| Tail behavior of the product of two dependent random variables with applications to risk theory Y Yang, Y Wang Extremes 16 (1), 55-74, 2013 | 98 | 2013 |
| Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims Y Yang, Y Wang Statistics & probability letters 80 (3-4), 143-154, 2010 | 57 | 2010 |
| Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications Y Wang, Y Yang, K Wang, D Cheng Insurance: Mathematics and Economics 40 (2), 256-266, 2007 | 46 | 2007 |
| Asymptotics for a bidimensional risk model with two geometric Lévy price processes. Y Yang, K Wang, J Liu, Z Zhang Journal of Industrial & Management Optimization 15 (2), 2019 | 44 | 2019 |
| Tail probability of randomly weighted sums of subexponential random variables under a dependence structure Y Yang, R Leipus, J Šiaulys Statistics & Probability Letters 82 (9), 1727-1736, 2012 | 42 | 2012 |
| Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks Y Yang, DG Konstantinides Scandinavian Actuarial Journal 2015 (8), 641-659, 2015 | 38 | 2015 |
| Extremes and products of multivariate AC-product risks Y Yang, E Hashorva Insurance: Mathematics and Economics 52 (2), 312-319, 2013 | 35 | 2013 |
| Precise large deviations for widely orthant dependent random variables with dominatedly varying tails K Wang, Y Yang, J Lin Frontiers of Mathematics in China 7, 919-932, 2012 | 33 | 2012 |
| Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims Y Yang, KC Yuen Journal of Mathematical Analysis and Applications 442 (2), 600-626, 2016 | 30 | 2016 |
| Sharp asymptotics for large portfolio losses under extreme risks Q Tang, Z Tang, Y Yang European Journal of Operational Research 276 (2), 710-722, 2019 | 28 | 2019 |
| Uniform asymptotics for discounted aggregate claims in dependent risk models Y Yang, K Wang, DG Konstantinides Journal of Applied Probability 51 (3), 669-684, 2014 | 27 | 2014 |
| On the ruin probability in a dependent discrete time risk model with insurance and financial risks Y Yang, R Leipus, J Šiaulys Journal of Computational and Applied Mathematics 236 (13), 3286-3295, 2012 | 27 | 2012 |
| Uniform estimates for the finite-time ruin probability in the dependent renewal risk model Y Yang, R Leipus, J Šiaulys, Y Cang Journal of Mathematical Analysis and Applications 383 (1), 215-225, 2011 | 24 | 2011 |
| Asymptotics for ruin probabilities in Levy-driven risk models with heavy tailed claims Y Yang, KC Yuen, JF Liu Journal of Industrial and Management Optimization, 2018 | 23 | 2018 |
| Interplay of insurance and financial risks in a stochastic environment Q Tang, Y Yang Scandinavian Actuarial Journal 2019 (5), 432-451, 2019 | 22 | 2019 |
| Precise large deviations for dependent random variables with applications to the compound renewal risk model Y Yang, K Wang The Rocky Mountain Journal of Mathematics, 1395-1414, 2013 | 22 | 2013 |
| Uniform asymptotics for finite-time ruin probability of a bidimensional risk model Y Chen, Y Yang, T Jiang Journal of Mathematical Analysis and Applications 469 (2), 525-536, 2019 | 21 | 2019 |
| Asymptotics for randomly weighted and stopped dependent sums Y Yang, R Leipus, J Šiaulys Stochastics 88 (2), 300-319, 2016 | 20 | 2016 |
| The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims Y Yang, J Lin, C Huang, X Ma Journal of the Korean Statistical Society 41 (2), 213-224, 2012 | 19 | 2012 |
| Bivariate regular variation among randomly weighted sums in general insurance Y Chen, Y Yang European Actuarial Journal 9, 301-322, 2019 | 18 | 2019 |
