Ph.D. in Statistics (Actuarial Science), Hong Kong University, 2009
- Heavy-tailed distributions
in insurance, finance, and risk management
- Dependent insurance and
- Risk theory in the
presence of risky investments
Affiliations and Activities
- Chen, Yiqing; Yuen, Kam C. Precise large deviations
of aggregate claims in a size-dependent renewal risk model. Insurance:
Mathematics and Economics 51
(2012), no. 2, 457--461.
- Chen, Anyue; Li,
Junping; Chen, Yiqing; Zhou,
Dingxuan Extinction probability of interacting branching collision
in Applied Probability 44
(2012), no. 1, 226--259.
- Chen, Yiqing The finite-time ruin
probability with dependent insurance and financial risks. Journal
of Applied Probability 48
(2011), no. 4, 1035--1048.
- Chen, Yiqing; Yuen, Kam C.;
Ng, Kai W. Precise large deviations of random sums in presence of negative
dependence and consistent variation. Methodology
and Computing in Applied Probability 13 (2011), no. 4, 821--833.
- Chen, Yiqing; Ng, Kai W.; Yuen, Kam C. The maximum
of randomly weighted sums with long tails in insurance and finance. Stochastic Analysis
and Applications 29
(2011), no. 6, 1033--1044.
Yiqing; Yuen, Kam C.; Ng, Kai W. Asymptotics for
ruin probabilities of a two-dimensional renewal risk model with
heavy-tailed claims. Applied
Stochastic Models in Business and Industry 27 (2011), no. 3, 290--300.
- Chen, Yiqing; Chen, Anyue; Ng, Kai W. The strong
law of large numbers for extended negatively dependent random variables. Journal
of Applied Probability 47
(2010), no. 4, 908--922.
- Chen, Yiqing; Yuen, Kam C.
Sums of pairwise quasi-asymptotically independent random variables with
consistent variation. Stochastic
Models 25 (2009), no. 1, 76--89.
- Chen, Yiqing; Ng, Kai W.
The ruin probability of the renewal model with constant interest force and
negatively dependent heavy-tailed claims. Insurance:
Mathematics and Economics 40
(2007), no. 3, 415--423.
- Chen, Yiqing; Ng, Kai W.;
Xie, Xiangsheng On the maximum of randomly weighted sums with regularly
varying tails. Statistics
& Probability Letters 76
(2006), no. 10, 971--975.
Yiqing; Dong, Xiaoju; Xie, Xiangsheng Explicit asymptotics
for the ruin probability with risky investment included. Chinese Journal of
Applied Probability and Statistics 22 (2006), no. 2, 151--158.
- Jiang, Tao; Chen, Yiqing
Local asymptotic behavior of the survival probability of the equilibrium
renewal model with heavy tails. Science in China Series
A: Mathematics 48
(2005), no. 3, 300--306.
- Chen, Yiqing; Ng, Kai W.;
Tang, Qihe Weighted sums of subexponential random variables and their maxima.
in Applied Probability 37
(2005), no. 2, 510--522.
- Chen, Yiqing; Xie,
Xiangsheng The finite time ruin probability with the same heavy-tailed
insurance and financial risks. Acta Mathematicae
Applicatae Sinica (English Series)
21 (2005), no. 1, 153--156.
updated by Yiqing Chen on September 25, 2013