Edit Profile (opens in new tab) Zhang, Yi Compute Distance To: Compute Author ID: zhang.yi.6 Published as: Zhang, Yi Homepage: https://person.zju.edu.cn/en/0093382 External Links: ResearchGate Documents Indexed: 54 Publications since 1989 Co-Authors: 31 Co-Authors with 42 Joint Publications 1,616 Co-Co-Authors all top 5 Co-Authors 5 single-authored 10 Weng, Chengguo 7 Zhao, Jun 5 Shen, Xinmei 5 Tan, Ken Seng 4 He, Wenjiong 4 Li, Yuning 3 Cao, Yusong 3 Lin, Zhengyan 2 Ma, Weimin 2 Sun, Haoze 2 Wu, Sheng 2 Yang, Qing 2 Zhang, Chuck 2 Zhang, Li-Xin 2 Zhao, Fuqing 1 Cai, Jun 1 Chen, Yingyu 1 Ding, Yanhong 1 Duan, Houli 1 Ebenuwa, Andrew Utomi 1 Feng, Enmin 1 Gao, Kaizhou 1 Jiang, Yuexiang 1 Jin, Feng 1 Lei, Wenchang 1 Lekeu, Victor 1 Li, Xiang 1 Liu, Huan 1 Long, Huaigang 1 Lu, Tongyu 1 Sadollah, Ali 1 Shao, Xiaofeng 1 Shen, Liming 1 Song, Houbin 1 Su, Rong 1 Tee, Kong Fah 1 Wang, Liyan 1 Wang, Quan 1 Wang, Tingting 1 Wu, Weibiao 1 Xu, Zhou 1 Yan, Guan’ao 1 Yang, Guoqiang 1 Yu, Yibin 1 Zhang, Caiya 1 Zhang, Yi 1 Zhang, Yicheng 1 Zhang, Yingying 1 Zhu, Yunzhou all top 5 Serials 6 Applied Mathematics. Series B (English Edition) 5 Statistics & Probability Letters 5 Applied Mathematics. Series A (Chinese Edition) 3 Insurance Mathematics & Economics 3 Journal of Hangzhou University. Natural Science Edition 3 Communications in Statistics. Theory and Methods 3 Engineering Optimization 2 Mathematica Applicata 2 Statistical Papers 2 Methodology and Computing in Applied Probability 2 Journal of Zhejiang University. Science Edition 1 The Annals of Statistics 1 Applied Mathematics and Computation 1 Journal of Applied Probability 1 Journal of Computational and Applied Mathematics 1 Journal of Multivariate Analysis 1 Stochastic Analysis and Applications 1 Chinese Journal of Applied Probability and Statistics 1 Journal of Dalian University of Technology 1 Journal of Statistical Computation and Simulation 1 Stochastic Processes and their Applications 1 Journal of Nonparametric Statistics 1 Tsinghua Science and Technology 1 Journal of High Energy Physics 1 Econometric Theory 1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 1 Scandinavian Actuarial Journal 1 Journal of Zhejiang University. Science 1 North American Actuarial Journal all top 5 Fields 33 Statistics (62-XX) 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Probability theory and stochastic processes (60-XX) 6 Operations research, mathematical programming (90-XX) 2 Numerical analysis (65-XX) 2 Computer science (68-XX) 1 Quantum theory (81-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 23 Publications have been cited 309 times in 236 Documents Cited by ▼ Year ▼ Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 105 2008 Approximation of the tail probability of randomly weighted sums and applications. Zbl 1271.62030Zhang, Yi; Shen, Xinmei; Weng, Chengguo 66 2009 Optimality of general reinsurance contracts under CTE risk measure. Zbl 1218.91097Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 36 2011 Uniform estimate for maximum of randomly weighted sums with applications to ruin theory. Zbl 1177.60026Shen, Xin-mei; Lin, Zheng-yan; Zhang, Yi 24 2009 Ruin probabilities in a discrete time risk model with