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  • First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks

    First- 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 ...

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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 insurance companies and how actuaries can contribute to its development. Enterprise risk ...

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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

  • 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 abstract describes a paper that extends the asymptotic analysis for the HG risk measure to the ...

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

  • On the Haezendonck-Goovaerts Risk Measure for Extreme Risks

    On the Haezendonck-Goovaerts Risk Measure for Extreme Risks Presented at August 2011 46th Actuarial Research Conference. This paper focuses on mainly focus on the case in which the risk ...

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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

  • 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 Research Conference is about the Haezendonck-Goovaerts risk measure for extreme risks.

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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
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