Articles with public access mandates - Zhongyi YuanLearn more
Not available anywhere: 1
A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks
Y Chen, Z Yuan
Insurance: Mathematics and Economics 73, 75-81, 2017
Mandates: National Natural Science Foundation of China
Available somewhere: 5
CAT bond pricing under a product probability measure with POT risk characterization
Q Tang, Z Yuan
ASTIN Bulletin: The Journal of the IAA 49 (2), 457-490, 2019
Mandates: US National Science Foundation, National Natural Science Foundation of China
A limit distribution of credit portfolio losses with low default probabilities
X Shi, Q Tang, Z Yuan
Insurance: Mathematics and Economics 73, 156-167, 2017
Mandates: US National Science Foundation, National Natural Science Foundation of China
Random difference equations with subexponential innovations
QH Tang, ZY Yuan
Science China Mathematics 59, 2411-2426, 2016
Mandates: US National Science Foundation
Indifference pricing of insurance-linked securities in a multi-period model
H Liu, Q Tang, Z Yuan
European Journal of Operational Research 289 (2), 793-805, 2021
Mandates: Australian Research Council
Pricing extreme mortality risk in the wake of the COVID-19 pandemic
H Li, H Liu, Q Tang, Z Yuan
Insurance: Mathematics and Economics 108, 84-106, 2023
Mandates: Australian Research Council
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