代表作
寿险精算基础, 2002
杨静平, Shihong Cheng and Qin Wu(2005). Recursive equations for compound distributions with severity distributions of the mixed type. Science in China (Series A: Mathematics) 48(5), 594-609.
杨静平，Tom Hurd and Xuping Zhang (2006). Saddlepoint approximation method for pricing CDOs. Journal of Computational Finance 10(1), 1-20.
杨静平，Xiaoqian Wang and Shihong Cheng(2006). Conditional recursive equations on excess-of-loss reinsurance. Applied Mathematics and Mechanics 27(8), 1071-1080.
杨静平, Shihong Cheng and Lihong Zhang(2006). Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and independence. Insurance: Mathematics and Economics 39, 267-284.
杨静平，Shihong Cheng and Xiaoqian Wang(2007). Bivariate recursive equation on excess-of-loss reinsurance. Acta Mathematica Sinica (English Seiries) 23(3), 467-478.
Yichun Chi, 杨静平and Yongcheng Qi(2009). Decomposition of a Schur-constant model and its applications. Insurance: Mathematics and Economics 44(3),398-408.
杨静平, Yongcheng Qi and Ruodu Wang(2009). A Class of Multivariate Copulas with Bivariate Frechet Marginal Copulas. Insurance: Mathematics and Economics 45(1), 139-147.
Liang Peng and杨静平(2009). Jackknife method for intermediate quantiles. Journal of Statistical Planning and Inference. Vol 139(7), 2373-2381.
Deyuan Li, Liang Peng and 杨静平(2010). Bias reduction for high quantiles. Journal of Statistical Planning and Inference. Vol 140(9), 2433-2441.
Yangting Zheng, 杨静平and Jianhua Z. Huang (2011). Approximation of bivariate copulas by patched bivariate Frechet copulas. Insurance: Mathematics and Economics 48(2),246-256.
Kai Zhao, Xue Cheng and 杨静平(2011). Saddlepoint approximation for moments of random variables. Frontiers of Mathematics in China 6(6), 1265-1284.
Lan Wu, Yongcheng Qi and 杨静平(2012).Asymptotics for dependent Bernoulli random variables. Statistics and Probability Letters 82, 455-463.
Peng, Liang; Qi, Yongcheng; Wang, Ruodu；杨静平 (2012) .Jackknife empirical likelihood method for some risk measures and related quantities. INSURANCE MATHEMATICS & ECONOMICS 51(1), 142-150. JUL 2012 .
Peng, Liang; Qian, Linyi; 杨静平 (2013) .Weighted estimation of the dependence function for an extreme-value distribution. BERNOULLI . Vol. 19(2), 492-520.
Wang, Ruodu; Peng, Liang; 杨静平 (2013). Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities. FINANCE AND STOCHASTICS . Vol. 17(2), 395-417.
Wei Cui, 杨静平 and Lan Wu (2013). Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles. Insurance: Mathematics and Economics. Vol. 53(1), 74–85.
Xie, Siyuan; 杨静平; Zhou, Shulin (2013) Numerical algorithms for Panjer recursion by applying Bernstein approximation. FRONTIERS OF MATHEMATICS IN CHINA 8(5),1197-1226.
Wang, Ruodu; Peng, Liang; 杨静平 (2013) Jackknife empirical likelihood for parametric copulas.SCANDINAVIAN ACTUARIAL JOURNAL 2013(5), 325-339
Lujun Li, K.C. Yuan and Jingping Yang (2014). Distorted Mix Method for constructing copulas with tail dependence. Insurance: Mathematics and Economics 57, 77-89.
Yanting Zheng, Jingping Yang and Jianhua Huang (2014). Shuffle of min random variable approximations of bivariate copulas realization. Accepted by Communications in Statistics: Theory and Methods.
Lujun Li, Yijun Wu and Jingping Yang (2014). Copula function concentration set and its concentrated partition.Statistics and Its Interface, Vol.9, 319-329.
Wu Yijun, Zheng Zhi, Zhou Shulin, Yang Jingping (2015). Dependence structure between LIBOR rates by copula method. FRONTIERS OF MATHEMATICS IN CHINA, 10(1): 147-183.
Yang Jingping, Chen Zhijin, Wang Fang, Wang Ruodu (2015). COMPOSITE BERNSTEIN COPULAS. Astin Bulletin 45(2), 445-475.
Zheng Yanting, Cui Wei, Yang Jingping (2015). Optimal reinsurance under distortion risk measures and expected value premium principle for reinsurer. JOURNAL of SYSTEMS SCIENCE and COMPLEXITY, 28(1), 122-143.
Wang Ruodu, Peng Liang, Yang Jingping (2015). CreditRisk+ Model with Dependent Risk Factors, NAAJ 19(1), 24-40
