Dr Yuyu Chen
Senior Lecturer
Department of Economics
11 Scholarly works
1 Projects
HIGHLIGHTS
2026
Journal article
Risk aggregation and stochastic dominance for a class of heavy-tailed distributions
DOI: 10.1017/asb.2025.100532025
Journal article
Optimal insurance design with Lambda-Value-at-Risk
DOI: 10.1016/j.ejor.2025.04.0382025
Journal article
Risk exchange under infinite-mean Pareto models
DOI: 10.1016/j.insmatheco.2025.1031312025
Journal article
Diversification for infinite-mean Pareto models without risk aversion
DOI: 10.1016/j.ejor.2025.01.0392025
Journal article
Technical Note—An Unexpected Stochastic Dominance: Pareto Distributions, Dependence, and Diversification
DOI: 10.1287/opre.2022.05052025
Journal article
Infinite-mean models in risk management: Discussions and recent advances
DOI: 10.1016/j.risk.2024.1000032025
Research grants (other domestic)
Diversification of Losses From Extreme Events.
RECENT SCHOLARLY WORKS
2025
Journal article
Subuniformity of harmonic mean p‐values
DOI: 10.1002/cjs.700172023
Journal article
TRADE-OFF BETWEEN VALIDITY AND EFFICIENCY OF MERGING p-VALUES UNDER ARBITRARY DEPENDENCE
DOI: 10.5705/ss.202021.00712022
Journal article
Ordering and inequalities for mixtures on risk aggregation
DOI: 10.1111/mafi.123232022
Journal article
Risk aggregation under dependence uncertainty and an order constraint
DOI: 10.1016/j.insmatheco.2021.10.006