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Faculty > Professors > ZHANG Yiying

ZHANG Yiying

Assistant Professor  

  • Brief Biography
  • Research
  • Teaching
  • Published Works
Zhang Yiying is an assistant professor and doctoral supervisor of the Department of Mathematics, Southern University of Science and Technology. He received his PhD in actuarial science from the University of Hong Kong in September 2018, and then went to KU Leuven and the University of Amsterdam for academic visits. He worked as an assistant professor in the School of Statistics and Data Science of Nankai University from January 2019 to August 2019. He joined the Department of Mathematics of Southern University of Science and Technology as an assistant professor in August 2021. His research interests are risk management and actuarial science, applied probability and reliability theory and statistics, and his research results have been published in Insurance: Mathematics and Economics, Scandinavian Actuarial Journal, North American Actuarial Journal, ASTIN Bulletin, European Journal of Operational Research, Naval Research Logistics, Journal of Risk, Journal of Risk and Reliability, Reliability Engineering & System Safety, Computers & Industrial Engineering, Journal of Computational and Applied Mathematics, TEST, Journal of Applied Probability, Journal of Multivariate Analysis, Quality Technology & Quantitative Management, Communications in Mathematics and Statistics, Operations Research Letters, etc.




Work experience

2021/08-- Present, Tenure-Track Assistant Professor, Department of Mathematics, Southern University of Science and Technology
2019/01--2021/08, Assistant Professor, School of Statistics and Data Science, Nankai University
2018/10--2018/01, KU Leuven & University of Amsterdam, Visiting Scholar


Educational background

2015/09--2018/09, PhD, Actuarial Science, Department of Statistics and Actuarial Science, University of Hong Kong
2012/09--2015/07, Master of Science in Probability Theory and Mathematical Statistics, School of Mathematics and Statistics, Lanzhou University

2008/09--2012/07, Bachelor of Science in Mathematics and Applied Mathematics, School of Mathematics and Statistics, Lanzhou University


Honors & Awards

2023 Outstanding Communist Party member of Southern University of Science and Technology
2023 "Double Excellence" cultivation program of the College of Science, Southern University of Science and Technology
2023, "Applied Stochastic Process" was selected into the "Lighthouse" action course Ideological and political demonstration course of the College of Science
2021, selected for the special position of Pengcheng Peacock of Southern University of Science and Technology
2019, selected into the third level of Tianjin 131 innovative Talent Training Project
2015-2018 Hong Kong Government Full Doctoral Scholarship (HKPFS)


Recruitment information

Postdoctoral/doctoral/master's students/research assistants are required to be diligent, practical, good at communication, passionate about scientific research, and determined to engage in cutting-edge scientific research. Outstanding PhD graduates who are interested in risk management, actuarial science, applied probability, reliability theory and statistics are welcome to join the research group, and outstanding students are invited to apply for master's/direct doctoral degree or apply for examination. At the same time, we also welcome excellent doctoral candidates to visit and exchange with the research group. Interested parties should send relevant materials to zhangyy3@sustech.edu.cn. 


For more information, please visit the official website of Graduate School of Southern University of Science and Technology: http://gs.sustech.edu.cn 

Research postdoctoral recruitment information: https://math.sustech.edu.cn/job/show/19.html



Address: M702 Department of Mathematics, School of Science Building, Southern University of Science and Technology, No. 1088 Xueyuan Avenue, Nanshan District, Shenzhen, Guangdong, China


More information please visit the personal homepage: 

https://sites.google.com/site/yiyingzhang16
https://faculty.sustech.edu.cn/zhangyy3/


Main research field

Risk Management and actuarial insurance: Optimal reinsurance, reliability theory, systemic risk, risk theory, dependent risk model

Applied probability: ordered variable model, stochastic order theory and stochastic comparison, statistical dependence model

Reliability theory and statistics: reliability analysis, system reliability design and optimization



Representative paper

Research area 1: Risk management and actuarial insurance



Chen, Y., Jiang, W. and Zhang, Y. (2023). Mean-variance insurance design under heterogeneous beliefs. The Journal of Risk, Accepted.

