//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Insurance / Mathematics & economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Yang, Fan"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
5
Portfolio-Management
5
Risikomanagement
5
Risikomaß
5
Risk management
5
Risk measure
5
Risiko
4
Risk
4
Ausreißer
3
Measurement
3
Messung
3
Outliers
3
Theorie
3
Theory
3
Capital income
2
Estimation theory
2
Kapitaleinkommen
2
Multivariate Verteilung
2
Multivariate distribution
2
Schätztheorie
2
Statistical distribution
2
Statistische Verteilung
2
(extended) regular variation
1
Asymptotic analysis
1
Asymptotic expansions
1
Asymptotics
1
Copula
1
Diversification
1
Estimation
1
Expectiles
1
Extreme value statistics
1
Extreme values
1
FGM copula
1
Generalized shortfall risk measure
1
Haezendonck-Goovaerts risk measure
1
Heavy tail
1
Heavy tails
1
Joint Expected Shortfall
1
Max-domain of attraction
1
Multivariate regularly variation
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Undetermined
2
Author
All
Yang, Fan
8
Tang, Qihe
5
Mao, Tiantian
2
Nam, Hee Seok
2
Tan, Ken Seng
2
Chen Zhou
1
Cui, Hengxin
1
Fan, Yang
1
Ji, Liuyan
1
Stupfler, Gilles
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
NBER working paper series
5
Chinese economic studies : a journal of translations
4
IMF Working Paper
4
IMF working papers
4
Journal of financial economics
4
NBER Working Paper
4
NBER Working Papers
4
Working paper / National Bureau of Economic Research, Inc.
4
IES Working Paper
3
IES working paper
3
Insurance: Mathematics and Economics
3
Technological forecasting & social change : an international journal
3
The European journal of health economics : HEPAC ; health economics in prevention and care
3
China finance review international
2
Chinese Economy
2
Emerging markets, finance and trade : EMFT
2
Entrepreneurship research journal : ERJ
2
Games
2
Health Economics
2
Institute for Prospective Technological Studies Digital Economy Working Paper
2
Institute for Prospective Technological Studies digital economy working paper
2
International Review of Financial Analysis
2
International journal of project organisation & management : IJPOM
2
International review of financial analysis
2
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
2
Scandinavian actuarial journal
2
The journal of finance : the journal of the American Finance Association
2
The review of economics and statistics
2
University of Connecticut School of Business Research Paper
2
Working paper / National Bureau of Economic Research, Inc
2
2014 Meeting Papers
1
52nd Annual Conference, Stuttgart, Germany, September 26-28, 2012
1
ASTIN bulletin : the journal of the International Actuarial Association
1
Accounting and finance
1
Applied economics letters
1
Asia & the Pacific Policy Studies
1
Astin bulletin : the journal of the International Actuarial Association
1
Business history
1
CHE research paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
OLC EcoSci
2
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
2
Asymptotic analysis of portfolio diversification
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
;
Chen Zhou
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 302-325
Persistent link: https://www.econbiz.de/10013380569
Saved in:
3
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
4
On the Haezendonck-Goovaerts risk measure for extreme risks
Tang, Qihe
;
Fan, Yang
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 217-227
Persistent link: https://www.econbiz.de/10009501684
Saved in:
5
Risk concentration based on Expectiles for extreme risks under FGM copula
Mao, Tiantian
;
Yang, Fan
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 429-439
Persistent link: https://www.econbiz.de/10011398136
Saved in:
6
Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function
Tang, Qihe
;
Yang, Fan
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 311-320
Persistent link: https://www.econbiz.de/10010469980
Saved in:
7
On the Haezendonck–Goovaerts risk measure for extreme risks
Tang, Qihe
;
Yang, Fan
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 217-228
Persistent link: https://www.econbiz.de/10009818877
Saved in:
8
Characterization of upper comonotonicity via tail convex order
Nam, Hee Seok
;
Tang, Qihe
;
Yang, Fan
- In:
Insurance / Mathematics & economics
48
(
2011
)
3
,
pp. 368-373
Persistent link: https://www.econbiz.de/10008989292
Saved in:
9
Characterization of upper comonotonicity via tail convex order
Nam, Hee Seok
;
Tang, Qihe
;
Yang, Fan
- In:
Insurance / Mathematics & economics
48
(
2011
)
3
,
pp. 368-374
Persistent link: https://www.econbiz.de/10008884576
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->