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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)

Recent Publications

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

Quan, Z., & Valdez, E. A. (2018). Predictive analytics of insurance claims using multivariate decision trees. Dependence Modeling, 6(1), 377-407. https://doi.org/10.1515/demo-2018-0022

View all publications on Illinois Experts