Fan Yang, University of Waterloo

Research

extreme value theory extreme risks heavytailed distribution dependence risk measure quantitative risk management asymptotic analysis portfolio diversification

Latest funding

New order of risk management: Theory and applications in the era of systemic risk
NSERC · 2022 · Co-investigator
$592,195
Analyzing and Managing Extreme Risks in Insurance and Finance
NSERC · 2017 · Principal investigator
$98,000

All 2 grants and awards

New order of risk management: Theory and applications in the era of systemic risk

Co-investigatorNSERC2022Alliance Grants

Principal investigators: Furman, Edward E

Keywords: risk aggregation; risk behavior; risk financing; risk identification; risk measurement; risk mitigation; risk modelling; risk regulation; risk (tail) dependence; systemic risk

$592,195

Analyzing and Managing Extreme Risks in Insurance and Finance

Principal investigatorNSERC2017Discovery Grants Program - Individual

Principal investigators: Yang, Fan

Keywords: extreme value theory; extreme risks; heavytailed distribution; dependence; risk measure; quantitative risk management; asymptotic analysis; portfolio diversification; catastrophe bond

$98,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Write to this professor

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Applying for

Subject: Prospective PhD student: extreme value theory Dear Professor Yang, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on extreme value theory connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]