Concepedia
Statistics
Publications
9
Citations
267
H-Index
Active since
2012
Affiliations
Pennsylvania State University(Current)
University of Iowa
UNSW Sydney
Renmin University of China
Zhongyi Yuan is an author at Pennsylvania State University specializing in financial economics, business, and finance.
Publications per year
2012–2022
Randomly weighted sums of subexponential random variables with application to capital allocation
Qihe Tang, Zhongyi Yuan · Extremes · 2014 · 97 citations
Social Sciences, Business Economics, Economics +12
CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION
Qihe Tang, Zhongyi Yuan · Astin Bulletin · 2019 · 35 citations · Full text
Business, Finance, Insurance +17
Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation
Qihe Tang, Zhongyi Yuan · North American Actuarial Journal · 2013 · 34 citations
Business, Economics, Finance +14
A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization
Qihe Tang, Zhongyi Yuan · North American Actuarial Journal · 2012 · 22 citations
Business, Finance, Risk Management +16
A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks
Yiqing Chen, Zhongyi Yuan · Insurance Mathematics and Economics · 2017 · 22 citations
Business, Finance, Insurance +14
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