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The Department of Statistics and Actuarial Science

Zhen Yu

Yu, Zhen

School of Insurance and Economics (SIE)

University of International Business and Economics (UIBE)

Beijing, China, 10029

2023

ACADEMIC EXPERIENCE

Associate Professor, Statistics and Actuarial Science Department, School of Insurance and Economics, University of International Business and Economics, 2023-

EDUCATION

Ph.D., School of Statistics, Renmin University of China, 2018-2023

B.S., School of Statistics and Mathematics, Central University of Finance and Economics, 2013-2017

RESEARCH INTEREST

Actuarial statistics, Quantile regression, Spatiotemporal analysis, Survival analysis.

PUBLICATIONS AND PRESENTATIONS

Published and Accepted Articles

[1] Yu, Z., Yu, K., Härdle, W. K. et al. (2022). Bayesian Spatiotemporal Modeling for the Inpatient Hospital Costs of Alcohol-related Disorders. Journal of the Royal Statistical Society: Series A (Statistics in Society), 185 (Suppl. 2), S644–S667.

[2] Zhou, P., Yu, Z. (co-first), Ma, J. et al. (2021). Communication-Efficient Distributed Estimator for Generalized Linear Models with a Diverging Number of Covariates. Computational Statistics & Data Analysis, 157: 107154.

[3] Gao, S. and Yu, Z. (2023). Parametric Expectile Regression and its Application for Premium Calculation. Insurance: Mathematics & Economics, 111: 242-256.

[4] Tian, Y., Ma, S., Rui, R., Yu, Z. et al. (2021). The Analysis of Impact of Brexit on the Post-Brexit EU Using Intervented Multivariate Time Series. Acta Mathematicae Applicatae Sinica, English Series, 37, 441-458.

[5] Yu, Z., Ju, T., Wang, C. et al. (2022). Hierarchical Shrinkage Models via Variational Bayes and Its Application. Journal of Applied Statistics and Management, Online.

[6] Zhang, Y., Yu, Z., and Mai, X. (2020). The influence of social value orientation on self-other risk decision-making and its mechanisms. Acta Psychologica Sinica, 52(7): 895-908.

Book Reviews

Books and Monographs

Conference Presentation

COURSES TAUGHT

MEMBERSHIP IN ASSOCIATIONS

ADMINISTRATION

STUDENT AND PUBLIC SERVICE

Student Service

Public Service

RESEARCH GRANTS

Presided over the Fundamental Research Funds for the Central Universities and the Research Funds of Renmin University of China "Spatiotemporal Big Data Analytics" (2021-2023).

AWARDS AND HONORS

Research Awards and Honors

Teaching Awards and Honors

Others

PROFESSIONAL DESIGNATION

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