Professor | Jingping Yang | Asia Growth Partners

Name	Jingping Yang
Contact Information	yangjp at math dot pku dot edu dot cn
Language ability	Chinese, English
Province	Beijing

Name

Jingping Yang

Contact Information

yangjp at math dot pku dot edu dot cn

Language ability

Chinese, English

Province

Beijing

University/Lab Affiliation and Title	Peking University
Faculty	Mathematical Sciences
Academic Background & Achievements	1996 Doctorate: Peking University 1991 Master's: Peking University 1988 Bachelor's: Peking University
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

University/Lab Affiliation and Title

Peking University

Faculty

Mathematical Sciences

Academic Background & Achievements

1996 Doctorate: Peking University
1991 Master's: Peking University
1988 Bachelor's: Peking University

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

Areas of Focus	Credit Risk Risk Management Bond Theory and Applications Risk Correlation Actuarial Science
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

Areas of Focus

Credit Risk
Risk Management
Bond Theory and Applications
Risk Correlation
Actuarial Science

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

Credit Risk Management Bonds Theory Applications Correlation Actuarial Science Financial

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