Edit Profile (opens in new tab) Yang, Sharon S. Compute Distance To: Compute Author ID: yang.sharon-s Published as: Yang, Sharon S. Documents Indexed: 23 Publications since 1977 Co-Authors: 16 Co-Authors with 12 Joint Publications 60 Co-Co-Authors all top 5 Co-Authors 2 single-authored 5 Duan, Changkui 4 Huang, Hong-Chih 3 Wang, Chou-Wen 2 Dai, Tian-Shyr 2 Huang, Jr-Wei 2 Yue, Jack C. 1 Bhattacharya, P. K. 1 Chang, Chuang-Chang 1 Chen, Fen-Ying 1 Cheng, Hung-Wen 1 Chernoff, Herman 1 David, Herbert Aron 1 Ho, Hwai-Chung 1 Huang, Yu-Lieh 1 Liu, Fang-I 1 Liu, Liang-Chih 1 Min, Wanli 1 O’Connell, Michael J. 1 Siepman, H. R. 1 Tang, Chun-Hua 1 Tsai, Jeffrey Tzuhao 1 Xia, Shangda 1 Yang, Xiaosong 1 Yeh, Yu-Yun 1 Yueh, Meng-Lan all top 5 Serials 8 Insurance Mathematics & Economics 3 Chaos, Solitons and Fractals 3 The Annals of Statistics 2 Quantitative Finance 1 Physics Letters. A 1 Statistica Neerlandica 1 Communications in Statistics. Theory and Methods 1 Journal of Physics A: Mathematical and General 1 Engineering Analysis with Boundary Elements 1 ASTIN Bulletin 1 North American Actuarial Journal all top 5 Fields 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Statistics (62-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Probability theory and stochastic processes (60-XX) 2 Ordinary differential equations (34-XX) 2 Systems theory; control (93-XX) 1 Partial differential equations (35-XX) 1 Numerical analysis (65-XX) 1 Astronomy and astrophysics (85-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 21 Publications have been cited 107 times in 82 Documents Cited by ▼ Year ▼ Generalized synchronization in chaotic systems. Zbl 0946.34040Yang, S. S.; Duan, C. K. 75 1998 General distribution theory of the concomitants of order statistics. Zbl 0367.62017Yang, S. S. 44 1977 Pricing and securitization of multi-country longevity risk with mortality dependence. Zbl 1284.91556Yang, Sharon S.; Wang, Chou-Wen 34 2013 Nonparametric estimation of the slope of a truncated regression. Zbl 0522.62031Bhattacharya, P. K.; Chernoff, Herman; Yang, S. S. 30 1983 Error estimation for boundary element method. Zbl 0940.65129Liang, M. T.; Chen, J. T.; Yang, S. S. 25 1999 Distribution and expected value of the rank of a concomitant of an order statistics. Zbl 0356.62040David, H. A.; O’Connell, M. J.; Yang, S. S. 24 1977 Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models. Zbl 1231.91254Yang, Sharon S.; Yue, Jack C.; Huang, Hong-Chih 20 2010 A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions. Zbl 1284.91279Yang, Sharon S.; Dai, Tian-Shyr 19 2013 Synchronizing hyperchaos with a scalar signal by parameter controlling. Zbl 1043.37502Duan, C. K.; Yang, S. S. 14 1997 Modeling multi-country mortality dependence and its application in pricing survivor index swaps – a dynamic copula approach. Zbl 1348.62249Wang, Chou-Wen; Yang, Sharon S.; Huang, Hong-Chih 12 2015 Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks. Zbl 1348.91138Dai, Tian-Shyr; Yang, Sharon S.; Liu, Liang-Chih 10 2015 A mathematical theory of synchronization by self-feedback. Zbl 0921.93023Yang, S. S.; Duan, C. K. 9 1997 Intertwined basins of attraction in systems of O. D. E. Zbl 0953.34050Yang, Xiao-Song; Yang, S. S.; Duan, C. K. 7 1999 Valuation of the interest rate guarantee embedded in defined contribution pension plans. Zbl 1141.91554Yang, Sharon S.; Yueh, Meng-Lan; Tang, Chun-Hua 5 2008 On bootstrapping a class of differentiable statistical functionals with applications to L- and M-estimates. Zbl 0614.62017Yang, S.