Yishan Gong

Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model

Yang Yang, Yishan Gong, 2020, Journal of Industrial & Management Optimization.

Measuring Tail Operational Risk in Univariate and Multivariate Models under Extreme Losses

Yang Yang, Jiajun Liu, Yishan Gong, 2020, SSRN Electronic Journal.

A Note on the Kesten-Type Inequality for Sums of Randomly Weighted Dependent Sub-exponential Random Variables

Yang Yang, Jiajun Liu, Yishan Gong, 2020 .

On the Kesten-type inequality for randomly weighted sums with applications to an operational risk model

Yang Yang, Jiajun Liu, Yishan Gong, 2021, Filomat.