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 measure. 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. 


Research Area 2: Applied Probability & Reliability theory and statistics

Ding, W., Li, J. and Zhang, Y. (2023). Criticality-based allocation of active redundancies for
asymmetric components in coherent systems. Computers & Industrial Engineering, Accepted on July, 2023.

Zhang, J. and Zhang, Y. (2023). Stochastic comparisons of relevation allocation policies in coherent systems. TEST, DOI:10.1007/s11749-023-00855-0

Zhang, Y. (2023). Stochastic comparisons of conditional residual lifetimes with applications. Quality Technology & Quantitative Management, 20(5), 601-632.

Zhang, J. and Zhang, Y. (2022). A copula-based approach on optimal allocation of hot standbys in series systems. Naval Research Logistics, 69(6), 902-913.

Wu, J., Ding, W., Zhang, Y. and Zhao, P. (2022). On reliability improvement for coherent systems with a relevation. Naval Research Logistics, 69(4), 654-666.

Sun, H., Zhang, Y. and Zhao, P. (2022). Allocating hot standbys to randomly weighted k-out-of-n: G systems. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 236(1), 37-54.

Zhang, Y.  (2021). Reliability analysis of randomly weighted k-out-of-n systems with heterogeneous components. Reliability Engineering & System Safety, 205, 107814.

Zhang, Y. and Zhao, P. (2019). Optimal allocation of minimal repairs in parallel and series systems. Naval Research Logistics, 66(6), 517-526.

Zhang, Y., Ding, W. and Zhao, P. (2018). On total capacity of k-out-of-n systems with random weights. Naval Research Logistics, 65, 347-359.

Zhao, P., Zhang, Y. and Chen, J. (2017). Optimal allocation policy of one redundancy in a n-component series system. European Journal of Operational Research, 257(2), 656-668. 

Zhao, P., Zhang, Y. and Li, L. (2015). Redundancy allocation at component level versus system level. European Journal of Operational Research, 241(2), 402-411. 





Funding project

2023/01 -- 2025/12: Mean-Variance Optimal Reinsurance strategy under Heterogeneous Beliefs, 100,000 yuan, Natural Science Foundation of Basic and Applied Basic Research Foundation of Guangdong Province (No. 2023A1515011806), Host, research in progress

2012/01-2024/12: Optimal Reinsurance contract design based on asymmetric information, 300,000 yuan, Youth Science Foundation Project (No. 12101336), National Natural Science Foundation of China, hosted by, in progress

2020/04-2022/03: Reliability Design and Optimization based on Random Weighting System, 60000, Youth Project of Tianjin Natural Science Foundation (No. 20JCQNJC01740), Tianjin Science and Technology Bureau, hosted, completed



Member of the research group


Postdoc:

Yong Yaodi (2023/01-- present, Bachelor's degree: Chongqing University, PhD: University of Hong Kong)

Doctoral Student: 

Pu Tong (2022/09-- present, Bachelor's Degree: Qufu Normal University)
Wang Zitong (2023/09-- present, Bachelor's degree: University of Science and Technology of China)



Master student: 

Cheng Haoran (2012/09 --2023/06, Bachelor's degree: Zhengzhou University, graduated, employment: Kingsoft Digital Network Technology Co., LTD.)

Li Ytian (2012/09 -- present, Bachelor's degree: Ocean University of China)
Chen Ziyi (2012/09 -- present, undergraduate: Zhejiang Wanli University)
Li Qiqi (2023/09-- present, undergraduate: Nanjing University of Finance and Economics)





Teaching courses


2023-2024, Fall, Modern Probability Theory Undergraduate Discussion Class (Actuarial Mathematics and Risk Management), Southern University of Science and Technology

2023-2024, Autumn, MA407, Selective Lecture on Financial Mathematics, Southern University of Science and Technology

2022-2023, Spring, FMA302, Financial Economics, Southern University of Science and Technology

2022-2023, Spring, MA224, Fundamentals of Financial Mathematics, Southern University of Science and Technology

2022-2023, Autumn, MA407, Selective Lecture on Financial Mathematics, Southern University of Science and Technology

