Chen Yang

Chen Yang

Western University Canada - London / Canada
Economics & Econometrics / Economics
AD Scientific Index ID: 784968
University of Western Ontario
person_outline Chen Yang's MOST POPULAR ARTICLES
1-) Measuring firm size in empirical corporate financeC Dang, ZF Li, C YangJournal of banking & finance 86, 159-176, 20186102018
2-) On optimal reinsurance treaties in cooperative game under heterogeneous beliefsW Jiang, J Ren, C Yang, H HongInsurance: Mathematics and Economics 85, 173-184, 2019212019
3-) The ruin time under the Sparre-Andersen dual modelC Yang, KP SendovaInsurance: Mathematics and Economics 54, 28-40, 2014202014
4-) Parisian ruin with a threshold dividend strategy under the dual Lévy risk modelC Yang, KP Sendova, Z LiInsurance: Mathematics and Economics 90, 135-150, 2020172020
5-) A maximal tail dependence-based clustering procedure for financial time series and its applications in portfolio selectionX Liu, J Wu, C Yang, W JiangRisks 6 (4), 115, 201892018