Areas of Focus
- Credit Risk
- Risk Management
- Bond Theory and Applications
- Risk Correlation
- Actuarial Science
Work Experience
- 2009- Peking University, School of Mathematical Sciences, Professor
- 1999-2009 Peking University, School of Mathematical Sciences, Associate Professor
- 1993-1999 Peking University, School of Mathematical Sciences, Lecturer
- 1991-1993 Peking University, School of Mathematical Sciences, Assistant Professor
Academic Background & Achievements
- 1996 Doctorate: Peking University
- 1991 Master's: Peking University
- 1988 Bachelor's: Peking University
Publications
- Recursive equations for compound distributions with severity distributions of the mixed type, Jingping Yang, Shihong Cheng, Qin Wu, 2005
- Saddlepoint approximation method for pricing CDOs, Jingping Yang, Tom Hurd, Xuping Zhang, 2006
- Conditional recursive equations on excess-of-loss reinsurance, Jingping Yang, Xiaoqian Wang, Shihong Cheng, 2006
- Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and independence, Jingping Yang, Shihong Cheng, Lihong Zhang, 2006
- Bivariate recursive equation on excess-of-loss reinsurance, Jingping Yang, Shihong Cheng, Xiaoqian Wang, 2007
- Decomposition of a Schur-constant model and its applications, Yichun Chi, Jingping Yang, Yongcheng Qi, 2009
- A Class of Multivariate Copulas with Bivariate Frechet Marginal Copulas, Jingping Yang, Yongcheng Qi, Ruodu Wang, 2009
- Jackknife method for intermediate quantiles, Liang Peng, Jingping Yang, 2009
- Bias reduction for high quantiles, Deyuan Li, Liang Peng, Jingping Yang, 2010
- Approximation of bivariate copulas by patched bivariate Frechet copulas, Yangting Zheng, Jingping Yang, Jianhua Z. Huang, 2011
- Saddlepoint approximation for moments of random variables, Kai Zhao, Xue Cheng, Jingping Yang, 2011
- Asymptotics for dependent Bernoulli random variables, Lan Wu, Yongcheng Qi, Jingping Yang, 2012
- Jackknife empirical likelihood method for some risk measures and related quantities, Peng, Liang; Qi, Yongcheng; Wang, Ruodu; Jingping Yang, 2012
- Weighted estimation of the dependence function for an extreme-value distribution, Peng, Liang; Qian, Linyi; Jingping Yang, 2013
- Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities, Wang, Ruodu; Peng, Liang; Jingping Yang, 2013
- Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles, Wei Cui, Jingping Yang, Lan Wu, 2013
- Numerical algorithms for Panjer recursion by applying Bernstein approximation, Xie, Siyuan; Jingping Yang; Zhou, Shulin, 2013
- Jackknife empirical likelihood for parametric copulas, Wang, Ruodu; Peng, Liang; Jingping Yang, 2013
- Distorted Mix Method for constructing copulas with tail dependence, Lujun Li, K.C. Yuan, Jingping Yang, 2014
- Shuffle of min random variable approximations of bivariate copulas realization, Yanting Zheng, Jingping Yang, Jianhua Huang, 2014
- Copula function concentration set and its concentrated partition, Lujun Li, Yijun Wu, Jingping Yang, 2014
- Dependence structure between LIBOR rates by copula method, Wu Yijun, Zheng Zhi, Zhou Shulin, Jingping Yang, 2015
- COMPOSITE BERNSTEIN COPULAS, Yang Jingping, Chen Zhijin, Wang Fang, Wang Ruodu, 2015
- Optimal reinsurance under distortion risk measures and expected value premium principle for reinsurer, Zheng Yanting, Cui Wei, Yang Jingping, 2015
- CreditRisk+ Model with Dependent Risk Factors, Wang Ruodu, Peng Liang, Yang Jingping, 2015