Concepedia

Yi Zhang

YZ

11

Publications

252

Citations

10

H-Index

2011

Active since

Affiliations

Zhejiang University(Current)

University of Waterloo

Metrum Research Group (United States)

Yi Zhang is an author at Zhejiang University specializing in engineering, statistics, and finance.

Top concepts

EngineeringStatisticsFinanceStatistical InferenceBusinessEconometricsPharmacologyBiostatisticsPublic HealthBayesian Methods

Publications per year

2011–2023

11

Publications

11

Optimality of general reinsurance contracts under CTE risk measure

Ken Seng Tan, Chengguo Weng, Yi Zhang · Insurance Mathematics and Economics · 2011 · 77 citations

Mathematical Programming, Engineering, Financial Risk Management +6

Expectile regression for analyzing heteroscedasticity in high dimension

Jun Zhao, Yingyu Chen, Yi Zhang · Statistics & Probability Letters · 2018 · 38 citations

Econometric Model, Business, Econometrics +6

Multivariate risk models under heavy‐tailed risks

Wei Huang, Chengguo Weng, Yi Zhang · Applied Stochastic Models in Business and Industry · 2013 · 22 citations

Double/debiased machine learning for logistic partially linear model

Molei Liu, Yi Zhang, Doudou Zhou · Econometrics Journal · 2021 · 20 citations · Full text

Lookback option pricing problem of mean-reverting stock model in uncertain environment

Miao Tian, Xiangfeng Yang, Yi Zhang · Journal of Industrial and Management Optimization · 2020 · 17 citations · Full text

Option Pricing, Uncertain Environment, Financial Economics +11

Rows per page

1–5 of 11