The following pages link to Zhongyi Yuan (Q488109):
Displayed 12 items.
- Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
- Random difference equations with subexponential innovations (Q525896) (← links)
- The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
- A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
- A limit distribution of credit portfolio losses with low default probabilities (Q1681199) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
- Pricing extreme mortality risk in the wake of the COVID-19 pandemic (Q2681451) (← links)
- A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698) (← links)
- CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415) (← links)
- Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648) (← links)
- Robust Actuarial Risk Analysis (Q5742897) (← links)