Chen Yang

Wuhan University

Wuhan

China

SCHOLARLY PAPERS

4

DOWNLOADS

284

SSRN CITATIONS

7

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

A Statistical Methodology for Assessing the Maximal Strength of Tail Dependence

Number of pages: 29 Posted: 23 Mar 2020 Last Revised: 20 Mar 2023
Ning Sun, Chen Yang and Ricardas Zitikis
Agri-Food Analytics Lab, Wuhan University and Western University
Downloads 88 (508,743)
Citation 1

Abstract:

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copula, maximal tail dependence, statistical estimation, Kendall's distribution

2.

On Optimal Reinsurance Treaties in Cooperative Game under Heterogeneous Beliefs

Insurance: Mathematics and Economics, Forthcoming
Number of pages: 32 Posted: 22 Aug 2018 Last Revised: 19 Dec 2018
University of Calgary, University of Western Ontario, Wuhan University and University of Western Ontario
Downloads 88 (508,743)

Abstract:

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Cooperative Game, Heterogeneous Beliefs, Expected Utility, Pareto-optimal Reinsurance, Nash Equilibrium, Kalai-Smorodinsky Equilibrium

3.

Detecting Systematic Anomalies Affecting Systems When Inputs Are Stationary Time Series

Applied Stochastic Models in Business and Industry
Number of pages: 54 Posted: 09 Jan 2021 Last Revised: 11 Sep 2022
Ning Sun, Chen Yang and Ricardas Zitikis
Agri-Food Analytics Lab, Wuhan University and Western University
Downloads 84 (523,489)
Citation 1

Abstract:

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Control systems, anomaly detection, systematic errors, time series.

4.

Examining Annual Transitions in Healthcare Spending Among Medicare Beneficiaries Using Multistate Markov Models: Analysis of Medicare Current Beneficiary Survey Data, 2003-2019

Number of pages: 27 Posted: 05 Dec 2022
Mount Sinai Health System - Icahn School of Medicine, Mount Sinai Health System - Icahn School of Medicine, Mount Sinai Health System - Icahn School of Medicine, Wuhan University, Mount Sinai Health System - Department of Population Health Science and Policy, Mount Sinai Health System - Icahn School of Medicine and Mount Sinai Health System - Icahn School of Medicine
Downloads 24 (874,428)

Abstract:

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Healthcare cost, Medicare Current Beneficiary Survey, Medicare beneficiary, Multistate Markov model, Transition probability