Jingping Yang

Peking University - School of Mathematical Sciences

Peking

China

SCHOLARLY PAPERS

2

DOWNLOADS

171

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Worst-Case Range Value-at-Risk with Partial Information

Number of pages: 35 Posted: 21 Feb 2017
Lujun Li, Hui Shao, Ruodu Wang and Jingping Yang
Peking University, National University of Singapore (NUS) - Risk Management Institute, University of Waterloo - Department of Statistics and Actuarial Science and Peking University - School of Mathematical Sciences
Downloads 164 (197,904)
Citation 3

Abstract:

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model uncertainty, risk aggregation, Range Value-at-Risk, Value-at-Risk, Tail Value-at-Risk, convex order

2.

Asymptotic Expansion for the Transition Densities of Stochastic Differential Equations Driven by the Gamma Processes

Number of pages: 31 Posted: 06 Apr 2020
Fan Jiang, Xin Zang and Jingping Yang
Peking University, Peking University and Peking University - School of Mathematical Sciences
Downloads 7 (655,127)

Abstract:

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