Research Output per year

## Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Multivariate Distribution
Mathematics

Generalized Hyperbolic Distribution
Mathematics

Elliptical Distribution
Mathematics

Lemma
Mathematics

Factor Models
Mathematics

Risk Factors
Mathematics

Lower bound
Mathematics

Random Vector
Mathematics

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Co Author Network
Recent external collaboration on country level. Dive into details by clicking on the dots.

## Research Output 2013 2019

## A note on joint mix random vectors

Xiao, Y. & Yao, J., 3 Apr 2019, In : Communications in Statistics - Theory and Methods.Research output: Contribution to journal › Article

Random Vector

Covariance matrix

Marginal Distribution

Gaussian distribution

Methodology

## An approximation method for risk aggregations and capital allocation rules based on additive risk factor models

Zhou, M., Dhaene, J. & Yao, J., Mar 2018, In : Insurance: Mathematics and Economics. 79, p. 92-100 9 p.Research output: Contribution to journal › Article

Factor Models

Risk Factors

Approximation Methods

Aggregation

Generalized gamma Distribution

## Closed-form approximations for spread options in Lévy markets

Van Belle, J., Vanduffel, S. & Yao, J., 29 Aug 2018, In : Applied Stochastic Models in Business and Industry.Research output: Contribution to journal › Article

Black-Scholes Model

Closed-form

Process Model

Approximation

Gamma Process

## Double trigger agricultural insurance products with weather index and yield index

Xiao, Y. & Yao, J., 23 Aug 2018, In : China Agricultural Economic Review.Research output: Contribution to journal › Article

insurance

Weather

Insurance

weather

Trigger

## On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality

Deng, X. & Yao, J., 2 Nov 2018, In : Communications in Statistics - Theory and Methods. 47, 21, p. 5346-5356 11 p.Research output: Contribution to journal › Article

Generalized Hyperbolic Distribution

Multivariate Distribution

Conditioning

Transform

Lower bound