1. Wang, Ruodu; Peng, Liang; 杨静平 (2013) Jackknife empirical likelihood for parametric copulas.SCANDINAVIAN ACTUARIAL JOURNAL 2013(5), 325-339
2. 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.
3. 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.
4. Lujun Li, Yijun Wu and Jingping Yang (2014). Copula function concentration set and its concentrated partition.Statistics and Its Interface, Vol.9, 319-329.
5. 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.
6. Yang Jingping, Chen Zhijin, Wang Fang, Wang Ruodu (2015). COMPOSITE BERNSTEIN COPULAS. Astin Bulletin 45(2), 445-475.
7. 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.
8. Wang Ruodu, Peng Liang, Yang Jingping (2015). CreditRisk+ Model with Dependent Risk Factors, NAAJ 19(1), 24-40
9. Xie, Jiehua; Yang, Jingping; Zhu, Wenhao. A family of transformed copulas with a singular component. Fuzzy Sets and Systems, 354, (2019), 20-47.
10. Fang, Jun; Jiang, Fan; Liu, Yong and Yang, Jingping. Copula-based Markov process, Insurance Mathematics & Economics, 91, (2020), 166-187.
11. Zhou, Zhengyong; Xie, Jiehua; Yang, Jingping(2021). Copula-based approximation to markov chains. Science China-Mathematics. https://doi.org/10.1007/s11425-019-1687-2
12. 郭南, 杨静平(2021). 企业违约相依性的建模方法. 数学进展, 5(4), 481-496.