Research Output per year

## Fingerprint Fingerprint is based on mining the text of the experts' scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Multivariate Regular Variation
Mathematics

Finite-time Ruin Probability
Mathematics

Insurance
Mathematics

Tail Probability
Mathematics

Financial Risk
Mathematics

Ruin Probability
Mathematics

Regular Variation
Mathematics

Tail Dependence
Mathematics

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## Research Output 2005 2019

## 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 journal › Article

Pricing

Catastrophe bonds

Catastrophe risk

Bond market

Interest rate risk

## Robust Actuarial Risk Analysis

Blanchet, J., Lam, H., Tang, Q. & Yuan, Z., Jan 1 2019, In : North American Actuarial Journal.Research output: Contribution to journal › Article

Risk Analysis

Optimization Problem

Conditional Value at Risk

Robust Estimate

Loss Probability

5
Citations
(Scopus)

## 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 journal › Article

Limit Distribution

Multivariate Regular Variation

Multivariate Extremes

Tail Dependence

Extreme Value Theory

1
Citation
(Scopus)

## 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 journal › Article

Credit Risk

Tail

Risk Factors

Asymptotic Independence

Archimedean Copula

4
Citations
(Scopus)

## A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks

Chen, Y. & Yuan, Z., Mar 1 2017, In : Insurance: Mathematics and Economics. 73, p. 75-81 7 p.Research output: Contribution to journal › Article

Finite-time Ruin Probability

Financial Risk

Ruin Probability

Insurance

Multivariate Regular Variation