Lan Yi

Management Science and Operations Research · with Chen · 2011

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Lan Yi trusts overall

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

  1. Qihe Tang

Papers from Lan Yi's perspective

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

  1. Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
  2. Ruin under interest force and subexponential claims: a simple treatment
  3. Finite and infinite time ruin probabilities in a stochastic economic environment
  4. The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
  5. Risk Measures and Comonotonicity: A Review
  6. On Cramér-like asymptotics for risk processes with stochastic return on investments
  7. On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Journal of Applied Probability)
  8. Optimal Portfolios with Bounded Capital at Risk
  9. Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails
  10. Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation

Their papers