Edit Profile (opens in new tab) Yuan, Zhongyi Compute Distance To: Compute Author ID: 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 all top 5 Co-Authors 1 single-authored 8 Tang, Qihe 2 Malinen, Jarmo 2 Nevanlinna, Olavi 1 Blanchet, Jose H. 1 Chen, Yiqing 1 Han, Lei 1 Lam, Henry 1 Liu, Haibo 1 Shi, Xiaojun 1 Turunen, Ville 1 Wei, Li 1 Zhang, Yi all top 5 Serials 3 Insurance Mathematics & Economics 3 North American Actuarial Journal 1 Biometrics 1 European Journal of Operational Research 1 Extremes 1 Mathematical Proceedings of the Royal Irish Academy 1 Acta Mathematica Sinica. English Series 1 Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms 1 ASTIN Bulletin 1 Science China. Mathematics 1 European Actuarial Journal all top 5 Fields 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Statistics (62-XX) 4 Probability theory and stochastic processes (60-XX) 2 Operator theory (47-XX) 1 Functions of a complex variable (30-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications 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 1328.62089Tang, 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 1291.91128Tang, Qihe; Yuan, Zhongyi 10 2012 The continual reassessment method for multiple toxicity grades: a Bayesian quasi-likelihood approach. Zbl 1124.62084Yuan, Z.; Chappell, R.; Bailey, H. 10 2007 Asymptotic analysis of the loss given default in the presence of multivariate regular variation. Zbl 1412.91056Tang, Qihe; Yuan, Zhongyi 7 2013 The loss given default of a low-default portfolio with weak contagion. Zbl 1348.91187Wei, Li; Yuan, Zhongyi 5 2016 Random difference equations with subexponential innovations. Zbl 1362.60064Tang, QiHe; Yuan, ZhongYi 3 2016 A limit distribution of credit portfolio losses with low default probabilities. Zbl 1416.91393Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi 3 2017 CAT bond pricing under a product probability measure with pot risk characterization. Zbl 1410.91288Tang, Qihe; Yuan, Zhongyi 2 2019 An asymptotic characterization of hidden tail credit risk with actuarial applications. Zbl 1394.91241Yuan, Zhongyi 2 2017 A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks. Zbl 1422.91335Chen, Yiqing; Yuan, Zhongyi 2 2017 Indifference pricing of insurance-linked securities in a multi-period model. Zbl 07354355Liu, Haibo; Tang, Qihe; Yuan, Zhongyi 2 2021 On a Tauberian condition for bounded linear operators. Zbl 1179.47001Malinen, J.; Nevanlinna, O.; Yuan, Z. 1 2009 Indifference pricing of insurance-linked securities in a multi-period model. Zbl 07354355Liu, Haibo; Tang, Qihe; Yuan, Zhongyi 2 2021 CAT bond pricing under a product probability measure with pot risk characterization. Zbl 1410.91288Tang, Qihe; Yuan, Zhongyi 2 2019 A limit distribution of credit portfolio losses with low default probabilities. Zbl 1416.91393Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi 3 2017 An asymptotic characterization of hidden tail credit risk with actuarial applications. Zbl 1394.91241Yuan, Zhongyi 2 2017 A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks. Zbl 1422.91335Chen, Yiqing; Yuan, Zhongyi 2 2017 The loss given default of a low-default portfolio with weak contagion. Zbl 1348.91187Wei, Li; Yuan, Zhongyi 5 2016 Random difference equations with