Yiying Zhang

Southern University of Science and Technology

Yiying Zhang is an Assistant Professor in the Department of Mathematics at Southern University of Science and Technology. He obtained his Ph.D. in Actuarial Science from the University of Hong Kong in September 2018 and subsequently conducted academic visits at KU Leuven and the University of Amsterdam. From January 2019 to August 2021, he worked as an Assistant Professor at the School of Statistics and Data Science at Nankai University before joining Southern University of Science and Technology in August 2021. His research interests include optimal (re)insurance, systemic risks, credibility theory, stochastic orders, and reliability theory. His research results have been mainly published in leading journals of actuarial science such as Insurance: Mathematics and Economics, ASTIN Bulletin, Scandinavian Actuarial Journal and North American Actuarial Journal as well as prestigious journals in operations research and management science such as European Journal of Operational Research, Reliability Engineering & System Safety, Naval Research Logistics, Computers & Industrial Engineering and TEST.

Articles by Yiying Zhang

Original research

Mean–variance insurance design under heterogeneous beliefs

The authors investigate a problem of optimal insurance in which the insured and the insure hold heterogenous beliefs concerning loss distribution and demonstrate their results with analytical and numerical examples.

29 Nov 2023

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