Edit Profile (opens in new tab) Chen, Yiqing Co-Author Distance Author ID: chen.yiqing Published as: Chen, Yiqing Documents Indexed: 35 Publications since 1993 Co-Authors: 15 Co-Authors with 21 Joint Publications 749 Co-Co-Authors all top 5 Co-Authors 6 single-authored 7 Ng, Kai Wang 6 Yuen, Kam Chuen 3 Chen, Anyue 3 Liu, Jiajun 3 Xie, Xiangsheng 2 Buizza, R. 2 Cheng, Su-Chun 2 Corti, Susanna 2 Li, Junping 2 Molteni, Francesca 2 Palmer, Tim N. 2 Zhou, Dingxuan 1 Asimit, Alexandru V. 1 Dong, Xiaoju 1 Jackson, J. Bradford 1 Jiang, Tao 1 Liu, Fei 1 Rohde, Charles A. 1 Tang, Qihe 1 White, Toby 1 Yang, Jingrong 1 Yang, Yang 1 Yuan, Zhongyi all top 5 Serials 8 Insurance Mathematics & Economics 3 Biometrika 3 Journal of Applied Probability 2 Advances in Applied Probability 2 Statistics & Probability Letters 2 Methodology and Computing in Applied Probability 1 Acta Mechanica 1 Stochastic Analysis and Applications 1 Acta Mathematicae Applicatae Sinica. English Series 1 Chinese Journal of Applied Probability and Statistics 1 Science in China. Series A 1 European Journal of Applied Mathematics 1 Philosophical Transactions of the Royal Society of London. Series A 1 Advances in Mathematical Sciences and Applications 1 Journal of Inequalities and Applications 1 Applied Stochastic Models in Business and Industry 1 Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms 1 Stochastic Models 1 European Actuarial Journal all top 5 Fields 15 Statistics (62-XX) 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Probability theory and stochastic processes (60-XX) 2 Numerical analysis (65-XX) 2 Fluid mechanics (76-XX) 2 Geophysics (86-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Differential geometry (53-XX) 1 Manifolds and cell complexes (57-XX) 1 Computer science (68-XX) 1 Mechanics of deformable solids (74-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Operations research, mathematical programming (90-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 27 Publications have been cited 511 times in 357 Documents Cited by ▼ Year ▼ The strong law of large numbers for extended negatively dependent random variables. Zbl 1213.60058 Chen, Yiqing; Chen, Anyue; Ng, Kai W. 87 2010 Sums of pairwise quasi-asymptotically independent random variables with consistent variation. Zbl 1181.62011 Chen, Yiqing; Yuen, Kam C. 84 2009 Precise large deviations of aggregate claims in a size-dependent renewal risk model. Zbl 1284.60057 Chen, Yiqing; Yuen, Kam C. 55 2012 The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims. Zbl 1183.60033 Chen, Yiqing; Ng, Kai W. 53 2007 Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims. Zbl 1275.91075 Chen, Yiqing; Yuen, Kam C.; Ng, Kai W. 44 2011 The finite-time ruin probability with dependent insurance and financial risks. Zbl 1230.91069 Chen, Yiqing 41 2011 Precise large deviations of random sums in presence of negative dependence and consistent variation. Zbl 1242.60027 Chen, Yiqing; Yuen, Kam C.; Ng, Kai W. 40 2011 On Massera’s theorem for anti-periodic solution. Zbl 0924.34037 Chen, Y. Q. 20 1999 Linear life expectancy regression with censored data. Zbl 1153.62359 Chen, Y. Q.; Cheng, Su-Chun 20 2006 Weighted sums of subexponential random variables and their maxima. Zbl 1083.60017 Chen, Yiqing; Ng, Kai W.; Tang, Qihe 18 2005 The maximum of randomly weighted sums with long tails in insurance and finance. Zbl 1232.62136 Chen, Yiqing; Ng, Kai W.; Yuen, Kam C. 15 2011 Ruin with insurance and financial risks following the least risky FGM dependence structure. Zbl 1318.91108 Chen, Yiqing; Liu, Jiajun; Liu, Fei 