Concepedia

Yisub Kye

YK

Statistics

Publications

3

Citations

61

H-Index

3

Active since

2019

Affiliations

York University(Current)

Purdue University West Lafayette

Yisub Kye is an author at York University specializing in statistics, risk management, and finance.

Top concepts

FinanceStatisticsRisk ManagementBusinessEconomicsAccountingManagementEngineeringProbabilityFinancial Risk

Publications per year

2019–2020

3

Publications

3

Computing the Gini index: A note

Edward Furman, Yisub Kye, Jianxi Su · Economics Letters · 2019 · 26 citations

Index System, Gini Index, Discrete Mathematics +3

Multiplicative background risk models: Setting a course for the idiosyncratic risk factors distributed phase-type

Edward Furman, Yisub Kye, Jianxi Su · Insurance Mathematics and Economics · 2020 · 24 citations

Engineering, Risk Model Validation, Risk Management +6

A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited

Edward Furman, Yisub Kye, Jianxi Su · North American Actuarial Journal · 2020 · 11 citations

Financial Risk Management, Risk Metric, Asset Allocation +21

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