Concepedia

Jia-an Yan

JY

Statistics

Publications

6

Citations

354

H-Index

6

Active since

2002

Affiliations

Chinese Academy of Sciences(Current)

University of Amsterdam

University of Hong Kong

Academy of Mathematics and Systems Science

Chinese University of Hong Kong

Jia-an Yan is an author at Chinese Academy of Sciences specializing in probability theory, engineering, and large deviations.

Top concepts

EngineeringProbabilityStatisticsLarge DeviationsInsuranceManagementRisk ManagementStochastic AnalysisStochastic CalculusStochastic Processes

Publications per year

2002–2013

6

Publications

6

OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY

Carole Bernard, Xuedong He, Jia-an Yan et al. · Mathematical Finance · 2013 · 120 citations

Engineering, Health Insurance Design, Revealed Preference +17

Precise large deviations for sums of random variables with consistently varying tails

Kai Wang Ng, Qihe Tang, Jia-an Yan et al. · Journal of Applied Probability · 2004 · 112 citations

Large Deviations, Precise Large Deviations, Random Variables +11

Precise large deviations for the prospective-loss process

Kai Wang Ng, Qihe Tang, Jia-an Yan et al. · Journal of Applied Probability · 2003 · 38 citations

Large Deviations, Insurance Distribution, Precise Large Deviations +14

Optimal Insurance Design Under Rank-Dependent Expected Utility

Carole Bernard, Xue Dong He, Jia-an Yan et al. · SSRN Electronic Journal · 2012 · 33 citations · Full text

A sharp inequality for the tail probabilities of sums of i.i.d. r.v.’s with dominatedly varying tails

Qihe Tang, Jia-an Yan · Science in China Series A Mathematics · 2002 · 30 citations

Large Deviations, Engineering, Sharp Inequality +5

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