Yishan Gong

Xi’an Jiaotong-Liverpool University

Yishan Gong is a PhD candidate in Mathematical Science at the Department of Financial and Actuarial Mathematics, Xi’an Jiaotong-Liverpool University (XJTLU), China and Department of Mathematical Science, University of Liverpool, UK. Yishan’s research focuses on modelling operational risk, quantitative risk management in insurance and finance, heavy-tailed distribution and dependence modelling. Her research has appeared in journals such as the Journal of Industrial and Management Optimization.

Articles by Yishan Gong

Original research

Measuring tail operational risk in univariate and multivariate models with extreme losses

The authors consider operational risk models and derive limit behaviors for the value-at-risk and conditional tail expectation of aggregate operational risks in such models.

28 Feb 2023