Yi Zhang

Optimal reinsurance under VaR and CTE risk measures

Jun Cai, Ken Seng Tan, Chengguo Weng et al. · Insurance Mathematics and Economics · 2008 · 266 citations

Financial Risk Management, Risk Management, Management +5

Enhancement of Cd(II) adsorption by polyacrylic acid modified magnetic mesoporous carbon

Guangming Zeng, Yuanyuan Liu, Lin Tang et al. · Chemical Engineering Journal · 2014 · 206 citations

Chemical Engineering, Engineering, Magnetic Mesoporous Carbon +6

VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance

Ken Seng Tan, Chengguo Weng, Yi Zhang · North American Actuarial Journal · 2009 · 68 citations

Optimal Reinsurance Models, Asset Pricing, Financial Risk Management +14

Uniform Estimate for Maximum of Randomly Weighted Sums with Applications to Ruin Theory

Xinmei Shen, Zhengyan Lin, Yi Zhang · Methodology And Computing In Applied Probability · 2008 · 34 citations

Engineering, Analytic Combinatorics, Ruin Theory +5

Ruin probabilities in a discrete time risk model with dependent risks of heavy tail

Chengguo Weng, Yi Zhang, Ken Seng Tan · Scandinavian Actuarial Journal · 2008 · 25 citations