| Optimal reinsurance from the perspectives of both an insurer and a reinsurer J Cai, C Lemieux, F Liu ASTIN Bulletin: The Journal of the IAA 46 (3), 815-849, 2016 | 80 | 2016 |
| Optimal reinsurance with regulatory initial capital and default risk J Cai, C Lemieux, F Liu Insurance: Mathematics and Economics 57, 13-24, 2014 | 59 | 2014 |
| A theory for measures of tail risk F Liu, R Wang Mathematics of Operations Research 46 (3), 1109-1128, 2021 | 58 | 2021 |
| Convex risk functionals: Representation and applications F Liu, J Cai, C Lemieux, R Wang Insurance: Mathematics and Economics 90, 66-79, 2020 | 31 | 2020 |
| Inf-convolution, optimal allocations, and model uncertainty for tail risk measures F Liu, T Mao, R Wang, L Wei Mathematics of Operations Research 47 (3), 2494-2519, 2022 | 28 | 2022 |
| Average Value-at-Risk minimizing reinsurance under Wang's premium principle with constraints KC Cheung, F Liu, SCP Yam ASTIN Bulletin: The Journal of the IAA 42 (2), 575-600, 2012 | 19 | 2012 |
| Competitive equilibria in a comonotone market TJ Boonen, F Liu, R Wang Economic Theory 72 (4), 1217-1255, 2021 | 18 | 2021 |
| Optimal insurance in the presence of multiple policyholders C Bernard, F Liu, S Vanduffel Journal of Economic Behavior & Organization 180, 638-656, 2020 | 14 | 2020 |
| Optimal insurance design in the presence of exclusion clauses Y Chi, F Liu Insurance: Mathematics and Economics 76, 185-195, 2017 | 11 | 2017 |
| A Fourier-cosine method for finite-time ruin probabilities WY Lee, X Li, F Liu, Y Shi, SCP Yam Insurance: Mathematics and Economics 99, 256-267, 2021 | 10 | 2021 |
| Insurance with heterogeneous preferences TJ Boonen, F Liu Journal of Mathematical Economics 102, 102742, 2022 | 6 | 2022 |
| Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance J Cai, F Liu, M Yin European Journal of Operational Research 318 (1), 310-326, 2024 | 3 | 2024 |
| The optimal reinsurance strategy with price-competition between two reinsurers L Lin, F Liu, J Liu, L Yu Scandinavian Actuarial Journal, 1-28, 2024 | 2 | 2024 |
| Enhancing an insurer's expected value by reinsurance and external financing Y Chi, F Liu Insurance: Mathematics and Economics 101, 466-484, 2021 | 2 | 2021 |
| Inf-convolution and optimal allocations for tail risk measures F Liu SSRN, 2019 | 2 | 2019 |
| Elicitability and identifiability of tail risk measures T Fissler, F Liu, R Wang, L Wei arXiv preprint arXiv:2404.14136, 2024 | 1 | 2024 |
| Worst-Case Reinsurance Strategy with Likelihood Ratio Uncertainty D Landriault, F Liu, Z Shi Available at SSRN 4750381, 2024 | 1 | 2024 |
| Optimal reinsurance in a market of multiple reinsurers under law-invariant convex risk measures J Cai, C Lemieux, F Liu, R Wang Available at SSRN 3062767, 2017 | 1 | 2017 |
| Impact of Preferences on Optimal Insurance in the Presence of Multiple Policyholders C Bernard, F Liu, S Vanduffel Journal of Economic Behavior and Organization, Forthcoming, 2018 | | 2018 |
| Risk Measures and Optimal Reinsurance F Liu University of Waterloo, 2015 | | 2015 |
