Concepedia

Haiyan Liu

HL

15

Publications

302

Citations

11

H-Index

2015

Active since

Affiliations

Michigan State University(Current)

University of Waterloo

University of Science and Technology of China

University of Notre Dame

Swiss Finance Institute

Haiyan Liu is an author at Michigan State University specializing in statistics, engineering, and risk management.

Top concepts

StatisticsEngineeringManagementProbabilityRisk ManagementEconomicsInsuranceStatistical InferenceUncertainty QuantificationFinance

Publications per year

2015–2023

15

Publications

15

Quantile-based risk sharing with heterogeneous beliefs

Paul Embrechts, Haiyan Liu, Tiantian Mao et al. · Mathematical Programming · 2018 · 54 citations

Insurance, Economics, Engineering +10

A method of generating multivariate non-normal random numbers with desired multivariate skewness and kurtosis

Wen Qu, Haiyan Liu, Zhiyong Zhang · Behavior Research Methods · 2019 · 36 citations · Full text

Desired Multivariate Skewness, Engineering, Statistical Inference +3

ASYMPTOTIC EQUIVALENCE OF RISK MEASURES UNDER DEPENDENCE UNCERTAINTY

Jun Cai, Haiyan Liu, Ruodu Wang · Mathematical Finance · 2016 · 29 citations

Large Deviations, Engineering, Financial Risk Management +22

Logistic regression with misclassification in binary outcome variables: a method and software

Haiyan Liu, Zhiyong Zhang · Behaviormetrika · 2017 · 21 citations

Data Classification, Classification Method, Engineering +9

A short note on the maximal point‐biserial correlation under non‐normality

Ying Cheng, Haiyan Liu · British Journal of Mathematical and Statistical Psychology · 2016 · 20 citations

Binary Manifest Variable, Exponential Distribution, Engineering +4

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