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Search: person:"Zhang, Yiying"
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Theorie
20
Theory
20
Risikomaß
9
Risk measure
9
Portfolio selection
8
Portfolio-Management
8
Reinsurance
6
Rückversicherung
6
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5
Messung
5
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5
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5
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4
Risikomodell
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Stochastic orders
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Stochastic process
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Stochastischer Prozess
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Active redundancy
3
Asymmetric information
3
Asymmetrische Information
3
Bowley solution
3
Copula
3
Multivariate Verteilung
3
Multivariate distribution
3
Standby redundancy
3
Systemic risk
3
Systemrisiko
3
asymmetric information
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distortion risk measure
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Adverse Selektion
2
Adverse selection
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Aggregation
2
Bowley reinsurance
2
Component level
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Distortion risk measure
2
Increasing convex order
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LWSAI
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Undetermined
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Article in journal
27
Aufsatz in Zeitschrift
27
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English
34
Undetermined
3
Author
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Zhang, Yiying
35
Zhao, Peng
14
Cheung, Ka Chun
8
Ding, Weiyong
6
Boonen, Tim J.
3
Yam, Sheung Chi Phillip
3
Chen, Yanhong
2
Jiang, Wenjun
2
Li, Long
2
Wang, Yiying
2
Amini-Seresht, Ebrahim
1
Amini‐Seresht, Ebrahim
1
Balakrishnan, Narayanaswamy
1
Cai, Xiong
1
Chen, Jianbin
1
Cheung, Waiman
1
Cui, Dangdang
1
Dhaene, Jan
1
Dong, Xiaodan
1
Fang, Rui
1
Guo, Yue
1
Hu, Gongjin
1
Laeven, Roger J. A.
1
Li, Xiaohu
1
Liang, Xiaoqing
1
Pu, Tong
1
Wang, Chuchu
1
Wang, Yihan
1
Wen, Tiejun
1
Wu, Junyan
1
Xu, Maochao
1
Yang, Lei
1
Yuen, Fei Lung
1
Zhang, Fan
1
Zhang, Jiawei
1
Zhang, Xiaoyu
1
Zhang, Yifei
1
Zhang, Zhihong
1
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Published in...
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Insurance / Mathematics & economics
6
Scandinavian actuarial journal
4
Applied Stochastic Models in Business and Industry
3
European journal of operational research : EJOR
3
Naval Research Logistics (NRL)
3
Astin bulletin : the journal of the International Actuarial Association
2
Insurance : mathematics and economics
2
Operations research letters
2
ASTIN bulletin : the journal of the International Actuarial Association
1
American Journal of Economics and Sociology
1
Applied economics letters
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
European Journal of Operational Research
1
Information & management : the internat. journal of management processes and systems ; journal of IFIP Users Group
1
Journal of risk : JOR
1
Metrika
1
Naval research logistics : an international journal
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
Quantitative finance
1
Statistics & Probability Letters
1
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ECONIS (ZBW)
27
Other ZBW resources
7
RePEc
3
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37
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1
On joint marginal expected shortfall and associated contribution risk measures
Pu, Tong
;
Zhang, Yifei
;
Zhang, Yiying
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 889-908
Persistent link: https://www.econbiz.de/10015050804
Saved in:
2
Stochastic orders and distortion risk contribution ratio measures
Zhang, Yiying
- In:
Insurance : mathematics and economics
118
(
2024
),
pp. 104-122
Persistent link: https://www.econbiz.de/10015067027
Saved in:
3
Bowley solution under the reinsurer's default risk
Chen, Yanhong
;
Cheung, Ka Chun
;
Zhang, Yiying
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 36-61
Persistent link: https://www.econbiz.de/10015066727
Saved in:
4
Mean-variance insurance design under heterogeneous beliefs
Chen, Yanhong
;
Jiang, Wenjun
;
Zhang, Yiying
- In:
Journal of risk : JOR
26
(
2023
)
2
,
pp. 105-132
Persistent link: https://www.econbiz.de/10014487305
Saved in:
5
Optimal insurance design under mean-variance preference with narrow framing
Liang, Xiaoqing
;
Jiang, Wenjun
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 59-79
Persistent link: https://www.econbiz.de/10014446726
Saved in:
6
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
7
Satisficing credibility for heterogeneous risks
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 752-768
Persistent link: https://www.econbiz.de/10013206896
Saved in:
8
Bowley reinsurance with asymmetric information : a first-best solution
Boonen, Tim J.
;
Zhang, Yiying
- In:
Scandinavian actuarial journal
2022
(
2022
)
6
,
pp. 532-551
Persistent link: https://www.econbiz.de/10013370720
Saved in:
9
Data breach CAT bonds : modeling and pricing
Xu, Maochao
;
Zhang, Yiying
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
4
,
pp. 543-561
Persistent link: https://www.econbiz.de/10013167023
Saved in:
10
Bowley reinsurance with asymmetric information on the insurer's risk preferences
Boonen, Tim J.
;
Cheung, Ka Chun
;
Zhang, Yiying
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 623-644
Persistent link: https://www.econbiz.de/10012624638
Saved in:
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