Research Output per year

## 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

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

Open Access

File

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

Open Access

File

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