معرفی
Zhongyi Yuan is an Associate Professor in the Department of Risk Management at Pennsylvania State University. His research focuses on extreme value theory, dependence modeling, insurance risk securitization, catastrophe risk pricing, and flood risk management. He has contributed to actuarial literature on topics such as ruin probability, multivariate regular variation, and financial-insurance risk interplay.
Recent publications highlight his work on extreme mortality risk pricing during the COVID-19 pandemic, flood insurance modeling, and credit portfolio risk in low-default scenarios. His methodological approaches emphasize asymptotic analysis, stochastic modeling, and robust risk quantification.
Notable research themes include:
- Extreme value theory and tail risk modeling
- Insurance-linked securities pricing
- Financial contagion and dependence structures
- Robust actuarial risk frameworks
- Climate risk and catastrophe bonds
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