Jiaan Yan

Management Science and Operations Research · 2009

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 7 citations into it
• Finance — 5 citations into it

Whom Jiaan Yan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Shaun S. Wang

Papers from Jiaan Yan's perspective

Ordered by how strongly the researchers Jiaan Yan trusts endorse each paper. Same corpus, a different order for every researcher.

1. Convex measures of risk and trading constraints (Finance and Stochastics)
2. Premium Calculation by Transforming the Layer Premium Density
3. Comonotonicity and Maximal Stop-Loss Premiums
4. The Dual Theory of Choice under Risk
5. On law invariant coherent risk measures
6. Coherent Risk Measures on General Probability Spaces
7. Theory of Games and Economic Behavior
8. Dynamic Coherent Risk Measures
9. Controlled Markov processes and viscosity solutions
10. Utility maximization in incomplete markets

Their papers

• Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (2009) — 66 citations