Edit Profile (opens in new tab) Yang, Chen Co-Author Distance Author ID: 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 all top 5 Co-Authors 1 single-authored 5 Sendova, Kristina P. 3 Li, Zhong 2 Fang, Weiguo 2 Jiang, Wenjun 2 Sun, Ning 2 Zitikis, Ričardas 1 Alwan, Layth C. 1 Hong, Hanping 1 Li, Zhichuan 1 Liu, Xin 1 Ren, Jiandong 1 Sendova, Kristian P. 1 Zhang, Baofeng 1 Zhang, Ruixi all top 5 Serials 3 Insurance Mathematics & Economics 1 Computer Methods in Applied Mechanics and Engineering 1 Journal of Applied Probability 1 Statistics & Probability Letters 1 Annals of Operations Research 1 Communications in Statistics. Theory and Methods 1 Mathematical Methods of Statistics 1 International Transactions in Operational Research 1 Stochastic Models 1 ASTIN Bulletin 1 Statistical Methods and Applications all top 5 Fields 8 Probability theory and stochastic processes (60-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Statistics (62-XX) 2 Operations research, mathematical programming (90-XX) 1 Mechanics of deformable solids (74-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications 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 all cited Publications top 5 cited Publications all top 5 Cited by 85 Authors 8 Jiang, Wenjun 4 Ren, Jiandong 3 Yang, Chen 2 Chen, Ping 2 Chi, Yichun 2 Egídio dos Reis, Alfredo D. 2 Ghossoub, Mario 2 Hu, Duni 2 Li, Zhong 2 Liang, Xiaoqing 2 Rodríguez-Martínez, Eugenio V. 2 Wang, Hailong 2 Wang, Wenyuan 2 Zhu, Lingjiong 2 Zhuang, Shengchao 1 Bergel, Agnieszka I. 1 Boonen, Tim J. 1 Cardoso, Rui M. R. 1 Chen, Xu 1 Chen, Yu 1 Chen, Zhiping 1 Cui, Xiangyu 1 De Giovanni, Livia 1 De Luca, Giovanni 1 Di Lascio, F. Marta L. 1 Dibu, A. S. 1 Dimitrova, Dimitrina S. 1 Durante, Fabrizio 1 D’Urso, Pierpaolo 1 Fahim, Arash 1 Feng, Frank Y. 1 Fuchs, Sebastian L. 1 Goffard, Pierre-Olivier 1 Hofert, Marius 1 Hong, Hanping 1 Hu, Kang 1 Hu, Yijun 1 Huang, Yujuan 1 Jacob, M. J. 1 Kaishev, Vladimir K. 1 Kato, Shogo 1 Koike, Takaaki 1 Landriault, David 1 Lefèvre, Claude 1 Li, Jingchao 1 Li, Shuanming 1 Li, Xin 1 Liang, Zhihang 1 Liao, Yujie 1 Liu, Chaolin 1 Liu, Haibo 1 Liu, YongGe 1 Liu, Zhang 1 Lkabous, Mohamed Amine 1 Massari, Riccardo 1 Sendova, Kristian P. 1 Sendova, Kristina P. 1 Siu, Tak Kuen 1 Song, Zhanjie 1 Sun, Fuyun 1 Sun, Ning 1 Tan, Ken Seng 1 Tang, Qihe 1 Wang, Ning 1 Wang, Ruodu 1 Wang, Zijia 1 Xu, Ran 1 Yang, Peng 1 Yang, Yang 1 Young, Virginia R. 1 Yu, Wenguang 1 Zeng, Xudong 1 Zhang, Aili 1 Zhang, Qi 1 Zhang, WeiPing 1 Zhang, Yiying 1 Zhang, Zhimin 1 Zhao, Shouqi 1 Zhou, Jieming 1 Zhu, Guanxia 1 Zhu, Jinxia 1 Zhuo, Wenyan 1 Zitikis, Ričardas 1 Zou, Jushen 1 Zuccolotto, Paola all top 5 Cited in 18 Serials 10 Insurance Mathematics & Economics 7 Scandinavian Actuarial Journal 3 Communications in Statistics. Theory and Methods 2 Applied Mathematics and Computation 2 Annals of Operations Research 2 Probability in the Engineering and Informational Sciences 2 Stochastic Models 2 ASTIN Bulletin 2 European Actuarial Journal 1 Journal of Applied Probability 1 Journal of Computational and Applied Mathematics 1 International Journal of Approximate Reasoning 1 European Journal of Operational Research 1 Computational Statistics and Data Analysis 1 Mathematical Methods of Statistics 1 Mathematical Problems in Engineering 1 Methodology and Computing in Applied Probability 1 Journal of Industrial and Management Optimization all top 5 Cited in 11 Fields 37 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Probability theory and stochastic processes (60-XX) 9 Statistics (62-XX) 3 Systems theory; control (93-XX) 2 Integral equations (45-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 Field theory and polynomials (12-XX) 1 Partial differential equations (35-XX) 1 Integral transforms, operational calculus (44-XX) 1 Computer science (68-XX) 1 Mathematics education (97-XX) Citations by Year