Fan Yang

Management Science and Operations Research · with Tang · 2012

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

Whom Fan Yang trusts

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

  1. Jem N. Corcoran (in Management Science and Operations Research)

Papers from Fan Yang's perspective

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

  1. Modelling Extremal Events for Insurance and Finance
  2. Asymptotics for Risk Capital Allocations Based on Conditional Tail Expectation
  3. Some New Classes of Consistent Risk Measures
  4. Quantitative Risk Management: Concepts, Techniques, and Tools
  5. Risk Measures and Comonotonicity: A Review
  6. On law invariant coherent risk measures
  7. Stochastic Orders and Risk Measures: Consistency and Bounds
  8. Coherent Risk Measures on General Probability Spaces
  9. The Pricing of Options and Corporate Liabilities
  10. Inf-convolution of risk measures and optimal risk transfer (Finance and Stochastics)

Their papers