Ms Alice Yao
PhD Student
The University of Queensland
Hui (Alice) Yao is a Ph.D. candidate at the University of Queensland, Australia, where she received her M.Sc.
(Statistics) in 2014. Her research interests include Monte Carlo methods, rare event simulation, risk theory,
and queueing theory.
Research Interests:
Advanced Monte Carlo Methods for rare event estimation
Publications
Invited talks, refereed proceedings and other conference outputs
Yao, H., Rojas-Nandayapa L., & Taimre T.
(2016). ESTIMATING TAIL PROBABILITIES OF GEOMETRIC SUMS OF INFINITE MIXTURES OF PHASE-TYPE DISTRIBUTIONS.
2016 Winter Simulation Conference.
Yao, H.
(2016). Estimating Tail Probabilities of Random Sums of Infinite Mixtures of Phase-type Distributions.
Winter Simulation Conference 2016. doi: 10.1109/WSC.2016.7822102
Journal Articles
Peralta, O., Rojas-Nandayapa L., Xie W., & Yao H.
(2018). Approximation of ruin probabilities via Erlangized scale mixtures.
Insurance: Mathematics and Economics. 78, 136-156. doi: 10.1016/j.insmatheco.2017.12.005