Fan Yang
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Person:6171952
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Testing the Multivariate Regular Variation Model Journal of Business and Economic Statistics | 2024-10-11 | Paper |
| Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation Annals of Operations Research | 2024-09-03 | Paper |
| Estimation of the adjusted standard-deviatile for extreme risks Scandinavian Journal of Statistics | 2024-05-14 | Paper |
| Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks Insurance Mathematics & Economics | 2023-07-18 | Paper |
Research outcomes over time
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