Yiqing Chen

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Investor preference analysis: an online optimization approach with missing information	2024-04-12	Paper
An asymptotic study of systemic expected shortfall and marginal expected shortfall	2022-07-15	Paper
Comment on the work of Zhang et al. ``Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process	2022-01-19	Paper
Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times	2021-03-17	Paper
A Kesten-type bound for sums of randomly weighted subexponential random variables	2020-01-20	Paper
Bivariate regular variation among randomly weighted sums in general insurance	2019-09-03	Paper
Interplay of subexponential and dependent insurance and financial risks	2017-11-23	Paper
A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks	2017-11-23	Paper
Asymptotic results for conditional measures of association of a random sum	2015-03-13	Paper
Asymptotic Behaviour of Extinction Probability of Interacting Branching Collision Processes	2014-05-14	Paper
Precise large deviations of aggregate claims in a size-dependent renewal risk model	2014-04-14	Paper
Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims	2013-11-15	Paper
Precise large deviations of random sums in presence of negative dependence and consistent variation	2012-06-20	Paper
Extinction Probability of Interacting Branching Collision Processes	2012-04-10	Paper
The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance	2012-02-19	Paper
The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks	2012-01-04	Paper
The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables	2011-01-13	Paper
https://portal.mardi4nfdi.de/entity/Q3622129	2009-04-28	Paper
Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation	2009-04-08	Paper
The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims	2007-05-23	Paper
On the maximum of randomly weighted sums with regularly varying tails	2006-06-16	Paper
The finite time ruin probability with the same heavy-tailed insurance and financial risks	2006-01-05	Paper
Local asymptotic behavior of the survival probability of the equilibrium renewal model with heavy tails	2005-11-30	Paper
Weighted sums of subexponential random variables and their maxima	2005-09-29	Paper
https://portal.mardi4nfdi.de/entity/Q5289229	1993-08-19	Paper

Research outcomes over time

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