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researcher

Jingping Yang

7 papers hereh-index 14630 citations57 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1
  • last author6

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • math.ST2
  • q-fin.RM2
  • math.PR1
  • q-fin.CP1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20132026
most citedWeighted estimation of the dependence function for an extreme-value distribution

5 citations · 5 across the 4 of their papers we have counts for

collaborators
Showing 2025Show all

1 paper · 1 filter

q-fin.RM2025

Choquet rating criteria, risk measures, and risk consistency

Nan Guo, Ruodu Wang, Chenxi Xia +1

Credit ratings are widely used by investors as a screening device. We introduce and study several natural notions of risk consistency that promote prudent investment decisions in t…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.