subexponential innovations. Zbl 1362.60064Tang, QiHe; Yuan, ZhongYi 3 2016 Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089Tang, Qihe; Yuan, Zhongyi 37 2014 Asymptotic analysis of the loss given default in the presence of multivariate regular variation. Zbl 1412.91056Tang, 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 1291.91128Tang, Qihe; Yuan, Zhongyi 10 2012 On a Tauberian condition for bounded linear operators. Zbl 1179.47001Malinen, J.; Nevanlinna, O.; Yuan, Z. 1 2009 The continual reassessment method for multiple toxicity grades: a Bayesian quasi-likelihood approach. Zbl 1124.62084Yuan, Z.; Chappell, R.; Bailey, H. 10 2007 all cited Publications top 5 cited Publications all top 5 Cited by 77 Authors 11 Yang, Yang 7 Yuan, Zhongyi 6 Tang, Qihe 5 Šiaulys, Jonas 4 Chen, Yiqing 4 Fu, Ke’ang 4 Li, Jinzhu 4 Wang, Shijie 3 Leipus, Remigijus 3 Yuen, Kam Chuen 2 Cheng, Dongya 2 Cheng, Fengyang 2 Geng, Bingzhen 2 Lin, Jianxi 2 Ng, Cheuk Yin Andrew 2 Wang, Wensheng 1 Bae, Taehan 1 Cantia, Catalin 1 Chen, Lamei 1 Chen, Zhenlong 1 Dębicki, Krzysztof 1 Dindienė, Lina 1 Farkas, Julia 1 Gao, Miaomiao 1 Gong, Yishan 1 Guo, Fenglong 1 Han, Jian 1 Hashorva, Enkelejd 1 Hayter, Anthony J. 1 Hu, Taizhong 1 Hu, Yiyu 1 Huang, Xingfang 1 Ignatavičiūtė, Eglė 1 Jaunė, Eglė 1 Ji, Ronglin 1 Kiatsupaibul, Seksan 1 Ko, Bangwon 1 Kołodziejek, Bartosz 1 Konstantinides, Dimitrios G. 1 Lin, Lu 1 Liu, Haibo 1 Liu, Jiajun 1 Liu, Junfeng 1 Liu, Qing 1 Liu, Shuang 1 Lorig, Matthew J. 1 Mao, Tiantian 1 Ni, Chang 1 Paukštys, Saulius 1 Qian, Huan 1 Ragulina, Olena 1 Shi, Xiaojun 1 Shi, Xixi 1 Somsong, Sarunya 1 Sun, Ying 1 Tan, Ken Seng 1 Tunaru, Radu S. 1 Vareikaitė, Ieva 1 Vernic, Raluca 1 Wang, Dingcheng 1 Wang, Kaiyong 1 Wang, Xinzhi 1 Wang, Xuejun 1 Wei, Li 1 Weng, Chengguo 1 Xiang, Yu 1 Xu, Maochao 1 Yang, Haizhong 1 Yang, Lianqiang 1 Yao, Mei 1 Yu, Changjun 1 Zhang, Aili 1 Zhang, Chuanwei 1 Zhang, Jinggong 1 Zhang, Yiying 1 Zhang, Zhimin 1 Zou, Bin all top 5 Cited in 27 Serials 9 Insurance Mathematics & Economics 7 Statistics & Probability Letters 4 Communications in Statistics. Theory and Methods 3 Lithuanian Mathematical Journal 3 Scandinavian Actuarial Journal 3 Nonlinear Analysis. Modelling and Control 2 Journal of Mathematical Analysis and Applications 2 European Journal of Operational Research 2 Journal of Inequalities and Applications 2 North American Actuarial Journal 2 Journal of Industrial and Management Optimization 2 Science China. Mathematics 2 European Actuarial Journal 1 Advances in Applied Probability 1 Journal of Computational and Applied Mathematics 1 Journal of the Korean Mathematical Society 1 Journal of Multivariate Analysis 1 Chinese Annals of Mathematics. Series B 1 Acta Mathematicae Applicatae Sinica. English Series 1 Japan Journal of Industrial and Applied Mathematics 1 Extremes 1 Probability in the Engineering and Informational Sciences 1 Quantitative Finance 1 Stochastic Models 1 ASTIN Bulletin 1 Fuzzy Optimization and Decision Making 1 Journal of the Korean Statistical Society Cited in 4 Fields 39 Statistics (62-XX) 39 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 29 Probability theory and stochastic processes (60-XX) 3 Operations research, mathematical programming (90-XX) Citations by Year