2022-2023, Fall, FMA304, Financial Risk Management, Southern University of Science and Technology

2021-2022, Spring, MA208, Applied Stochastic Processes, Southern University of Science and Technology

2021-2022, Autumn, MAT8030, Modern Probability Theory, Southern University of Science and Technology

2020-2021, Fall, STAT0019, Mathematical Analysis 3-1 Exercise class, Nankai University

2020-2021, Autumn, MATH0039, Time Series Analysis, Nankai University

2019-2020, Spring, STAT0008, Random Process, Nankai University

2019-2020, Autumn, MATH0048, Non-Parametric Statistics, Nankai University

2019-2020, Autumn, ECON0147, Elementary Probability Theory, Nankai University


Published papers


  1. Yong, Y., Zhang, Y and Zhu, X. (2024). Credibility theory under the least squared relative loss function. Applied Stochastic Models in Business and Industry, Forthcoming.
  2. 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.
  3. Zhang, Y. (2024). Stochastic orders and distortion risk contribution ratio measures. Insurance: Mathematics and Economics, 118, 104-122.
  4. 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.
  5. 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, Published online 2024:1-27. doi:10.1017/asb.2024.13
  6. Guo, M., Zhang, J., Zhang, Y. and Zhao, P. (2024). Optimal redundancy allocations for series systems under hierarchical dependence structures. Quality Engineering and Reliability International Journal, 40, 1540-1565.
  7. Chen, Y., Cheung, K.C. and Zhang, Y. (2024). Bowley solution under the reinsurer's default risk. Insurance: Mathematics and Economics, 115, 36-61.
  8. Yong, Y., Zeng, P. and Zhang, Y. (2024). Credibility theory for variance premium principle. North American Actuarial Journal, https://doi.org/10.1080/10920277.2023.2299497
  9. Pu, T., Zhang, Y. and Yin, C. (2024). Generalized location-scale mixtures of elliptical distributions: Definitions and stochastic comparisons. Communications in Statistics - Theory and Methods, 53, 3851-3875.
  10. Chen, Y., Jiang, W. and Zhang, Y. (2023). Mean-variance insurance design under heterogeneous beliefs. The Journal of Risk, 26(2), 105-132.
  11. Ding, W., Li, J. and Zhang, Y. (2023). Criticality-based allocation of active redundancies for
    asymmetric components in coherent systems. Computers & Industrial Engineering, 183, 109467.
  12. 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.
  13. 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.
  14. Zhang, J. and Zhang, Y. (2023). Stochastic comparisons of relevation allocation policies in coherent systems. TEST, 32, 865-907.
  15. Wang, C., Wang, W., Zhang, Y. and Zhao, P. (2023). Optimal allocation of policy limits in layer reinsurance treaties. Probability in the Engineering and Informational Sciences, 37, 546-566.
  16. Zhang, Y. (2023). Stochastic comparisons of conditional residual lifetimes with applications. Quality Technology & Quantitative Management, 20(5), 601-632.
  17. Zhang, Y., Hu, Y. and Zhao, P. (2023). Ordering results on largest order statistics from multiple-outlier gamma variables. Communications in Mathematics and Statistics, 11, 257-282.
  18. Jiang, Y., Zhang, Y. and Zhao, P. (2023). Optimal capital allocation for individual risk model using mean-variance principle. Journal of Industrial and Management Optimization, 19(7), 5272-5293.
  19. Zhang, J., Yan, R. and Zhang, Y.  (2023). Reliability analysis of fail-safe systems with heterogeneous and dependent components subject to random shocks. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 237(6), 1073-1087.
  20. Zhang, J. and Zhang, Y. (2022). A copula-based approach on optimal allocation of hot standbys in series systems. Naval Research Logistics, 69(6), 902-913.
  21. Dhaene, J., Laeven, R.J.A. and Zhang, Y. (2022). Systemic risk: Conditional distortion risk measures. Insurance: Mathematics and Economics, 102, 126-145.
  22. Wu, J., Ding, W., Zhang, Y. and Zhao, P. (2022). On reliability improvement for coherent systems with a relevation. Naval Research Logistics, 69(4), 654-666.
  23. Boonen, T.J. and Zhang, Y. (2022). Bowley reinsurance with asymmetric information: A first-best solution. Scandinavian Actuarial Journal, 2022(6), 532-551.

