Zhongyi Yuan

    • 77 Citations
    • 5 h-Index
    20052019
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    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.

    Mathematics

    Multivariate Regular Variation
    Finite-time Ruin Probability
    Insurance
    Tail Probability
    Financial Risk
    Ruin Probability
    Regular Variation
    Tail Dependence
    Dependence Structure
    Contagion
    Asymptotic Formula
    Credit Risk
    Portfolio Optimization
    Random variable
    Asymptotic Analysis
    Risk Analysis
    Limit Distribution
    Tail Behavior
    Risk Factors
    Tail
    Weighted Sums
    Difference equation
    Optimization Problem
    Heavy Tails
    Non-negative
    Autoregressive Process
    Subexponential Distribution
    Multivariate Extremes
    Copula
    Conditional probability
    Restriction
    Discrete-time
    Conditional Value at Risk
    Robust Estimate
    Extreme Value Theory
    Loss Probability
    Latent Variable Models
    Approximation
    Model Error
    Model
    Asymptotically equivalent
    Dependent
    Misspecification
    Estimate
    Quantify
    Proportion
    Latent Variables
    Archimedean Copula
    Limiting Distribution
    Sun

    Business & Economics

    Regular variation
    Finite-time ruin probability
    Loss given default
    Credit
    Insurance risk
    Ruin probability
    Risk factors
    Risk model
    Optimization problem
    Asymptotic analysis
    Tail probability
    Tail risk