dependent risks of heavy tail. Zbl 1224.91093Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 17 2009 Expectile regression for analyzing heteroscedasticity in high dimension. Zbl 1414.62324Zhao, Jun; Chen, Yingyu; Zhang, Yi 10 2018 Optimal reinsurance under the Haezendonck risk measure. Zbl 1264.91077Zhu, Yunzhou; Zhang, Lixin; Zhang, Yi 10 2013 Characterization of multivariate heavy-tailed distribution families via copula. Zbl 1236.62048Weng, Chengguo; Zhang, Yi 6 2012 Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail. Zbl 1279.91099Shen, Xinmei; Zhang, Yi 5 2013 Precise large deviations for the actual aggregate loss process. Zbl 1175.60022Shen, Xin-Mei; Lin, Zheng-Yan; Zhang, Yi 5 2009 Moderate deviations for a risk model based on the customer-arrival process. Zbl 1229.91166Shen, Xinmei; Zhang, Yi 4 2012 VaR and CTE criteria for optimal quota-share and stop-loss reinsurance. Zbl 1483.91208Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 4 2009 Modeling mixed traffic flow at crosswalks in micro-simulations using cellular automata. Zbl 1174.68456Zhang, Yi; Duan, Houli; Zhang, Yi 3 2007 Variable selection in expectile regression. Zbl 1402.62076Zhao, Jun; Zhang, Yi 3 2018 Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications. Zbl 1281.60048Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 3 2013 Change point detection for nonparametric regression under strongly mixing process. Zbl 1452.62326Yang, Qing; Li, Yu-Ning; Zhang, Yi 2 2020 Optimal reinsurance under the general mixture risk measures. Zbl 1283.91085Cao, Yusong; Zhang, Yi 2 2007 Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework. Zbl 1394.91232Sun, Haoze; Weng, Chengguo; Zhang, Yi 2 2017 Dual random model of increasing annuity. Zbl 0999.60037He, Wenjiong; Zhang, Yi 1 2001 Dual random model of increasing life insurance for multiple-life status. Zbl 1010.62095Zhang, Yi; He, Wenjiong 1 2002 A further study on correlation order. Zbl 1062.60014Zhang, Yi; Lu, Tongyu 1 2004 Statistical inference for measurement equation selection in the log-RealGARCH model. Zbl 1432.62307Li, Yu-Ning; Zhang, Yi; Zhang, Caiya 1 2019 Non-parametric tests for the tail equivalence via empirical likelihood. Zbl 1380.62193Jiang, Yuexiang; Sun, Haoze; Zhang, Yi; Long, Huaigang 1 2017 Change point detection for nonparametric regression under strongly mixing process. Zbl 1452.62326Yang, Qing; Li, Yu-Ning; Zhang, Yi 2 2020 Statistical inference for measurement equation selection in the log-RealGARCH model. Zbl 1432.62307Li, Yu-Ning; Zhang, Yi; Zhang, Caiya 1 2019 Expectile regression for analyzing heteroscedasticity in high dimension. Zbl 1414.62324Zhao, Jun; Chen, Yingyu; Zhang, Yi 10 2018 Variable selection in expectile regression. Zbl 1402.62076Zhao, Jun; Zhang, Yi 3 2018 Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework. Zbl 1394.91232Sun, Haoze; Weng, Chengguo; Zhang, Yi 2 2017 Non-parametric tests for the tail equivalence via empirical likelihood. Zbl 1380.62193Jiang, Yuexiang; Sun, Haoze; Zhang, Yi; Long, Huaigang 1 2017 Optimal reinsurance under the Haezendonck risk measure. Zbl 1264.91077Zhu, Yunzhou; Zhang, Lixin; Zhang, Yi 10 2013 Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail. Zbl 