  24. 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.

  25. Sun, H., Zhang, Y. and Zhao, P. (2022). Allocating hot standbys to randomly weighted k-out-of-n: G systems. Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 236(1), 37-54.

  26. Zhang, Y. (2022). Stochastic comparisons on total capacity of weighted k-out-of-n system with heterogeneous components. Statistical Theory and Related Fields, 6(1), 72-80.

  27. Yan, R., Zhang, J. and Zhang, Y. (2021). Optimal allocation of relevations in coherent systems. Journal of Applied Probability, 58(4), 1152-1169.

  28. Barmalzan, G., Kosari, S. and Zhang, Y. (2021). On stochastic comparisons of finite α-mixture models. Statistics & Probability Letters, 173, 109083

  29. 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.

  30. Zhang, Y. (2021). On transform orders for largest claim amounts. Journal of Applied Probability, 58(4), 1064-1085.

  31. Xu, M. and Zhang, Y. (2021). Data breach CAT bonds: Modeling and pricing. North American Actuarial Journal, 25(4), 543-561.

  32. 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.

  33. Zhang, Y. (2021). Reliability analysis of randomly weighted k-out-of-n systems with heterogeneous components. Reliability Engineering & System Safety, 205, 107814.

  34. Yan, X, Zhang, Y. and Zhao, P. (2021). Standby redundancies at component level versus system level in series system. Communications in Statistics - Theory and Methods, 50(2), 473-485.

  35. Ding, W., Wang, C. and Zhang, Y. (2021). Ordering properties of generalized aggregation with applications. Applied Stochastic Models in Business and Industry, 37(2), 282-302.

  36. Zhang, T., Zhang, Y. and Zhao, P. (2021). Comparisons on largest order statistics from heterogeneous gamma samples. Probability in the Engineering and Informational Sciences, 35(3), 611-630.

  37. Amini-Seresht, E., Kelkinnama, M. and Zhang, Y. (2021). On the residual and past lifetimes of coherent systems under random monitoring. Probability in the Engineering and Informational Sciences, 35(3), 465-480.

  38. Zhang, Y., Ding, W. and Zhao, P. (2020). On variability of series and parallel systems with heterogeneous components. Probability in the Engineering and Informational Sciences, 34(4), 626-645.

  39. Zhang, X., Zhang, Y. and Fang, R. (2020). Allocations of cold standbys to series and parallel systems with dependent components. Applied Stochastic Models in Business and Industry, 36(3), 432-451.

  40. 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.

  41. 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.

  42. Naqvi, S., Zhang, Y. and Zhao, P. (2020). Ordering results for individual risk model with dependent location-scale claim severities. Communications in Statistics - Theory and Methods, 49(4), 942-957.

  43. Amini-Seresht, E., Zhang, Y. and Li, X. (2019). On asset allocation for a threshold model with dependent returns. European Actuarial Journal, 9(2), 559-574.

  44. Zhang, Y. and Zhao, P. (2019). Optimal allocation of minimal repairs in parallel and series systems. Naval Research Logistics, 66(6), 517-526.

  45. 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.

  46. Chen, J., Zhang, Y. and Zhao, P. (2019). Comparisons of order statistics from heterogeneous negative binomial variables with applications. Statistics, 53(5), 990-1011.

  47. Zhang, Y., Amini-Seresht, E. and Zhao, P. (2019). On fail-safe systems under random shocks. Applied Stochastic Models in Business and Industry, 35(3), 591-602.

  48. 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.

  49. 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.

  50. Zhang, Y., Cai, X., Zhao, P. and Wang, H. (2019). Stochastic comparisons of parallel and series systems with heterogeneous resilience-scaled components. Statistics, 53(1), 126-147.

  51. Balakrishnan, N., Chen, J., Zhang, Y. and Zhao, P. (2019). Comparisons of sample ranges arising from multiple-outlier models: in memory of Moshe Shaked. Probability in the Engineering and Informational Sciences, 33(1), 28-49.

