×
Author ID: yang.chen Recent zbMATH articles by "Yang, Chen"
Published as: Yang, Chen
External Links: ORCID
Documents Indexed: 13 Publications since 2014
Co-Authors: 11 Co-Authors with 10 Joint Publications
503 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

9 Publications have been cited 43 times in 41 Documents Cited by Year
On optimal reinsurance treaties in cooperative game under heterogeneous beliefs. Zbl 1419.91372
Jiang, Wenjun; Ren, Jiandong; Yang, Chen; Hong, Hanping
16
2019
The ruin time under the Sparre Andersen dual model. Zbl 1292.91096
Yang, Chen; Sendova, Kristina P.
10
2014
Parisian ruin with a threshold dividend strategy under the dual Lévy risk model. Zbl 1431.91345
Yang, Chen; Sendova, Kristina P.; Li, Zhong
5
2020
Dividend barrier strategy: proceed with caution. Zbl 1419.91382
Sendova, Kristina P.; Yang, Chen; Zhang, Ruixi
4
2018
Clustering of financial instruments using jump tail dependence coefficient. Zbl 1427.62124
Yang, Chen; Jiang, Wenjun; Wu, Jiang; Liu, Xin; Li, Zhichuan
3
2018
On the Parisian ruin of the dual Lévy risk model. Zbl 1416.91226
Yang, Chen; Sendova, Kristian P.; Li, Zhong
2
2017
A statistical methodology for assessing the maximal strength of tail dependence. Zbl 1459.62074
Sun, Ning; Yang, Chen; Zitikis, Ričardas
2
2020
On a perturbed dual risk model with dependence between inter-gain times and gain sizes. Zbl 1386.91081
Li, Zhong; Sendova, Kristina P.; Yang, Chen
1
2017
Financing a risk-averse manufacturer in a pull contract: early payment versus retailer investment. Zbl 07769672
Yang, Chen; Fang, Weiguo; Zhang, Baofeng
1
2021
Financing a risk-averse manufacturer in a pull contract: early payment versus retailer investment. Zbl 07769672
Yang, Chen; Fang, Weiguo; Zhang, Baofeng
1
2021
Parisian ruin with a threshold dividend strategy under the dual Lévy risk model. Zbl 1431.91345
Yang, Chen; Sendova, Kristina P.; Li, Zhong
5
2020
A statistical methodology for assessing the maximal strength of tail dependence. Zbl 1459.62074
Sun, Ning; Yang, Chen; Zitikis, Ričardas
2
2020
On optimal reinsurance treaties in cooperative game under heterogeneous beliefs. Zbl 1419.91372
Jiang, Wenjun; Ren, Jiandong; Yang, Chen; Hong, Hanping
16
2019
Dividend barrier strategy: proceed with caution. Zbl 1419.91382
Sendova, Kristina P.; Yang, Chen; Zhang, Ruixi
4
2018
Clustering of financial instruments using jump tail dependence coefficient. Zbl 1427.62124
Yang, Chen; Jiang, Wenjun; Wu, Jiang; Liu, Xin; Li, Zhichuan
3
2018
On the Parisian ruin of the dual Lévy risk model. Zbl 1416.91226
Yang, Chen; Sendova, Kristian P.; Li, Zhong
2
2017
On a perturbed dual risk model with dependence between inter-gain times and gain sizes. Zbl 1386.91081
Li, Zhong; Sendova, Kristina P.; Yang, Chen
1
2017
The ruin time under the Sparre Andersen dual model. Zbl 1292.91096
Yang, Chen; Sendova, Kristina P.
10
2014

Citations by Year