Chen, Yuyu

1. An unexpected stochastic dominance: Pareto distributions, dependence, and diversification
   2022/08/17 by Yuyu Chen, Chen, Yuyu, Paul Embrechts +3 · 5 citations
   Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Theoretical Economics (econ.TH)
2. Infinite-mean models in risk management: Discussions and recent advances
   2024/08/16 by Chen, Yuyu, Wang, Ruodu · 2 citations
   #FOS: Economics and business #Risk Management (q-fin.RM)
3. Risk aggregation and stochastic dominance for a class of heavy-tailed distributions
   2024/08/27 by Chen, Yuyu, Shneer, Seva · 2 citations
   #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Risk Management (q-fin.RM) #Theoretical Economics (econ.TH)
4. Diversification for infinite-mean Pareto models without risk aversion
   2024/04/29 by Chen, Yuyu, Hu, Taizhong, Wang, Ruodu +1 · 2 citations
   #FOS: Economics and business #Portfolio Management (q-fin.PM) #Theoretical Economics (econ.TH)
5. Risk exchange under infinite-mean Pareto models
   2024/03/24 by Yuyu Chen, Paul Embrechts, Chen, Yuyu +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications
6. Optimal insurance design with Lambda-Value-at-Risk
   2024/08/19 by Boonen, Tim J., Chen, Yuyu, Han, Xia +1 · 1 citation
   #FOS: Economics and business #Risk Management (q-fin.RM)
7. Ordering and Inequalities for Mixtures on Risk Aggregation
   2020/07/24 by Chen, Yuyu, Liu, Peng, Liu, Yang +1 · 1 citation
   #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Risk Management (q-fin.RM)