It's an nteresting name. I tried to find out what it is in Russian and: Tsezar' Antonovich Kjui [1835-1918] is it. He belonged to a group called the Group of Five.

http://de.wikipedia.org/wiki/Gruppe_der_Fünf

I always find it interesting how names get transliterated into and out of Russian.

So, his name would be pronounced "tsezar kyooie".