Wen, L., Li, J., Liu, J. and Zhang, Y. (2026). Conditional expected proportional shortfall. Insurance: Mathematics and Economics, Forthcoming.
Wang, W., Yong, Y., Cheung, K.C. and Zhang, Y. (2026). Insurance demand under government interventions and distorted probabilities. Insurance: Mathematics and Economics, 128, 103249.
Cheung, K.C., Zhang, J. and Zhang, Y. (2026). Satisficing pooling insurance design. Insurance: Mathematics and Economics, 128, 103248.
Hu, W., Dhaene, J. and Zhang, Y. (2026). Self-protection, insurance demand and cost-sharing strategy under mean-variance preferences. Scandinavian Actuarial Journal, Forthcoming.
Wang, W., Boonen, T.J., Jiang, W. and Zhang, Y. (2026). Optimal insurance design under distortion risk measures with variance constraint. European Journal of Operational Research, 331(1), 261-278.
Zhang, Y. and Jiang, W. (2026). Optimal reinsurance design under convex premium principles and distortion risk measures. Insurance: Mathematics and Economics, 126, 103202.
Chen, L., Zhang, Y. and Zhu, X. (2026). Self-protection and insurance demand under time-inconsistent mean-variance framework. European Journal of Operational Research, 330(1), 199-216.
Boonen, T.J., Jiang, W., and Zhang, Y. (2026). Optimal reinsurance design under the moment-based premium principle: a representative reinsurer's perspective. SIAM Journal on Financial Mathematics, 17(1), 154-186.
Li, Q. Wang, W. and Zhang, Y. (2026). Self-protection and insurance demand with convex premium principles. North American Actuarial Journal, 30(2), 247-281.
Wang, F., Liang, Z. and Zhang, Y. (2025). Stackelberg equilibrium strategies between insurance demand and government interventions. Journal of Economic Dynamics and Control, 179, 105179.
Boonen, T.J., Jiang, W., Yong, Y. and Zhang, Y. (2025). Optimal insurance design in the presence of government financial assistance. Scandinavian Actuarial Journal, 2025(8), 804-832.
Yong, Y., Zeng, P. and Zhang, Y. (2025). Credibility theory for variance premium principle. North American Actuarial Journal, 29(1), 11-43.
Yong, Y., Cheung, K.C. and Zhang, Y. (2024). Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery. ASTIN Bulletin: The Journal of the IAA, 54(3), 738-766.
Zhang, Y. (2024). Stochastic orders and distortion risk contribution ratio measures. Insurance: Mathematics and Economics, 118, 104-122.
Pu, T., Zhang, Y.F. and Zhang, Y. (2024). On joint marginal expected shortfall and associated contribution risk measures. Quantitative Finance, 24(7), 889-908.
Wen, L., Liu, W. and Zhang, Y. (2024). Multidimensional credibility: A new approach based on joint distribution function. ASTIN Bulletin: The Journal of the IAA, 54(3), 652-678.
Chen, Y., Cheung, K.C. and Zhang, Y. (2024). Bowley solution under the reinsurer's default risk. Insurance: Mathematics and Economics, 115, 36-61.
Chen, Y., Jiang, W. and Zhang, Y. (2023). Mean-variance insurance design under heterogeneous beliefs. The Journal of Risk, 26(2), 105-132.
Liang, X., Jiang, W. and Zhang, Y. (2023). Optimal insurance design under mean-variance preference with narrow framing. Insurance: Mathematics and Economics, 112, 59-79.
Zhang, J., Yan, R. and Zhang, Y. (2023). Stochastic comparisons of largest claim amounts from heterogeneous and dependent insurance portfolios. Journal of Computational and Applied Mathematics, 431, 115265.
Dhaene, J., Laeven, R.J.A. and Zhang, Y. (2022). Systemic risk: Conditional distortion risk measures. Insurance: Mathematics and Economics, 102, 126-145.
Boonen, T.J. and Zhang, Y. (2022). Bowley reinsurance with asymmetric information: A first-best solution. Scandinavian Actuarial Journal, 2022(6), 532-551.
Cheung, K.C., Yam, S.C.P. and Zhang, Y. (2022). Satisficing credibility for heterogeneous risks. European Journal of Operational Research, 298(2), 752-768.
Boonen, T.J. and Zhang, Y. (2021). Optimal reinsurance design with distortion risk measures and asymmetric information. ASTIN Bulletin: The Journal of the IAA, 51(2), 607-629.
Zhang, Y. (2021). On transform orders for largest claim amounts. Journal of Applied Probability, 58(4), 1064-1085.
Xu, M. and Zhang, Y. (2021). Data breach CAT bonds: Modeling and pricing. North American Actuarial Journal, 25(4), 543-561.
Boonen, T.J., Cheung, K.C. and Zhang, Y. (2021). Bowley reinsurance with asymmetric information on the insurer's risk preferences. Scandinavian Actuarial Journal, 2021(7), 623-644.
Zhang, Y. and Cheung, K.C. (2020). On the increasing convex order of generalized aggregation of dependent random variables. Insurance: Mathematics and Economics, 92, 61-69.
Cheung, K.C., Yam, S.C.P., Yuen, F.L. and Zhang, Y. (2020). Concave distortion risk minimizing reinsurance design under adverse selection. Insurance: Mathematics and Economics, 91, 155-165.
Cheung, K.C., Yam, S.C.P. and Zhang, Y. (2019). Risk-adjusted Bowley reinsurance under distorted probabilities. Insurance: Mathematics and Economics, 86, 64-72.
Zhang, Y., Cai, X. and Zhao, P. (2019). Ordering properties of extreme claim amounts from heterogeneous portfolios. ASTIN Bulletin: The Journal of the IAA, 49(2), 525-554.
Zhang, Y., Zhao, P. and Cheung, K.C. (2019). Comparisons of aggregate claim numbers and amounts: A study of heterogeneity. Scandinavian Actuarial Journal, 2019(4), 273-290.
Zhang, Y., Li, X. and Cheung, K.C. (2018). On heterogeneity in the individual model with both dependent claim occurrences and severities. ASTIN Bulletin: The Journal of the IAA, 48(2), 817-839.
Balakrishnan, N., Zhang, Y. and Zhao, P. (2018). Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios. Scandinavian Actuarial Journal, 2018(1), 23-41.
Zhang, Y. and Zhao, P. (2015). Comparisons on aggregate risks from two sets of heterogeneous portfolios. Insurance: Mathematics and Economics, 65, 124-135.