behavior for distortion risk measures in a bidimensional risk model
2026 · Yang Yang, Jingyi Gu · Communication in Statistics- Theory and Methods
Joint ruin probability and risk contagion measure in a quota-share reinsurance risk model: An asymptotic approach
2026 · Yang Yang, Rongshan Huang, et al. · Nonlinear Analysis Modelling and Control
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Efficient pricing and Greeks estimation for variable annuities under a multivariate OUSV model
2026 · Shaoying Chen, Zhenyu Cui, et al. · Insurance Mathematics and Economics
Pricing of mean-reverting climate risk hedging with delay factors under uncertainty
2025 · Rui MU, Yang Yang, et al. · SSRN Electronic Journal
Asymptotics for credit portfolio losses due to defaults in a multi-sector model
2024 · Shaoying Chen, Yang Yang, et al. · Annals of Operations Research
Works count: 21
Citation count: 68
H-index: 5
I10-index: 1
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