Lebenslauf
Education
| 2014- | PhD Statistics Student | Technische Unversität Dresden / Humboldt-Universität zu Berlin (by Chinese Government Scholarship) |
| 2014 | MSc Statistics | Humboldt-Universität zu Berlin |
| 2011 | MSc Management Science | Tongji University Shanghai, China |
| 2006 | BSc Management Science | Chengdu University of Technology, China |
Workshop
| 10.2015 | Dresden-Berlin Workshop on High-Dimensionality of Transport and Digital Economy, Technische Universität Dresden, Germany |
| 09.2015 | Bozen-Bolzano Risk School, Libera Università di Bolzano, Italy |
| 09.2015 | 21. DStatG Nachwuchsworkshop, Universität der Bundeswehr Hamburg, Germany |
| 05.2015 | Recent Developments in Dependence Modelling with Applications in Finance and Insurance, Vrije Universiteit Brussel, Belgium |
Research
| Dependence modeling and copula |
| Quantitative risk management |
| Computational statistics |
Working Paper
| Ostap Okhrin and Yafei Xu. A Comparison Study of Pricing Credit Default Swap Index Tranches with Convex Combination of Copulae. [link] submitted |
| Ostap Okhrin, Alexander Ristig and Yafei Xu. Copulae in High Dimensions: An Introduction. [link] [R-code] submitted |