1279.91099Shen, Xinmei; Zhang, Yi 5 2013 Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications. Zbl 1281.60048Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 3 2013 Characterization of multivariate heavy-tailed distribution families via copula. Zbl 1236.62048Weng, Chengguo; Zhang, Yi 6 2012 Moderate deviations for a risk model based on the customer-arrival process. Zbl 1229.91166Shen, Xinmei; Zhang, Yi 4 2012 Optimality of general reinsurance contracts under CTE risk measure. Zbl 1218.91097Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 36 2011 Approximation of the tail probability of randomly weighted sums and applications. Zbl 1271.62030Zhang, Yi; Shen, Xinmei; Weng, Chengguo 66 2009 Uniform estimate for maximum of randomly weighted sums with applications to ruin theory. Zbl 1177.60026Shen, Xin-mei; Lin, Zheng-yan; Zhang, Yi 24 2009 Ruin probabilities in a discrete time risk model with dependent risks of heavy tail. Zbl 1224.91093Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 17 2009 Precise large deviations for the actual aggregate loss process. Zbl 1175.60022Shen, Xin-Mei; Lin, Zheng-Yan; Zhang, Yi 5 2009 VaR and CTE criteria for optimal quota-share and stop-loss reinsurance. Zbl 1483.91208Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 4 2009 Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 105 2008 Modeling mixed traffic flow at crosswalks in micro-simulations using cellular automata. Zbl 1174.68456Zhang, Yi; Duan, Houli; Zhang, Yi 3 2007 Optimal reinsurance under the general mixture risk measures. Zbl 1283.91085Cao, Yusong; Zhang, Yi 2 2007 A further study on correlation order. Zbl 1062.60014Zhang, Yi; Lu, Tongyu 1 2004 Dual random model of increasing life insurance for multiple-life status. Zbl 1010.62095Zhang, Yi; He, Wenjiong 1 2002 Dual random model of increasing annuity. Zbl 0999.60037He, Wenjiong; Zhang, Yi 1 2001 all cited Publications top 5 cited Publications all top 5 Cited by 327 Authors 15 Yang, Yang 14 Chi, Yichun 12 Cheung, Ka Chun 12 Weng, Chengguo 11 Zhang, Yi 10 Tan, Ken Seng 8 Asimit, Alexandru V. 7 Yam, Sheung Chi Phillip 6 Mao, Tiantian 6 Shen, Xinmei 5 Chen, Yu 5 Cheng, Dongya 5 Gao, Qingwu 5 Li, Jinzhu 5 Lo, Ambrose 5 Yuen, Kam Chuen 4 Assa, Hirbod 4 Badescu, Alexandru M. 4 Cheng, Fengyang 4 Chong, Wing Fung 4 Fang, Ying 4 Hu, Junlei 4 Laksaci, Ali 4 Liang, Zhibin 4 Liu, Fangda 4 Liu, Haiyan 4 Peng, Liang 4 Šiaulys, Jonas 4 Wang, Dingcheng 4 Wang, Xing 4 Wang, Yuebao 4 Yin, Chuancun 3 Bi, Xiuchun 3 Bouzebda, Salim 3 Brandtner, Mario 3 Cai, Jun 3 Chen, Yiqing 3 Ciuperca, Gabriela 3 Cui, Wei 3 Fu, Ke’ang 3 Guo, Fenglong 3 Hu, Xiang 3 Jiang, Wenjun 3 Jin, Zhuo 3 Kürsten, Wolfgang 3 Leipus, Remigijus 3 Li, Rong 3 Liu, Qing 3 Peng, Jiangyan 3 Tang, Qihe 3 Wang, Kaiyong 3 Wang, Ruodu 3 Wang, Shijie 3 Yang, Haizhong 3 Yuen, Fei Lung 3 Zhang, Lianzeng 3 Zhang, Shuguang 3 Zheng, Yanting 3 Zhu, Yunzhou 3 Zhuang, Shengchao 2 Almanjahie, Ibrahim Mufrah 2 Centeno, M. L. 2 Cong, Jianfa 2 Gao, Wenxue 2 Geng, Bingzhen 2 Guerra, Manuel 2 Hashorva, Enkelejd 2 Hu, Yijun 2 Jin, Na 2 Kim, Eunseok 2 Lemieux, Christiane 2 Lin, Jianxi 2 Liu, Hongli 2 Lu, Zhiyi 2 Meng, Hui 2 Meng, Lili 2 Qian, Linyi 2 Qu, Zhongfeng 2 Ren, Jiandong 