1 citations · 1 across the 2 of their papers we have counts for
3 papers
math.ST2021★ 1 cited
Generalized Location-Scale Mixtures of Elliptical Distributions: Definitions and Stochastic Comparisons
Tong Pu, Yiying Zhang, Chuancun Yin
This paper proposes a unified class of generalized location-scale mixture of multivariate elliptical distributions and studies integral stochastic orderings of random vectors follo…
q-fin.RM2019
Systemic Risk: Conditional Distortion Risk Measures
Jan Dhaene, Roger J. A. Laeven, Yiying Zhang
In this paper, we introduce the rich classes of conditional distortion (CoD) risk measures and distortion risk contribution (CoD) measures as measures of systemic risk and analy…
stat.OT2018
Allocations of Cold Standbys to Series and Parallel Systems with Dependent Components
Xiaoyu Zhang, Yiying Zhang, Rui Fang
In the context of industrial engineering, cold-standby redundancies allocation strategy is usually adopted to improve the reliability of coherent systems. This paper investigates o…