Yi Zhang

发表

Optimal reinsurance under VaR and CTE risk measures

K. S. Tan, Jun Cai, Chengguo Weng, 2008 .

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

Ken Seng Tan, K. S. Tan, Yi Zhang, 2009 .

Approximation of the tail probability of randomly weighted sums and applications

Yi Zhang, Chengguo Weng, Chengguo Weng, 2009 .

Multivariate risk models under heavy-tailed risks

Chengguo Weng, Yi Zhang, Wei Huang, 2014 .

Optimal Multivariate Quota-Share Reinsurance: A Nonparametric Mean-CVaR Framework

Chengguo Weng, Yi Zhang, Haoze Sun, 2017 .

Tail Behavior of Poisson Shot Noise Processes under Heavy-tailed Shocks and Actuarial Applications

K. S. Tan, Chengguo Weng, Yi Zhang, 2013 .

Non-parametric tests for the tail equivalence via empirical likelihood

Yi Zhang, Haoze Sun, Yuexiang Jiang, 2017 .

STATISTICAL INFERENCE FOR MEASUREMENT EQUATION SELECTION IN THE LOG-REALGARCH MODEL

Yi Zhang, Yu-Ning Li, Caiya Zhang, 2018, Econometric Theory.

Some limiting properties of the bounds of the present value function of a life insurance portfolio

Chengguo Weng, Yi Zhang, Zhengyan Lin, 2006, Journal of Applied Probability.

Some limiting Properties on the Bounds of Present Value Functions of a Life Insurance Portfolio

Chengguo Weng, Yi Zhang, Zhengyan Lin, 2007 .

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

K. S. Tan, Chengguo Weng, Yi Zhang, 2009 .