2 Rischau, Robert 2 Shen, Qingjie 2 Siu, Tak Kuen 2 Sung, K. C. J. 2 Tan, Tao 2 Wang, Yinfeng 2 Wu, Lan 2 Wu, Lijun 2 Xu, Hui 2 Xu, Zuoquan 2 Xun, Li 2 Yang, Jingping 2 Yu, Changjun 2 Yung, Siu Pang 2 Zhang, Caibin 2 Zhang, Nan 2 Zhang, WeiPing 2 Zhang, Yiying 2 Zhao, Jun 2 Zhou, Ming 2 Zitikis, Ričardas ...and 227 more Authors all top 5 Cited in 61 Serials 52 Insurance Mathematics & Economics 19 Scandinavian Actuarial Journal 18 Statistics & Probability Letters 14 Communications in Statistics. Theory and Methods 8 Journal of Computational and Applied Mathematics 8 ASTIN Bulletin 7 North American Actuarial Journal 5 Journal of Mathematical Analysis and Applications 5 Lithuanian Mathematical Journal 5 Acta Mathematicae Applicatae Sinica. English Series 5 European Journal of Operational Research 5 Mathematical Problems in Engineering 5 Extremes 5 Journal of the Korean Statistical Society 5 European Actuarial Journal 4 Advances in Applied Probability 4 Journal of Applied Probability 3 Applied Mathematics. Series B (English Edition) 3 Statistical Papers 3 Methodology and Computing in Applied Probability 3 Journal of Systems Science and Complexity 2 Annals of Operations Research 2 Journal of Inequalities and Applications 2 Discrete Dynamics in Nature and Society 2 Probability in the Engineering and Informational Sciences 2 Journal of Applied Mathematics and Computing 2 Journal of Industrial and Management Optimization 2 Stochastics 2 Journal of Statistical Theory and Practice 2 Science China. Mathematics 2 Statistics & Risk Modeling 1 The American Statistician 1 Metrika 1 Rocky Mountain Journal of Mathematics 1 Applied Mathematics and Computation 1 Journal of Multivariate Analysis 1 Operations Research 1 Chinese Annals of Mathematics. Series B 1 Stochastic Analysis and Applications 1 Automation and Remote Control 1 Journal of Statistical Computation and Simulation 1 Computational Statistics and Data Analysis 1 Test 1 Journal of Nonparametric Statistics 1 Abstract and Applied Analysis 1 Journal of Applied Statistics 1 Brazilian Journal of Probability and Statistics 1 The ANZIAM Journal 1 Nonlinear Analysis. Modelling and Control 1 Quantitative Finance 1 Journal of Applied Mathematics 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Frontiers of Mathematics in China 1 Mathematics and Financial Economics 1 Numerical Algebra, Control and Optimization 1 Communications in Mathematics and Statistics 1 ISRN Probability and Statistics 1 Journal of Function Spaces 1 Modern Stochastics. Theory and Applications 1 AIMS Mathematics 1 Statistical Theory and Related Fields all top 5 Cited in 16 Fields 177 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 122 Statistics (62-XX) 76 Probability theory and stochastic processes (60-XX) 11 Operations research, mathematical programming (90-XX) 8 Systems theory; control (93-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 2 Approximations and expansions (41-XX) 1 Mathematical logic and foundations (03-XX) 1 Real functions (26-XX) 1 Difference and functional equations (39-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Information and communication theory, circuits (94-XX) 1 Mathematics education (97-XX) Citations by Year