| How robust is the value-at-risk of credit risk portfolios? C Bernard, L Rüschendorf, S Vanduffel, J Yao The European Journal of Finance 23 (6), 507-534, 2017 | 39 | 2017 |
| Optimal portfolios with downside risk F Klebaner, Z Landsman, U Makov, J Yao Quantitative Finance 17 (3), 315-325, 2017 | 17 | 2017 |
| A note on Stein's lemma for multivariate elliptical distributions Z Landsman, S Vanduffel, J Yao Journal of Statistical Planning and Inference 143 (11), 2016-2022, 2013 | 13 | 2013 |
| Some Stein-type inequalities for multivariate elliptical distributions and applications Z Landsman, S Vanduffel, J Yao Statistics & Probability Letters 97, 54-62, 2015 | 12 | 2015 |
| A Stein Type Lemma for the Multivariate Generalized Hyperbolic Distribution S Vanduffel, J Yao European Journal of Operational Research, 2016 | 10 | 2016 |
| Using Model-Independent Lower Bounds to Improve Pricing of Asian Style Options in L evy Markets G Deelstra, G Rayée, S Vanduffel, J Yao Astin Bulletin, Forthcoming, 2014 | 5 | 2014 |
| Double trigger agricultural insurance products with weather index and yield index Y Xiao, J Yao China Agricultural Economic Review, 2019 | 4 | 2019 |
| On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality X Deng, J Yao Communications in Statistics-Theory and Methods 47 (21), 5346-5356, 2018 | 3 | 2018 |
| An approximation method for risk aggregations and capital allocation rules based on additive risk factor models M Zhou, J Dhaene, J Yao Insurance: Mathematics and Economics 79, 92-100, 2018 | 3 | 2018 |
| Closed‐form approximations for spread options in Lévy markets J Van Belle, S Vanduffel, J Yao Applied Stochastic Models in Business and Industry 35 (3), 732-746, 2019 | 1 | 2019 |
| Correlation matrices with average constraints J Tuitman, S Vanduffel, J Yao Statistics & Probability Letters 165, 108868, 2020 | | 2020 |
| Multivariate risk measures based on conditional expectation and systemic risk for Exponential Dispersion Models T Shushi, J Yao Insurance: Mathematics and Economics 93, 178-186, 2020 | | 2020 |
| A note on joint mix random vectors Y Xiao, J Yao Communications in Statistics-Theory and Methods 49 (12), 3063-3072, 2020 | | 2020 |
| On the Equivalence of the Coefficient of Variation Ordering and the Lorenz Ordering Within Two-Parameter Families Y Xiao, J Yao International Conference of Celebrating Professor Jinhua Cao's 80th Birthday …, 2019 | | 2019 |
| Closed-Form Approximations for Spread Options in Lévy Markets J Belle, S Vanduffel, J Yao Forthcoming in Applied Stochastic Models in Business and Industry, 2018 | | 2018 |
| Discussion on “Asymptotic Analysis of Multivariate Tail Conditional Expectations,” by Li Zhu and Haijun Li, Volume 16 (3) S Vanduffel, J Yao North American Actuarial Journal 17 (1), 98-100, 2013 | | 2013 |
Steven VanduffelProfessor, Vrije Universiteit BrusselBestätigte E-Mail-Adresse bei vub.be