-S. 4 1986 Feedback-control to realize and stabilize chaos synchronization. Zbl 1047.93514Duan, C. K.; Yang, S. S.; Min, Wanli; Xia, Shangda 3 1998 Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance. Zbl 1402.91820Wang, Chou-Wen; Yang, Sharon S.; Huang, Jr-Wei 3 2017 Generalized least squares estimation of multivariate nonlinear models with missing data. Zbl 0825.62174Siepman, H. R.; Yang, S.-S. 2 1994 Evaluating quantile reserve for equity-linked insurance in a stochastic volatility model long vs. short memory. Zbl 1235.91092Ho, Hwai-Chung; Yang, Sharon S.; Liu, Fang-I 2 2010 Price bounds of mortality-linked security in incomplete insurance market. Zbl 1296.91157Huang, Yu-Lieh; Tsai, Jeffrey Tzuhao; Yang, Sharon S.; Cheng, Hung-Wen 1 2014 Understanding patterns of mortality homogeneity and heterogeneity across countries and their role in modeling mortality dynamics and hedging longevity risk. Zbl 1465.91098Yang, Sharon S.; Yeh, Yu-Yun; Yue, Jack C.; Huang, Hong Chih 1 2021 Understanding patterns of mortality homogeneity and heterogeneity across countries and their role in modeling mortality dynamics and hedging longevity risk. Zbl 1465.91098Yang, Sharon S.; Yeh, Yu-Yun; Yue, Jack C.; Huang, Hong Chih 1 2021 Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance. Zbl 1402.91820Wang, Chou-Wen; Yang, Sharon S.; Huang, Jr-Wei 3 2017 Modeling multi-country mortality dependence and its application in pricing survivor index swaps – a dynamic copula approach. Zbl 1348.62249Wang, Chou-Wen; Yang, Sharon S.; Huang, Hong-Chih 12 2015 Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks. Zbl 1348.91138Dai, Tian-Shyr; Yang, Sharon S.; Liu, Liang-Chih 10 2015 Price bounds of mortality-linked security in incomplete insurance market. Zbl 1296.91157Huang, Yu-Lieh; Tsai, Jeffrey Tzuhao; Yang, Sharon S.; Cheng, Hung-Wen 1 2014 Pricing and securitization of multi-country longevity risk with mortality dependence. Zbl 1284.91556Yang, Sharon S.; Wang, Chou-Wen 34 2013 A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions. Zbl 1284.91279Yang, Sharon S.; Dai, Tian-Shyr 19 2013 Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models. Zbl 1231.91254Yang, Sharon S.; Yue, Jack C.; Huang, Hong-Chih 20 2010 Evaluating quantile reserve for equity-linked insurance in a stochastic volatility model long vs. short memory. Zbl 1235.91092Ho, Hwai-Chung; Yang, Sharon S.; Liu, Fang-I 2 2010 Valuation of the interest rate guarantee embedded in defined contribution pension plans. Zbl 1141.91554Yang, Sharon S.; Yueh, Meng-Lan; Tang, Chun-Hua 5 2008 Error estimation for boundary element method. Zbl 0940.65129Liang, M. T.; Chen, J. T.; Yang, S. S. 25 1999 Intertwined basins of attraction in systems of O. D. E. Zbl 0953.34050Yang, Xiao-Song; Yang, S. S.; Duan, C. K. 7 1999 Generalized synchronization in chaotic systems. Zbl 0946.34040Yang, S. S.; Duan, C. K. 75 1998 Feedback-control to realize and stabilize chaos synchronization. Zbl 1047.93514Duan, C. K.; Yang, S. S.; Min, Wanli; Xia, Shangda 3 1998 Synchronizing hyperchaos with a scalar signal by parameter controlling. Zbl 1043.37502Duan, C. K.; Yang, S. S. 14 1997 A mathematical theory of synchronization by self-feedback. Zbl 0921.93023Yang, S. S.; Duan, C. K. 9 1997 Generalized least squares estimation of multivariate nonlinear models with missing data. Zbl 0825.62174Siepman, H. R.; Yang, S.