Fan Yang

From MaRDI portal
Person:6171952

Available identifiers

zbMath Open yang.fan.33MaRDI QIDQ6171952

List of research outcomes





PublicationDate of PublicationType
Testing the Multivariate Regular Variation Model2024-10-11Paper
Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation2024-09-03Paper
Estimation of the adjusted standard-deviatile for extreme risks2024-05-14Paper
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks2023-07-18Paper

Research outcomes over time

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