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  • First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks
    and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks This paper establishes ... both first-order and second-order asymptotics for the Frechet, Weibull and Gumbel cases. Risk measurement ...

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    • Authors: Fan Yang
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Enterprise Risk Management>Risk measurement - ERM
  • Sustainable ERM
    Sustainable ERM The author discusses how sustainable enterprise risk management (SERM) is valuable for ...

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    • Authors: Fan Yang
    • Date: Jan 2015
    • Competency: Professional Values>Public interest representation; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: The Actuary Magazine
    • Topics: Finance & Investments>Economic value; Pensions & Retirement>Risk management
  • On the Haezendonck-Goovaerts Risk Measure for Extreme Risks
    On the Haezendonck-Goovaerts Risk Measure for Extreme Risks This presentation from the 2011 46th Actuarial ... Actuarial Research Conference is about the Haezendonck-Goovaerts risk measure for extreme risks. Conditional ...

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    • Authors: Fan Yang
    • Date: Aug 2011
    • Competency: External Forces & Industry Knowledge
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
  • On the Haezendonck-Goovaerts Risk Measure for Extreme Risks
    On the Haezendonck-Goovaerts Risk Measure for Extreme Risks Presented at August 2011 46th Actuarial ... focus on the case in which the risk variable follows a distribution function from a max-domain of attraction ...

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    • Authors: Application Administrator, Fan Yang
    • Date: Aug 2011
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Enterprise Risk Management>Risk measurement - ERM
  • Asymptotic Expressions for the Haezendonck- Goovaerts Risk Measure with General Young Function
    Asymptotic Expressions for the Haezendonck- Goovaerts Risk Measure with General Young Function This ... describes a paper that extends the asymptotic analysis for the HG risk measure to the case with a general Young ...

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    • Authors: Qihe Tang, Fan Yang
    • Date: Feb 2014
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