☰

Zhongyi Yuan, Ph.D. - Publications

Affiliations: 
2013 Statistics University of Iowa, Iowa City, IA 
Area:
Statistics, Finance
Tree Info Similar researchers PubMed Report error

10 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2022 Li H, Liu H, Tang Q, Yuan Z. Pricing extreme mortality risk in the wake of the COVID-19 pandemic. Insurance, Mathematics & Economics. 108: 84-106. PMID 36415656 DOI: 10.1016/j.insmatheco.2022.11.002  0.48
2019 Blanchet J, Lam H, Tang Q, Yuan Z. Robust Actuarial Risk Analysis The North American Actuarial Journal. 23: 33-63. DOI: 10.1080/10920277.2018.1504686  0.537
2019 Tang Q, Yuan Z. Cat Bond Pricing Under A Product Probability Measure With Pot Risk Characterization Astin Bulletin. 49: 457-490. DOI: 10.1017/Asb.2019.11  0.545
2017 Shi X, Tang Q, Yuan Z. A limit distribution of credit portfolio losses with low default probabilities Insurance Mathematics & Economics. 73: 156-167. DOI: 10.1016/J.Insmatheco.2017.02.003  0.55
2017 Chen Y, Yuan Z. A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks Insurance Mathematics & Economics. 73: 75-81. DOI: 10.1016/J.Insmatheco.2017.01.005  0.426
2017 Yuan Z. An asymptotic characterization of hidden tail credit risk with actuarial applications European Actuarial Journal. 7: 165-192. DOI: 10.1007/S13385-017-0150-6  0.434
2016 Wei L, Yuan Z. The loss given default of a low-default portfolio with weak contagion Insurance: Mathematics and Economics. 66: 113-123. DOI: 10.1016/J.Insmatheco.2015.10.005  0.428
2014 Tang Q, Yuan Z. Randomly weighted sums of subexponential random variables with application to capital allocation Extremes. 17: 467-493. DOI: 10.1007/S10687-014-0191-Z  0.489
2013 Tang Q, Yuan Z. Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation The North American Actuarial Journal. 17: 253-271. DOI: 10.1080/10920277.2013.830557  0.55
2012 Tang Q, Yuan Z. A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization The North American Actuarial Journal. 16: 378-397. DOI: 10.1080/10920277.2012.10590648  0.571
Show low-probability matches.