Yi Zhang

Available identifiers

zbMath Open zhang.yi.6MaRDI QIDQ224884

List of research outcomes

Publication	Date of Publication	Type
An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity	2022-06-22	Paper
Change-point detection for the link function in a single-index model	2022-06-01	Paper
A class of distortion measures generated from expectile and its estimation	2022-05-20	Paper
Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity	2022-04-07	Paper
VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance	2022-02-11	Paper
Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression	2021-11-24	Paper
Change point detection for nonparametric regression under strongly mixing process	2020-11-02	Paper
STATISTICAL INFERENCE FOR MEASUREMENT EQUATION SELECTION IN THE LOG-REALGARCH MODEL	2019-11-18	Paper
Robust Estimation and Shrinkage in Ultrahigh Dimensional Expectile Regression with Heavy Tails and Variance Heterogeneity	2019-09-19	Paper
https://portal.mardi4nfdi.de/entity/Q4690503	2018-10-22	Paper
Conditional Tail-Related Risk Estimation Using Composite Asymmetric Least Squares and Empirical Likelihood	2018-07-03	Paper
Expectile regression for analyzing heteroscedasticity in high dimension	2018-06-14	Paper
Variable selection in expectile regression	2018-06-01	Paper
Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition	2018-05-28	Paper
Non-parametric tests for the tail equivalence via empirical likelihood	2017-12-06	Paper
Asymptotic behavior of Mean-CVaR portfolio selection model under nonparametric framework	2017-10-20	Paper
https://portal.mardi4nfdi.de/entity/Q2987372	2017-05-17	Paper
Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework	2017-01-31	Paper
https://portal.mardi4nfdi.de/entity/Q3461495	2016-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q5498253	2015-02-11	Paper
Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail	2013-12-06	Paper
Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications	2013-09-20	Paper
Optimal reinsurance under the Haezendonck risk measure	2013-05-13	Paper
https://portal.mardi4nfdi.de/entity/Q4900875	2013-01-24	Paper
Joint and supremum distributions in the compound binomial model with Markovian environment	2012-06-01	Paper
Characterization of multivariate heavy-tailed distribution families via copula	2012-03-22	Paper
Moderate deviations for a risk model based on the customer-arrival process	2011-12-28	Paper
Optimality of general reinsurance contracts under CTE risk measure	2011-08-02	Paper
Ruin probabilities in a discrete time risk model with dependent risks of heavy tail	2011-02-22	Paper
Optimal reinsurance under expected value principle	2011-01-29	Paper
https://portal.mardi4nfdi.de/entity/Q3402954	2010-02-12	Paper
Uniform estimate for maximum of randomly weighted sums with applications to ruin theory	2009-12-02	Paper
Precise Large Deviations for the Actual Aggregate Loss Process	2009-10-08	Paper
Approximation of the tail probability of randomly weighted sums and applications	2009-03-10	Paper
https://portal.mardi4nfdi.de/entity/Q3599773	2009-02-09	Paper
Optimal reinsurance under VaR and CTE risk measures	2008-08-18	Paper
Some limiting properties of the bounds of the present value function of a life insurance portfolio	2008-02-15	Paper
Optimal reinsurance under the general mixture risk measures	2007-03-12	Paper
https://portal.mardi4nfdi.de/entity/Q3411648	2006-12-11	Paper
A further study on correlation order	2005-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q4809820	2004-08-31	Paper
https://portal.mardi4nfdi.de/entity/Q4456371	2004-03-16	Paper
Dual random model of increasing life insurance for multiple-life status	2003-05-14	Paper
Dual random model of increasing annuity	2002-11-25	Paper
https://portal.mardi4nfdi.de/entity/Q2725267	2002-04-08	Paper
https://portal.mardi4nfdi.de/entity/Q4384586	1998-04-26	Paper
https://portal.mardi4nfdi.de/entity/Q4374363	1998-02-04	Paper
https://portal.mardi4nfdi.de/entity/Q4338387	1997-05-28	Paper
https://portal.mardi4nfdi.de/entity/Q3473888	1989-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Yi Zhang