Zhongyi Yuan

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Pricing extreme mortality risk in the wake of the COVID-19 pandemic Insurance Mathematics & Economics	2023-02-03	Paper
Indifference pricing of insurance-linked securities in a multi-period model European Journal of Operational Research	2021-06-03	Paper
CAT bond pricing under a product probability measure with pot risk characterization ASTIN Bulletin	2019-05-29	Paper
Asymptotic analysis of the loss given default in the presence of multivariate regular variation North American Actuarial Journal	2019-05-15	Paper
Robust Actuarial Risk Analysis North American Actuarial Journal	2019-05-08	Paper
An asymptotic characterization of hidden tail credit risk with actuarial applications European Actuarial Journal	2018-04-03	Paper
A limit distribution of credit portfolio losses with low default probabilities Insurance Mathematics & Economics	2017-11-23	Paper
A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks Insurance Mathematics & Economics	2017-11-23	Paper
Random difference equations with subexponential innovations Science China. Mathematics	2017-05-05	Paper
The loss given default of a low-default portfolio with weak contagion Insurance Mathematics & Economics	2016-01-05	Paper
Randomly weighted sums of subexponential random variables with application to capital allocation Extremes	2015-01-23	Paper
A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization North American Actuarial Journal	2014-07-19	Paper

Research outcomes over time

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