Fan Yang

Prior to joining the University of Waterloo as an Assistant Professor, Fan Yang obtained her Ph.D. in Applied Mathematical and Computational Sciences at the University of Iowa. Her research interests lie in the areas of quantitative risk management, actuarial science and mathematical finance. She has been working on topics including 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.