11 2015 Bivariate regular variation among randomly weighted sums in general insurance. Zbl 1422.91334 Chen, Yiqing; Yang, Yang 10 2019 On the maximum of randomly weighted sums with regularly varying tails. Zbl 1090.62046 Chen, Yiqing; Ng, Kai W.; Xie, Xiangsheng 8 2006 Interplay of subexponential and dependent insurance and financial risks. Zbl 1422.91333 Chen, Yiqing 7 2017 A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks. Zbl 1422.91335 Chen, Yiqing; Yuan, Zhongyi 7 2017 Additive hazards models with latent treatment effectiveness lag time. Zbl 1034.62111 Chen, Y. Q.; Rohde, C. A.; Wang, M.-C. 7 2002 The finite time ruin probability with the same heavy-tailed insurance and financial risks. Zbl 1077.62099 Chen, Yiqing; Xie, Xiangsheng 6 2005 Extinction probability of interacting branching collision processes. Zbl 1260.60179 Chen, Anyue; Li, Junping; Chen, Yiqing; Zhou, Dingxuan 6 2012 Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times. Zbl 1460.91215 Chen, Yiqing; White, Toby; Yuen, Kam Chuen 6 2021 A Kesten-type bound for sums of randomly weighted subexponential random variables. Zbl 1440.62195 Chen, Yiqing 5 2020 Singular vectors and the predictability of weather and climate. Zbl 0865.76066 Palmer, T. N.; Buizza, R.; Molteni, F.; Chen, Y.-Q.; Corti, S. 4 1994 An asymptotic study of systemic expected shortfall and marginal expected shortfall. Zbl 1492.91406 Chen, Yiqing; Liu, Jiajun 3 2022 Asymptotic results for conditional measures of association of a random sum. Zbl 1309.62103 Asimit, Alexandru V.; Chen, Yiqing 2 2015 Effect of residual interface stresses on effective specific heats of multiphase thermoelastic nanocomposites. Zbl 1401.74030 Chen, Y. Q.; Huang, R. C.; Huang, Z. P. 2 2014 Local asymptotic behavior of the survival probability of the equilibrium renewal model with heavy tails. Zbl 1078.60074 Jiang, Tao; Chen, Yiqing 2 2005 Asymptotic behaviour of extinction probability of interacting branching collision processes. Zbl 1291.60200 Chen, Anyue; Li, Junping; Chen, Yiqing; Zhou, Dingxuan 1 2014 An asymptotic study of systemic expected shortfall and marginal expected shortfall. Zbl 1492.91406 Chen, Yiqing; Liu, Jiajun 3 2022 Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times. Zbl 1460.91215 Chen, Yiqing; White, Toby; Yuen, Kam Chuen 6 2021 A Kesten-type bound for sums of randomly weighted subexponential random variables. Zbl 1440.62195 Chen, Yiqing 5 2020 Bivariate regular variation among randomly weighted sums in general insurance. Zbl 1422.91334 Chen, Yiqing; Yang, Yang 10 2019 Interplay of subexponential and dependent insurance and financial risks. Zbl 1422.91333 Chen, Yiqing 7 2017 A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks. Zbl 1422.91335 Chen, Yiqing; Yuan, Zhongyi 7 2017 Ruin with insurance and financial risks following the least risky FGM dependence structure. Zbl 1318.91108 Chen, Yiqing; Liu, Jiajun; Liu, Fei 11 2015 Asymptotic results for conditional measures of association of a random sum. Zbl 1309.62103 Asimit, Alexandru V.; Chen, Yiqing 2 2015 Effect of residual interface stresses on effective specific heats of multiphase thermoelastic nanocomposites. Zbl 1401.74030 Chen, Y. Q.; Huang, R. C.; Huang, Z. P. 2 2014 Asymptotic behaviour of extinction probability of interacting branching collision processes. Zbl 1291.60200 Chen, Anyue; Li, Junping; Chen, Yiqing; Zhou, Dingxuan 1 2014 Precise large deviations of aggregate claims in a size-dependent renewal risk model. Zbl 1284.60057 Chen, Yiqing; Yuen, Kam C. 55 2012 Extinction probability of interacting branching