Yi Zhang

Management Science and Operations Research · with Weng · 2008–2011

A researcher in the Science corpus: 4 papers; trusts 13 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 42 citations into it; #3,949 of 11,946 by trust here, #3,153 by citations
• Economics and Econometrics — 40 citations into it; #8,863 of 23,481 by trust here, #10,609 by citations
• Demography — 30 citations into it
• Finance — 11 citations into it; #10,202 of 10,518 by trust here, #8,598 by citations

Whom Yi Zhang trusts overall

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

1. Qihe Tang
2. Jun Cai
3. Marek Kaluszka
4. Ken Seng Tan
5. Guillaume Carlier
6. Roger B. Nelsen
7. Dingcheng Wang
8. Jem N. Corcoran
9. Dirk Tasche
10. Marc J. Goovaerts

Who trusts Yi Zhang overall

1. Qihe Tang
2. Yichun Chi
3. Ken Seng Tan
4. Jun Cai
5. Yiqing Chen
6. Mariana Olvera-Cravioto
7. Ka Chun Cheung

Papers from Yi Zhang's perspective

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

1. Risk Measures and Comonotonicity: A Review
2. Quantitative Risk Management: Concepts, Techniques, and Tools
3. On the significance of expected shortfall as a coherent risk measure
4. Expected shortfall and beyond
5. Optimal reinsurance under mean-variance premium principles
6. Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
7. Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Advances in Applied Probability)
8. Finite and infinite time ruin probabilities in a stochastic economic environment
9. The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
10. Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation

Their papers

• Approximation of the tail probability of randomly weighted sums and applications (2009) — 119 citations
• Optimal reinsurance under VaR and CTE risk measures (2008) — 276 citations
• Optimality of general reinsurance contracts under CTE risk measure (2011) — 86 citations
• VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (2009) — 66 citations