Yang Yang
Nanjing Audit University
Prof. Yang Yang is a full professor at the Department of Statistics, School of Statistics and Data Science, Nanjing Audit University. Prof. Yang’s research interests include applied probability, statistics and actuarial science, risk management and insurance, financial economics and econometrics. His expertise centres on heavy-tailed distribution for insurance, finance, and risk management. He has published works at world-leading journals in applied probability, statistics and actuarial science and operations research such as European Journal of Operational Research, Insurance: Mathematics and Economics, ASTIN Bulletin, Scandinavian Actuarial Journal, Stochastic Process and their Applications, Journal of Applied Probability, Journal of Theoretical Probability, Extremes and Journal of Applied Statistics. He has been a Principal Investigator/Lead Chief Investigator of various major external grants.
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Articles by Yang Yang
Measuring tail operational risk in univariate and multivariate models with extreme losses
The authors consider operational risk models and derive limit behaviors for the value-at-risk and conditional tail expectation of aggregate operational risks in such models.