collision processes. Zbl 1260.60179 Chen, Anyue; Li, Junping; Chen, Yiqing; Zhou, Dingxuan 6 2012 Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims. Zbl 1275.91075 Chen, Yiqing; Yuen, Kam C.; Ng, Kai W. 44 2011 The finite-time ruin probability with dependent insurance and financial risks. Zbl 1230.91069 Chen, Yiqing 41 2011 Precise large deviations of random sums in presence of negative dependence and consistent variation. Zbl 1242.60027 Chen, Yiqing; Yuen, Kam C.; Ng, Kai W. 40 2011 The maximum of randomly weighted sums with long tails in insurance and finance. Zbl 1232.62136 Chen, Yiqing; Ng, Kai W.; Yuen, Kam C. 15 2011 The strong law of large numbers for extended negatively dependent random variables. Zbl 1213.60058 Chen, Yiqing; Chen, Anyue; Ng, Kai W. 87 2010 Sums of pairwise quasi-asymptotically independent random variables with consistent variation. Zbl 1181.62011 Chen, Yiqing; Yuen, Kam C. 84 2009 The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims. Zbl 1183.60033 Chen, Yiqing; Ng, Kai W. 53 2007 Linear life expectancy regression with censored data. Zbl 1153.62359 Chen, Y. Q.; Cheng, Su-Chun 20 2006 On the maximum of randomly weighted sums with regularly varying tails. Zbl 1090.62046 Chen, Yiqing; Ng, Kai W.; Xie, Xiangsheng 8 2006 Weighted sums of subexponential random variables and their maxima. Zbl 1083.60017 Chen, Yiqing; Ng, Kai W.; Tang, Qihe 18 2005 The finite time ruin probability with the same heavy-tailed insurance and financial risks. Zbl 1077.62099 Chen, Yiqing; Xie, Xiangsheng 6 2005 Local asymptotic behavior of the survival probability of the equilibrium renewal model with heavy tails. Zbl 1078.60074 Jiang, Tao; Chen, Yiqing 2 2005 Additive hazards models with latent treatment effectiveness lag time. Zbl 1034.62111 Chen, Y. Q.; Rohde, C. A.; Wang, M.-C. 7 2002 On Massera’s theorem for anti-periodic solution. Zbl 0924.34037 Chen, Y. Q. 20 1999 Singular vectors and the predictability of weather and climate. Zbl 0865.76066 Palmer, T. N.; Buizza, R.; Molteni, F.; Chen, Y.-Q.; Corti, S. 4 1994 all cited Publications top 5 cited Publications all top 5 Cited by 333 Authors 51 Yang, Yang 27 Gao, Qingwu 23 Li, Jinzhu 23 Wang, Xuejun 21 Šiaulys, Jonas 20 Fu, Ke’ang 19 Wang, Kaiyong 18 Wang, Shijie 18 Wang, Yuebao 17 Liu, Xijun 16 Cheng, Dongya 14 Chen, Yiqing 14 Leipus, Remigijus 13 Yuen, Kam Chuen 11 Tang, Qihe 10 Wang, Dingcheng 10 Wu, Yi 9 Cheng, Fengyang 9 Shen, Xinmei 8 Geng, Bingzhen 8 Hu, Shuhe 8 Lu, Dawei 8 Peng, Jiangyan 8 Yan, Jigao 6 Chen, Yu 6 Liu, Jiajun 6 Shen, Aiting 6 Wu, Qunying 6 Yang, Haizhong 5 Chen, Anyue 5 Feng, Fengxiang 5 Guo, Fenglong 5 Huang, Haiwu 5 Lita da Silva, João 5 Liu, Yang 5 Volodin, Andrei I. 5 Wang, Wensheng 4 Bi, Xiuchun 4 Chen, Lamei 4 Chen, Yang 4 Gao, Miaomiao 4 Hashorva, Enkelejd 4 Jiang, Tao 4 Konstantinides, Dimitrios G. 4 Lin, Jinguan 4 Song, Lixin 4 Wu, Yongfeng 4 Xi, Mengmei 4 Xu, Hui 4 Yin, Chuancun 4 Yu, Changjun 4 Yuan, Meng 4 Yuan, Zhongyi 4 Zhang, Shuguang 3 Bai, Xiaodong 3 Cang, Yuquan 3 Dindienė, Lina 3 Hu, Tienchung 3 Hua, Zhiqiang 3 Jin, Na 3 Li, Jie 3 Li, Junping 3 Li, Rong 3 Liu, Jie 3 Liu, Junfeng 3 Liu, Rongfei 3 Liu, Shuang 3 Ng, Cheuk Yin Andrew 3 Sprindys, Jonas 3 Sun, Huimin 3 Wang, Bingjie 3 Wang, Yinfeng 3 Xu, Chen 3 Zhang, Zhimin 2 Andrulytė, Ieva Marija 2 Asimit, Alexandru V. 2 Bazyari, Abouzar 2 Bernackaitė, Emilija 2 Chai, Chunhong 2 Chen, Cen 2 Chen, Ling 2 Chen, Pingyan 2 Chen, Shaoying 2 Chen, Zhenlong 2 Cheung, Eric C. K. 2 Hao, Xuemiao 2 Huang, Jin 2 Huang, Zhongquan 2 Jaunė, Eglė 2 Jiang, Zhiquan 2 Li, Huijie 2 Lin, Jianxi 