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Chen Yang
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Year
Measuring firm size in empirical corporate finance
C Dang, ZF Li, C Yang
Journal of banking & finance 86, 159-176, 2018
8502018
On optimal reinsurance treaties in cooperative game under heterogeneous beliefs
W Jiang, J Ren, C Yang, H Hong
Insurance: Mathematics and Economics 85, 173-184, 2019
312019
The ruin time under the Sparre-Andersen dual model
C Yang, KP Sendova
Insurance: Mathematics and Economics 54, 28-40, 2014
222014
Parisian ruin with a threshold dividend strategy under the dual Lévy risk model
C Yang, KP Sendova, Z Li
Insurance: Mathematics and Economics 90, 135-150, 2020
112020
A maximal tail dependence-based clustering procedure for financial time series and its applications in portfolio selection
X Liu, J Wu, C Yang, W Jiang
Risks 6 (4), 115, 2018
82018
Clustering of financial instruments using jump tail dependence coefficient
C Yang, W Jiang, J Wu, X Liu, Z Li
Statistical Methods & Applications 27, 491-513, 2018
72018
Detecting systematic anomalies affecting systems when inputs are stationary time series
N Sun, C Yang, R Zitikis
Applied Stochastic Models in Business and Industry 38 (3), 512-544, 2022
42022
A statistical methodology for assessing the maximal strength of tail dependence
N Sun, C Yang, R Zitikis
ASTIN Bulletin: The Journal of the IAA 50 (3), 799-825, 2020
42020
Dividend barrier strategy: Proceed with caution
KP Sendova, C Yang, R Zhang
Statistics & Probability Letters 137, 157-164, 2018
42018
On the Parisian ruin of the dual Lévy risk model
C Yang, KP Sendova, Z Li
Journal of Applied Probability 54 (4), 1193-1212, 2017
42017
Tail maximal dependence in bivariate models: estimation and applications
N Sun, C Yang, R Zitikis
Mathematical Methods of Statistics 31 (4), 170-196, 2022
22022
On a perturbed dual risk model with dependence between inter-gain times and gain sizes
Z Li, KP Sendova, C Yang
Communications in Statistics-Theory and Methods 46 (21), 10507-10517, 2017
22017
The discounted moments of the surplus after the last innovation before ruin under the dual risk model
C Yang, KP Sendova
Stochastic Models 30 (1), 99-124, 2014
22014
On the Dual Risk Models
C Yang
The University of Western Ontario (Canada), 2015
12015
Online Supplementary Material for
P Gao, N Sun, X Wang, C Yang, R Zitikis
Journal of Operational Risk, Forthcoming, 2024
2024
Power calculation for detecting interaction effect in cross‑sectional stepped‑wedge cluster randomized trials: an important tool for disparity research
C Yang, A Berkalieva, M Mazumdar, D Kwon
BMC Medical Research Methodology 24 (57), 2024
2024
NLP-based detection of systematic anomalies among the narratives of consumer complaints
P Gao, N Sun, X Wang, C Yang, R Zitikis
arXiv preprint arXiv:2308.11138, 2023
2023
Longitudinal Assessment of Association Between Tobacco Use and Tobacco Dependence Among Adults: Latent Class Analysis of the Population Assessment of Tobacco and Health Study …
L Li, C Yang, S Zhan, KM Wilson, E Taioli, M Mazumdar, B Liu
Nicotine and Tobacco Research, ntad114, 2023
2023
Examining annual transitions in healthcare spending among US medicare beneficiaries using multistate Markov models: Analysis of medicare current beneficiary survey data, 2003–2019
L Li, S Zhan, K Mckendrick, C Yang, M Mazumdar, AS Kelley, ...
Preventive Medicine Reports 32, 102171, 2023
2023
Propensity score weighting with survey weighted data when outcomes are binary: a simulation study
C Yang, MS Cuerden, W Zhang, M Aldridge, L Li
Health Services and Outcomes Research Methodology, 2023
2023
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