  52. Zhang, Y., Ding, W. and Zhao, P. (2018). On total capacity of k-out-of-n systems with random weights. Naval Research Logistics, 65, 347-359.

  53. Amini-Seresht, E., Zhang, Y. and Balakrishnan, N. (2018). Stochastic comparisons of coherent systems under different random environments. Journal of Applied Probability, 55(2), 459-472.

  54. Ding, W. and Zhang, Y. (2018). Relative ageing of series and parallel systems: effects of dependence and heterogeneity among components. Operations Research Letters, 46(2), 219-224.

  55. 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.

  56. Ding, W., Zhang, Y. and Zhao, P. (2018). Ordering properties of spacings from heterogeneous geometric samples. Probability in the Engineering and Informational Sciences, 32(2), 306-322.

  57. Zhang, Y. (2018). Optimal allocation of active redundancies in weighted k-out-of-n systems. Statistics & Probability Letters, 135, 110-117.

  58. 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.

  59. Chen, J., Zhang, Y., Zhao, P. and Zhou, S. (2018). Allocation strategies of standby redundancies in series/parallel system. Communications in Statistics - Theory and Methods, 47(3), 708-724.

  60. Amini-Seresht, E. and Zhang, Y. (2017). Stochastic comparisons on two finite mixture models. Operations Research Letters, 45(5), 475-480.

  61. Zhang, Y., Amini-Seresht, E. and Ding, W. (2017). Component and system active redundancies for coherent systems with dependent components. Applied Stochastic Models in Business and Industry, 33(4), 409-421.

  62. Amini-Seresht, E. and Zhang, Y. (2017). Stochastic monotonocity of conditional order statistics in multiple-outlier scale population. Probability in the Engineering and Informational Sciences, 31(3), 366-380.

  63. Zhang, Y. and Zhao, P. (2017). On the maxima of heterogeneous gamma variables. Communications in Statistics - Theory and Methods, 46(10), 5056-5071.

  64. Zhao, P., Zhang, Y. and Chen, J. (2017). Optimal allocation policy of one redundancy in a n-component series system. European Journal of Operational Research, 257(2), 656-668.

  65. Cai, X., Zhang, Y. and Zhao, P. (2017). Hazard rate ordering of the second order statistics from multiple-outlier PHR samples. Statistics, 51(3), 615-626.

  66. Zhao, P., Wang, L. and Zhang, Y. (2017). On extreme order statistics from heterogeneous beta distributions with applications. Communications in Statistics - Theory and Methods, 46(14), 7020-7038.

  67. Zhao, P., Zhang, Y. and Qiao, J. (2016). On extreme order statistics from heterogeneous Weibull variables. Statistics, 50(6), 1376-1386.

  68. Amini-Seresht, E., Qiao, J., Zhang, Y. and Zhao, P. (2016). On the skewness of order statistics in multiple-outlier PHR models. Metrika, 79(7), 817-836.

  69. Zhang, Y. and Zhao, P. (2015). Comparisons on aggregate risks from two sets of heterogeneous portfolios. Insurance: Mathematics and Economics, 65, 124-135.

  70. Zhao, P., Zhang, Y. and Li, L. (2015). Redundancy allocation at component level versus system level. European Journal of Operational Research, 241(2), 402-411.

  71. Zhao, P., Hu, Y. and Zhang, Y. (2015). Some new results on the largest order statistics from multiple-outlier gamma models. Probability in the Engineering and Informational Sciences, 29(4), 597-621.

  72. Zhao, P. and Zhang, Y. (2014). On the maxima of heterogeneous gamma variables with different shape and scale parameters. Metrika, 77(6), 811-836.

  73. Ding, W., Zhang, Y. and Zhao, P. (2013). Comparisons of k-out-of-n systems with heterogenous components. Statistics & Probability Letters, 83(2), 493-502.

  74. Zhao, P. and Zhang, Y. (2012). On sample ranges in multiple-outlier models. Journal of Multivariate Analysis, 111, 335-349.


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