| 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), 481, 2019 | 48 | 2019 |
| An asymptotic study of systemic expected shortfall and marginal expected shortfall Y Chen, J Liu Insurance: Mathematics and Economics 105, 238-251, 2022 | 29 | 2022 |
| Ruin with insurance and financial risks following the least risky FGM dependence structure Y Chen, J Liu, F Liu Insurance: Mathematics and Economics 62, 98-106, 2015 | 28 | 2015 |
| Asymptotics for systemic risk with dependent heavy-tailed losses J Liu, Y Yang ASTIN Bulletin: The Journal of the IAA 51 (2), 571-605, 2021 | 18 | 2021 |
| On the Kesten-type inequality for randomly weighted sums with applications to an operational risk model Y Gong, Y Yang, J Liu Filomat 35 (6), 1879-1888, 2021 | 9 | 2021 |
| Ruin under Light-Tailed or Moderately Heavy-Tailed Insurance Risks Interplayed with Financial Risks Y Chen, J Liu, Y Yang Methodology and Computing in Applied Probability 25 (1), 14, 2023 | 6 | 2023 |
| Extremes for a general contagion risk measure C Ling, J Liu European Actuarial Journal, 1-27, 2022 | 6 | 2022 |
| Asymptotic capital allocation based on the higher moment risk measure Y Chen, J Liu European Actuarial Journal, 1-28, 2024 | 5 | 2024 |
| Asymptotics of the loss-based tail risk measures in the presence of extreme risks J Liu, T Shushi European Actuarial Journal, 1-20, 2023 | 5 | 2023 |
| Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model Y Yang, Y Gong, J Liu SSRN, 2020 | 4 | 2020 |
| Infinite-time absolute ruin in dependent renewal risk models with constant force of interest J Liu, Y Yang Stochastic Models 33 (1), 97-115, 2017 | 4 | 2017 |
| Asymptotics for the conditional higher moment coherent risk measure with weak contagion J Liu, Q Yi ASTIN Bulletin: The Journal of the IAA 55 (1), 121-143, 2025 | 3 | 2025 |
| An Asymptotic Result on Catastrophe Insurance Losses Y Chen, J Liu North American Actuarial Journal, 1-12, 2023 | 2 | 2023 |
| Measuring tail operational risk in univariate and multivariate models under extreme losses Y Yang, YS Gong, J Liu Available at SSRN 3607639, 2020 | 2 | 2020 |
| Measuring tail operational risk in univariate and multivariate models with extreme losses Y Yang, Y Gong, J Liu Journal of Operational Risk 18 (1), 2023 | 1 | 2023 |
| A Note on the Kesten-Type Inequality for Sums of Randomly Weighted Dependent Sub-exponential Random Variables YS Gong, Y Yang, J Liu Available at SSRN 3607637, 2020 | | 2020 |
