Concepedia

Yang Yang

YY

32

Publications

808

Citations

19

H-Index

2006

Active since

Affiliations

Nanjing Audit University(Current)

Southeast University

Vilnius University

Soochow University

Suzhou University of Science and Technology

Yang Yang is an author at Nanjing Audit University specializing in probability theory, engineering, and finance.

Top concepts

ProbabilityEngineeringFinanceBusinessEconomicsStatisticsRisk ManagementInsuranceAsset PricingManagement

Publications per year

2006–2023

32

Publications

32

Tail behavior of the product of two dependent random variables with applications to risk theory

Yang Yang, Yuebao Wang · Extremes · 2012 · 86 citations

Economics, Engineering, Asset Pricing +11

Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims

Yang Yang, Yuebao Wang · Statistics & Probability Letters · 2009 · 51 citations

Economics, Financial Risk Management, Ruin Probability +7

Asymptotics for a bidimensional risk model with two geometric Lévy price processes

Yang Yang, Kaiyong Wang, Jiajun Liu et al. · Journal of Industrial and Management Optimization · 2018 · 45 citations · Full text

Economics, Option Pricing, Bidimensional Risk Model +12

Extremes and products of multivariate AC-product risks

Yang Yang, Enkelejd Hashorva · Insurance Mathematics and Economics · 2013 · 40 citations · Full text

Engineering, Product Safety, Risk Management +4

Tail probability of randomly weighted sums of subexponential random variables under a dependence structure

Yang Yang, Remigijus Leipus, Jonas Šiaulys · Statistics & Probability Letters · 2012 · 38 citations

Engineering, Dependence Structure, Subexponential Random Variables +5

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