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Zhiyu Quan

Affiliate Professor

Additional Campus Affiliations

Assistant Professor, Mathematics
Assistant Professor, Statistics
Assistant Professor, National Center for Supercomputing Applications (NCSA)
Office of Risk Management and Insurance Research (ORMIR) Faculty Fellow, Finance

Recent Publications

Quan, Z., Hu, C., Dong, P., & Valdez, E. A. (Accepted/In press). Improving Business Insurance Loss Models by Leveraging InsurTech Innovation. North American Actuarial Journal. https://doi.org/10.1080/10920277.2024.2400648

Quan, Z., Wang, Z., Gan, G., & Valdez, E. A. (2023). On hybrid tree-based methods for short-term insurance claims. Probability in the Engineering and Informational Sciences, 37(2), 597-620. https://doi.org/10.1017/S0269964823000074

Hu, C., Quan, Z., & Chong, W. F. (2022). Imbalanced learning for insurance using modified loss functions in tree-based models. Insurance: Mathematics and Economics, 106, 13-32. https://doi.org/10.1016/j.insmatheco.2022.04.010

Quan, Z., Gan, G., & Valdez, E. (2022). Tree-based models for variable annuity valuation: Parameter tuning and empirical analysis. Annals of Actuarial Science, 16(1), 95-118. https://doi.org/10.1017/S1748499521000075

Gan, G., Quan, Z., & Valdez, E. (2019). Machine Learning Techniques for Variable Annuity Valuation. In 4th International Conference on Big Data and Information Analytics: Theories, Algorithms and Applications in Data Science, BigDIA 2018 Article 8632794 (4th International Conference on Big Data and Information Analytics: Theories, Algorithms and Applications in Data Science, BigDIA 2018). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/BigDIA.2018.8632794

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