Yu Chen

Management Science and Operations Research · with Su · 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 Yu Chen trusts overall

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

  1. Qihe Tang

Papers from Yu Chen's perspective

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

  1. Ruin under interest force and subexponential claims: a simple treatment
  2. Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
  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. Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails
  9. Optimal Portfolios with Bounded Capital at Risk
  10. Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation

Their papers