Zhongyi Yuan

Available identifiers

Publication	Date of Publication	Type
Pricing extreme mortality risk in the wake of the COVID-19 pandemic	2023-02-03	Paper
Indifference pricing of insurance-linked securities in a multi-period model	2021-06-03	Paper
CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION	2019-05-29	Paper
Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation	2019-05-15	Paper
Robust Actuarial Risk Analysis	2019-05-08	Paper
An asymptotic characterization of hidden tail credit risk with actuarial applications	2018-04-03	Paper
A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks	2017-11-23	Paper
A limit distribution of credit portfolio losses with low default probabilities	2017-11-23	Paper
Random difference equations with subexponential innovations	2017-05-05	Paper
The loss given default of a low-default portfolio with weak contagion	2016-01-05	Paper
Randomly weighted sums of subexponential random variables with application to capital allocation	2015-01-23	Paper
A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization	2014-07-19	Paper

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