-S. 2 1994 On bootstrapping a class of differentiable statistical functionals with applications to L- and M-estimates. Zbl 0614.62017Yang, S.-S. 4 1986 Nonparametric estimation of the slope of a truncated regression. Zbl 0522.62031Bhattacharya, P. K.; Chernoff, Herman; Yang, S. S. 30 1983 General distribution theory of the concomitants of order statistics. Zbl 0367.62017Yang, S. S. 44 1977 Distribution and expected value of the rank of a concomitant of an order statistics. Zbl 0356.62040David, H. A.; O’Connell, M. J.; Yang, S. S. 24 1977 all cited Publications top 5 cited Publications all top 5 Cited by 146 Authors 9 Blake, David 7 Wang, Chou-Wen 5 Li, Johnny Siu-Hang 5 MacMinn, Richard D. 5 Tsai, Cary Chi-Liang 4 Haberman, Steven 4 Huang, Hong-Chih 4 Hunt, Andrew 4 Yang, Sharon S. 3 Gan, Guojun 3 Wang, Jennifer L. 3 Xu, Wei (David) 3 Ziveyi, Jonathan 2 Cairns, Andrew J. G. 2 de Jong, Piet 2 Godin, Frédéric 2 Hardy, Mary Rosalyn 2 Hsieh, Ming-hua 2 Leng, Xuan 2 Li, Jackie 2 Lin, Tzuling 2 Molent, Andrea 2 Peng, Liang 2 Regis, Luca 2 Russo, Emilio 2 Tan, Ken Seng 2 Tickle, Leonie 2 Trottier, Denis-Alexandre 2 Tsai, Chenghsien Jason 2 Villegas, Andrés M. 2 Wu, Adelaide Di 2 Xu, Jianhui 2 Zhou, Rui 1 Ahmadi, Seyed Saeed 1 Alonso-García, Jennifer 1 Arnold, Séverine 1 Bahl, Raj Kumari 1 Balasooriya, Uditha 1 Barigou, Karim 1 Brockett, Patrick L. 1 Chang, Le 1 Chen, Fen-Ying 1 Chen, Hua 1 Chen, Yen-Chih 1 Chen, Yuehuan 1 Chiu, Mei Choi 1 Chiu, Yu-Fen 1 Christiansen, Marcus Christian 1 Chuliá, Helena 1 Coleman, Conrad 1 Coleman, Thomas F. 1 Costabile, Massimo 1 Coughlan, Guy D. 1 Cox, Samuel H. jun. 1 Dai, Tian-Shyr 1 De Angelis, Paolo 1 De Marchis, Roberto 1 De Rosa, Clemente 1 Debón, Ana 1 Delong, Łukasz 1 Denuit, Michel M. 1 Dong, Bing 1 Dowd, Kevin 1 El Karoui, Nicole 1 Elliott, Robert James 1 Epstein, David 1 Feng, Runhuan 1 Forsyth, Peter A. 1 Gao, Huan 1 Glushko, Viktoriya 1 Goudenège, Ludovic 1 Gudkov, Nikolay 1 Guillen, Montserrat 1 Hainaut, Donatien 1 He, Lingyu 1 Hong, De-Chuan 1 Huang, Fei 1 Huang, Huaxiong 1 Huang, Jr-Wei 1 Ignatieva, Katja 1 Jallbjørn, Snorre 1 Jarner, Søren Fiig 1 Jevtić, Petar 1 Kaishev, Vladimir K. 1 Kang, Boda 1 Khalaf-Allah, Marwa 1 Kung, Ko-Lun 1 Kuo, Weiyu 1 Kwok, Yue-Kuen 1 Lai, Van Son 1 Landsman, Zinoviy M. 1 Lee, Yung-Tsung 1 Li, Hong 1 Liao, Xin 1 Lin, X. Sheldon 1 Lin, Yijia 1 Liu, Kai 1 Liu, Liang-Chih 1 Liu, Xiaoming 1 Liu, Yanxin ...and 46 more Authors all top 5 Cited in 13 Serials 41 Insurance Mathematics & Economics 12 ASTIN Bulletin 10 North American Actuarial Journal 5 Quantitative Finance 2 Journal of Computational and Applied Mathematics 2 Journal of Economic Dynamics & Control 2 Scandinavian Actuarial Journal 2 European Actuarial Journal 1 Statistics & Probability Letters 1 Nonlinear Dynamics 1 Decisions in Economics and Finance 1 Computational Management Science 1 Stochastics all top 5 Cited in 13 Fields 78 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 33 Statistics (62-XX) 10 Probability theory and stochastic processes (60-XX) 5 General and overarching topics; collections (00-XX) 3 Biology and other natural sciences (92-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Computer science (68-XX) 2 Systems theory; control (93-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year