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Fingerprint Dive into the research topics where Jing Yao is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Multivariate Distribution Mathematics
Generalized Hyperbolic Distribution Mathematics
Elliptical Distribution Mathematics
Lemma Mathematics
Coefficient of variation Mathematics
Factor Models Mathematics
Risk Factors Mathematics
Lower bound Mathematics

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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 journalArticle

Random Vector
Covariance matrix
Marginal Distribution
Gaussian distribution

On the equivalence of the coefficient of variation ordering and the lorenz ordering within two-parameter families

Xiao, Y. & Yao, J., 16 Oct 2019, Stochastic Models in Reliability, Network Security and System Safety: Essays Dedicated to Professor Jinhua Cao on the Occasion of His 80th Birthday. Springer Verlag, p. 285-294 10 p. (Communications in Computer and Information Science; vol. 1102).

Research output: Chapter in Book/Report/Conference proceedingChapter

Coefficient of variation
Two Parameters
Lorenz Curve
Life Distribution

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 journalArticle

Open Access
Factor Models
Risk Factors
Approximation Methods
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 journalArticle

Open Access
Black-Scholes Model
Process Model
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 journalArticle

Agricultural insurance