2 Liu, Zaiming 2 Manstavičius, Martynas 2 Ng, Kai Wang 2 Omey, Edward 2 Qi, Xiaomeng 2 Qian, Huan 2 Qu, Zhihui 2 Shen, Houcai ...and 233 more Authors all top 5 Cited in 78 Serials 52 Communications in Statistics. Theory and Methods 31 Statistics & Probability Letters 23 Insurance Mathematics & Economics 17 Journal of Mathematical Analysis and Applications 16 Lithuanian Mathematical Journal 15 Journal of Inequalities and Applications 11 Journal of Mathematical Inequalities 10 Scandinavian Actuarial Journal 10 Stochastics 9 Journal of Industrial and Management Optimization 8 Journal of Computational and Applied Mathematics 7 Acta Mathematicae Applicatae Sinica. English Series 7 Japan Journal of Industrial and Applied Mathematics 7 Methodology and Computing in Applied Probability 7 Nonlinear Analysis. Modelling and Control 6 Advances in Applied Probability 5 Journal of Applied Probability 5 Applied Mathematics. Series B (English Edition) 5 Probability in the Engineering and Informational Sciences 5 Journal of Systems Science and Complexity 5 Stochastic Models 5 Journal of the Korean Statistical Society 5 Science China. Mathematics 4 Acta Mathematica Hungarica 4 Frontiers of Mathematics in China 3 Chinese Annals of Mathematics. Series B 3 Journal of Theoretical Probability 3 Statistical Papers 3 Abstract and Applied Analysis 3 Extremes 3 Modern Stochastics. Theory and Applications 2 Metrika 2 Applied Mathematics and Computation 2 Journal of Multivariate Analysis 2 Stochastic Analysis and Applications 2 Statistics 2 Stochastic Processes and their Applications 2 Test 2 Filomat 2 Mathematical Problems in Engineering 2 Acta Mathematica Sinica. English Series 2 ASTIN Bulletin 2 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM 1 Bulletin of the Australian Mathematical Society 1 Computers & Mathematics with Applications 1 Journal of Mathematical Physics 1 Rocky Mountain Journal of Mathematics 1 Theory of Probability and its Applications 1 Journal of the Korean Mathematical Society 1 Journal of Statistical Planning and Inference 1 Bulletin of the Korean Mathematical Society 1 Probability and Mathematical Statistics 1 Probability Theory and Related Fields 1 Sequential Analysis 1 Queueing Systems 1 Science in China. Series A 1 European Journal of Operational Research 1 Journal of Statistical Computation and Simulation 1 Journal of Mathematical Sciences (New York) 1 Statistica Sinica 1 Complexity 1 Bernoulli 1 Wuhan University Journal of Natural Sciences (WUJNS) 1 International Game Theory Review 1 Brazilian Journal of Probability and Statistics 1 Journal of Applied Mathematics 1 Acta Mathematica Scientia. Series A. (Chinese Edition) 1 Acta Mathematica Scientia. Series B. (English Edition) 1 North American Actuarial Journal 1 Thailand Statistician 1 Journal of Physics A: Mathematical and Theoretical 1 Advances in Decision Sciences 1 Sankhyā. Series A 1 European Actuarial Journal 1 ISRN Applied Mathematics 1 Communications in Mathematics and Statistics 1 ISRN Probability and Statistics 1 The Scientific World Journal. Probability and Statistics all top 5 Cited in 16 Fields 260 Probability theory and stochastic processes (60-XX) 217 Statistics (62-XX) 194 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Measure and integration (28-XX) 2 Approximations and expansions (41-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Real functions (26-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Sequences, series, summability (40-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) 1 Mathematics education (97-XX) Citations by Year