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Author ID: yuan.zhongyi Recent zbMATH articles by "Yuan, Zhongyi"
Published as: Yuan, Zhongyi; Yuan, ZhongYi
External Links: MGP
Documents Indexed: 15 Publications since 2007
Co-Authors: 7 Co-Authors with 10 Joint Publications
205 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

12 Publications have been cited 84 times in 57 Documents Cited by Year
Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089
Tang, Qihe; Yuan, Zhongyi
37
2014
A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization. Zbl 1291.91128
Tang, Qihe; Yuan, Zhongyi
10
2012
The continual reassessment method for multiple toxicity grades: a Bayesian quasi-likelihood approach. Zbl 1124.62084
Yuan, Z.; Chappell, R.; Bailey, H.
10
2007
Asymptotic analysis of the loss given default in the presence of multivariate regular variation. Zbl 1412.91056
Tang, Qihe; Yuan, Zhongyi
7
2013
The loss given default of a low-default portfolio with weak contagion. Zbl 1348.91187
Wei, Li; Yuan, Zhongyi
5
2016
Random difference equations with subexponential innovations. Zbl 1362.60064
Tang, QiHe; Yuan, ZhongYi
3
2016
A limit distribution of credit portfolio losses with low default probabilities. Zbl 1416.91393
Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi
3
2017
CAT bond pricing under a product probability measure with pot risk characterization. Zbl 1410.91288
Tang, Qihe; Yuan, Zhongyi
2
2019
An asymptotic characterization of hidden tail credit risk with actuarial applications. Zbl 1394.91241
Yuan, Zhongyi
2
2017
A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks. Zbl 1422.91335
Chen, Yiqing; Yuan, Zhongyi
2
2017
Indifference pricing of insurance-linked securities in a multi-period model. Zbl 07354355
Liu, Haibo; Tang, Qihe; Yuan, Zhongyi
2
2021
On a Tauberian condition for bounded linear operators. Zbl 1179.47001
Malinen, J.; Nevanlinna, O.; Yuan, Z.
1
2009
Indifference pricing of insurance-linked securities in a multi-period model. Zbl 07354355
Liu, Haibo; Tang, Qihe; Yuan, Zhongyi
2
2021
CAT bond pricing under a product probability measure with pot risk characterization. Zbl 1410.91288
Tang, Qihe; Yuan, Zhongyi
2
2019
A limit distribution of credit portfolio losses with low default probabilities. Zbl 1416.91393
Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi
3
2017
An asymptotic characterization of hidden tail credit risk with actuarial applications. Zbl 1394.91241
Yuan, Zhongyi
2
2017
A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks. Zbl 1422.91335
Chen, Yiqing; Yuan, Zhongyi
2
2017
The loss given default of a low-default portfolio with weak contagion. Zbl 1348.91187
Wei, Li; Yuan, Zhongyi
5
2016
Random difference equations with subexponential innovations. Zbl 1362.60064
Tang, QiHe; Yuan, ZhongYi
3
2016
Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089
Tang, Qihe; Yuan, Zhongyi
37
2014
Asymptotic analysis of the loss given default in the presence of multivariate regular variation. Zbl 1412.91056
Tang, Qihe; Yuan, Zhongyi
7
2013
A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization. Zbl 1291.91128
Tang, Qihe; Yuan, Zhongyi
10
2012
On a Tauberian condition for bounded linear operators. Zbl 1179.47001
Malinen, J.; Nevanlinna, O.; Yuan, Z.
1
2009
The continual reassessment method for multiple toxicity grades: a Bayesian quasi-likelihood approach. Zbl 1124.62084
Yuan, Z.; Chappell, R.; Bailey, H.
10
2007

Citations by Year