Zhongyi Yuan

    • 89 Citations
    • 5 h-Index
    20052020

    Research output per year

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    Research Output

    • 89 Citations
    • 5 h-Index
    • 11 Article
    • 1 Chapter
    • 1 Conference contribution

    Indifference pricing of insurance-linked securities in a multi-period model

    Liu, H., Tang, Q. & Yuan, Z., 2020, (Accepted/In press) In : European Journal of Operational Research.

    Research output: Contribution to journalArticle

  • CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION

    Tang, Q. & Yuan, Z., May 1 2019, In : ASTIN Bulletin. 49, 2, p. 457-490 34 p.

    Research output: Contribution to journalArticle

  • 1 Scopus citations

    Robust Actuarial Risk Analysis

    Blanchet, J., Lam, H., Tang, Q. & Yuan, Z., Jan 2 2019, In : North American Actuarial Journal. 23, 1, p. 33-63 31 p.

    Research output: Contribution to journalArticle

  • A limit distribution of credit portfolio losses with low default probabilities

    Shi, X., Tang, Q. & Yuan, Z., Mar 1 2017, In : Insurance: Mathematics and Economics. 73, p. 156-167 12 p.

    Research output: Contribution to journalArticle

  • 5 Scopus citations

    An asymptotic characterization of hidden tail credit risk with actuarial applications

    Yuan, Z., Jul 1 2017, In : European Actuarial Journal. 7, 1, p. 165-192 28 p.

    Research output: Contribution to journalArticle

  • 1 Scopus citations