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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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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
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 journalArticle

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 journalArticle

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 journalArticle

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 journalArticle

Generalized Hyperbolic Distribution
Multivariate Distribution
Conditioning
Transform
Lower bound