| How robust is the value-at-risk of credit risk portfolios? C Bernard, L Rüschendorf, S Vanduffel, J Yao The European Journal of Finance 23 (6), 507-534, 2017 | 57 | 2017 |
| Optimal portfolios with downside risk F Klebaner, Z Landsman, U Makov, J Yao Quantitative Finance 17 (3), 315-325, 2017 | 37 | 2017 |
| Some Stein-type inequalities for multivariate elliptical distributions and applications Z Landsman, S Vanduffel, J Yao Statistics & Probability Letters 97, 54-62, 2015 | 19 | 2015 |
| Multivariate risk measures based on conditional expectation and systemic risk for Exponential Dispersion Models T Shushi, J Yao Insurance: Mathematics and Economics 93, 178-186, 2020 | 18 | 2020 |
| A note on Stein's lemma for multivariate elliptical distributions Z Landsman, S Vanduffel, J Yao Journal of Statistical Planning and Inference 143 (11), 2016-2022, 2013 | 18 | 2013 |
| Double trigger agricultural insurance products with weather index and yield index Y Xiao, J Yao China Agricultural Economic Review 11 (2), 299-316, 2019 | 14 | 2019 |
| A Stein Type Lemma for the Multivariate Generalized Hyperbolic Distribution S Vanduffel, J Yao European Journal of Operational Research, 2016 | 14 | 2016 |
| An approximation method for risk aggregations and capital allocation rules based on additive risk factor models M Zhou, J Dhaene, J Yao Insurance: Mathematics and Economics 79, 92-100, 2018 | 13 | 2018 |
| Closed‐form approximations for spread options in Lévy markets J Van Belle, S Vanduffel, J Yao Applied Stochastic Models in Business and Industry 35 (3), 732-746, 2019 | 12 | 2019 |
| On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality X Deng, J Yao Communications in Statistics-Theory and Methods 47 (21), 5346-5356, 2018 | 12 | 2018 |
| The threshold effect of climate risk and the non-linear role of climate policy uncertainty on insurance demand: Evidence from OECD countries B Liu, W Yin, G Chen, J Yao Finance Research Letters 55, 103820, 2023 | 7 | 2023 |
| Using model-independent lower bounds to improve pricing of Asian style options in Lévy markets G Deelstra, G Rayée, S Vanduffel, J Yao ASTIN Bulletin: The Journal of the IAA 44 (2), 237-276, 2014 | 6 | 2014 |
| Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences Z Li, J Luo, J Yao Journal of Computational and Applied Mathematics 391, 113459, 2021 | 4 | 2021 |
| Correlation matrices with average constraints J Tuitman, S Vanduffel, J Yao Statistics & Probability Letters 165, 108868, 2020 | 4 | 2020 |
| A note on joint mix random vectors Y Xiao, J Yao Communications in Statistics-Theory and Methods 49 (12), 3063-3072, 2020 | 3 | 2020 |
| Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks Y Yang, G Wang, J Yao Insurance: Mathematics and Economics 114, 79-107, 2024 | 1 | 2024 |
| Downside risk optimization with random targets and portfolio amplitude Z Landsman, U Makov, J Yao, M Zhou The European Journal of Finance 28 (16), 1642-1663, 2022 | 1 | 2022 |
| Closed-form approximations for basket option pricing under normal tempered stable Lévy model D Hu, H Sayit, J Yao, Q Zhong The North American Journal of Economics and Finance 74, 102233, 2024 | | 2024 |
| Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science C Yin, J Yao, Y Yang Statistical Papers, 1-30, 2024 | | 2024 |
| A Generalized Tail Mean-Variance Model for Optimal Capital Allocation Y Yang, G Wang, J Yao, H Xie Available at SSRN 4816231, 2024 | | 2024 |
Steven VanduffelProfessor, Vrije Universiteit Brussel在 vub.be 的电子邮件经过验证
