Yiqing Chen

Management Science and Operations Research · 2007–2012

A researcher in the Science corpus: 7 papers; trusts 31 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 71 citations into it; #3,444 of 11,946 by trust here, #2,603 by citations
• Finance — 46 citations into it; #4,846 of 10,518 by trust here, #4,371 by citations
• Demography — 39 citations into it; #1,129 of 4,236 by trust here, #946 by citations
• Mathematical Physics — 24 citations into it; #7,542 of 8,562 by trust here, #4,500 by citations
• Economics and Econometrics — 13 citations into it
• Artificial Intelligence — 11 citations into it
• Statistics and Probability — 9 citations into it

Whom Yiqing Chen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Qihe Tang
2. R. Strawderman
3. Jem N. Corcoran
4. Hélène Cossette
5. Sidney I. Resnick
6. Kai Wang Ng
7. G. Tsitsiashvili
8. Hansjörg Albrecher *
9. É. Marceau
10. Li Liu

Who trusts Yiqing Chen overall

1. Qihe Tang
2. Aiting Shen
3. Jinzhu Li
4. Xuejun Wang
5. Yuebao Wang
6. Yang Yang
7. Jostein Paulsen
8. Kaiyong Wang
9. Haizhong Yang
10. Yang Yang

Papers from Yiqing Chen's perspective

Ordered by how strongly the researchers Yiqing Chen trusts endorse each paper. Same corpus, a different order for every researcher.

1. Modelling Extremal Events for Insurance and Finance
2. On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Journal of Applied Probability)
3. THE FINITE-TIME RUIN PROBABILITY OF THE COMPOUND POISSON MODEL WITH CONSTANT INTEREST FORCE
4. Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
5. The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
6. Regularly varying functions
7. Precise large deviations for sums of random variables with consistently varying tails (Journal of Applied Probability)
8. An Introduction to Copulas
9. Tail asymptotics for the sum of two heavy-tailed dependent risks
10. Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tai

Their papers

• The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (2007) — 82 citations
• Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (2009) — 152 citations
• Precise Large Deviations of Random Sums in Presence of Negative Dependence and Consistent Variation (2011) — 63 citations
• The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables (2010) — 125 citations
• Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (2011) — 75 citations
• Precise large deviations of aggregate claims in a size-dependent renewal risk model (2012) — 78 citations
• The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (2011) — 68 citations