Fan Yang
Assistant Professor
Department of Statistics and Actuarial Science
University of Waterloo
Canada
Biography
Dr. Fan Yang is an Assistant Professor in the Department of Statistics and Actuarial Science, University of Waterloo, University Avenue West, Waterloo, ON, Canada.
Research Interest
Dr. Fan Yang’s research interests lie in the areas of quantitative risk management, actuarial science and mathematical finance. She has been working on the topics: Extreme value theory in insurance and finance; Asymptotic analysis of rare events in insurance and finance; Risk aggregation and risk measures; and Heavy-tailed distributions in the presence of dependence.
Publications
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Tang, Q.; Yang, F. On the Haezendonck—Goovaerts risk measure for extreme risks. Insurance: Mathematics and Economics 50 (2012), no. 1, 217—227.
