Research Output per year

## Fingerprint Dive into the research topics where Zhongyi Yuan is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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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Network
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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 2 2019, In : North American Actuarial Journal. 23, 1, p. 33-63 31 p.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