Jiang, Yu; Zhang, Yiying; Zhao, Peng Optimal capital allocation for individual risk model using a mean-variance principle. (English) Zbl 07668966 J. Ind. Manag. Optim. 19, No. 7, 5272-5293 (2023). MSC: 91G50 PDFBibTeX XMLCite \textit{Y. Jiang} et al., J. Ind. Manag. Optim. 19, No. 7, 5272--5293 (2023; Zbl 07668966) Full Text: DOI
Zhang, Yiying On transform orders for largest claim amounts. (English) Zbl 1479.91346 J. Appl. Probab. 58, No. 4, 1064-1085 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91B16 60E15 PDFBibTeX XMLCite \textit{Y. Zhang}, J. Appl. Probab. 58, No. 4, 1064--1085 (2021; Zbl 1479.91346) Full Text: DOI
Torrado, Nuria; Navarro, Jorge Ranking the extreme claim amounts in dependent individual risk models. (English) Zbl 1466.91271 Scand. Actuar. J. 2021, No. 3, 218-247 (2021). MSC: 91G05 60E15 62P05 65H05 PDFBibTeX XMLCite \textit{N. Torrado} and \textit{J. Navarro}, Scand. Actuar. J. 2021, No. 3, 218--247 (2021; Zbl 1466.91271) Full Text: DOI
Naqvi, Sameen; Zhang, Yiying; Zhao, Peng Ordering results for individual risk model with dependent location-scale claim severities. (English) Zbl 07549071 Commun. Stat., Theory Methods 49, No. 4, 942-957 (2020). MSC: 91B16 91B30 60E15 PDFBibTeX XMLCite \textit{S. Naqvi} et al., Commun. Stat., Theory Methods 49, No. 4, 942--957 (2020; Zbl 07549071) Full Text: DOI
Nadeb, Hossein; Torabi, Hamzeh; Dolati, Ali Stochastic comparisons between the extreme claim amounts from two heterogeneous portfolios in the case of transmuted-G model. (English) Zbl 1454.91203 N. Am. Actuar. J. 24, No. 3, 475-487 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{H. Nadeb} et al., N. Am. Actuar. J. 24, No. 3, 475--487 (2020; Zbl 1454.91203) Full Text: DOI arXiv
Zhang, Yiying; Cheung, Ka Chun On the increasing convex order of generalized aggregation of dependent random variables. (English) Zbl 1445.91056 Insur. Math. Econ. 92, 61-69 (2020). MSC: 91G05 60G50 PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{K. C. Cheung}, Insur. Math. Econ. 92, 61--69 (2020; Zbl 1445.91056) Full Text: DOI
Ariyafar, Saeed; Tata, Mahbanoo; Rezapour, Mohsen; Madadi, Mohsen Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims. (English) Zbl 1441.62257 J. Multivariate Anal. 178, Article ID 104620, 15 p. (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62P05 62G30 60E15 62H05 PDFBibTeX XMLCite \textit{S. Ariyafar} et al., J. Multivariate Anal. 178, Article ID 104620, 15 p. (2020; Zbl 1441.62257) Full Text: DOI
Zhang, Yiying; Cai, Xiong; Zhao, Peng Ordering properties of extreme claim amounts from heterogeneous portfolios. (English) Zbl 1410.91296 ASTIN Bull. 49, No. 2, 525-554 (2019). MSC: 91B30 60E15 PDFBibTeX XMLCite \textit{Y. Zhang} et al., ASTIN Bull. 49, No. 2, 525--554 (2019; Zbl 1410.91296) Full Text: DOI
Li, Chen; Li, Xiaohu Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns. (English) Zbl 1411.91518 Insur. Math. Econ. 86, 84-91 (2019). MSC: 91G10 91B30 PDFBibTeX XMLCite \textit{C. Li} and \textit{X. Li}, Insur. Math. Econ. 86, 84--91 (2019; Zbl 1411.91518) Full Text: DOI
Zhang, Yiying; Zhao, Peng; Cheung, Ka Chun Comparisons of aggregate claim numbers and amounts: a study of heterogeneity. (English) Zbl 1411.91327 Scand. Actuar. J. 2019, No. 4, 273-290 (2019). MSC: 91B30 60E15 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Scand. Actuar. J. 2019, No. 4, 273--290 (2019; Zbl 1411.91327) Full Text: DOI
Barmalzan, Ghobad; Najafabadi, Amir. T. Payandeh; Balakrishnan, Narayanaswamy Some new results on aggregate claim amounts from two heterogeneous Marshall-Olkin extended exponential portfolios. (English) Zbl 1508.62245 Commun. Stat., Theory Methods 47, No. 11, 2779-2794 (2018). MSC: 62P05 60E15 91G05 PDFBibTeX XMLCite \textit{G. Barmalzan} et al., Commun. Stat., Theory Methods 47, No. 11, 2779--2794 (2018; Zbl 1508.62245) Full Text: DOI
Balakrishnan, Narayanaswamy; Zhang, Yiying; Zhao, Peng Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios. (English) Zbl 1416.91153 Scand. Actuar. J. 2018, No. 1, 23-41 (2018). MSC: 91B30 60E15 PDFBibTeX XMLCite \textit{N. Balakrishnan} et al., Scand. Actuar. J. 2018, No. 1, 23--41 (2018; Zbl 1416.91153) Full Text: DOI
Zhang, Yiying; Li, Xiaohu; Cheung, Ka Chun On heterogeneity in the individual model with both dependent claim occurrences and severities. (English) Zbl 1390.91219 ASTIN Bull. 48, No. 2, 817-839 (2018). MSC: 91B30 60E15 62P05 91G10 PDFBibTeX XMLCite \textit{Y. Zhang} et al., ASTIN Bull. 48, No. 2, 817--839 (2018; Zbl 1390.91219) Full Text: DOI
Li, Chen; Li, Xiaohu Sufficient conditions for ordering aggregate heterogeneous random claim amounts. (English) Zbl 1370.60033 Insur. Math. Econ. 70, 406-413 (2016). MSC: 60E15 62N05 91B30 PDFBibTeX XMLCite \textit{C. Li} and \textit{X. Li}, Insur. Math. Econ. 70, 406--413 (2016; Zbl 1370.60033) Full Text: DOI