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Fangda Liu
Fangda Liu
在 gsu.edu 的电子邮件经过验证
标题
引用次数
引用次数
年份
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
802016
Optimal reinsurance with regulatory initial capital and default risk
J Cai, C Lemieux, F Liu
Insurance: Mathematics and Economics 57, 13-24, 2014
592014
A theory for measures of tail risk
F Liu, R Wang
Mathematics of Operations Research 46 (3), 1109-1128, 2021
582021
Convex risk functionals: Representation and applications
F Liu, J Cai, C Lemieux, R Wang
Insurance: Mathematics and Economics 90, 66-79, 2020
312020
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
282022
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
192012
Competitive equilibria in a comonotone market
TJ Boonen, F Liu, R Wang
Economic Theory 72 (4), 1217-1255, 2021
182021
Optimal insurance in the presence of multiple policyholders
C Bernard, F Liu, S Vanduffel
Journal of Economic Behavior & Organization 180, 638-656, 2020
142020
Optimal insurance design in the presence of exclusion clauses
Y Chi, F Liu
Insurance: Mathematics and Economics 76, 185-195, 2017
112017
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
102021
Insurance with heterogeneous preferences
TJ Boonen, F Liu
Journal of Mathematical Economics 102, 102742, 2022
62022
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
32024
The optimal reinsurance strategy with price-competition between two reinsurers
L Lin, F Liu, J Liu, L Yu
Scandinavian Actuarial Journal, 1-28, 2024
22024
Enhancing an insurer's expected value by reinsurance and external financing
Y Chi, F Liu
Insurance: Mathematics and Economics 101, 466-484, 2021
22021
Inf-convolution and optimal allocations for tail risk measures
F Liu
SSRN, 2019
22019
Elicitability and identifiability of tail risk measures
T Fissler, F Liu, R Wang, L Wei
arXiv preprint arXiv:2404.14136, 2024
12024
Worst-Case Reinsurance Strategy with Likelihood Ratio Uncertainty
D Landriault, F Liu, Z Shi
Available at SSRN 4750381, 2024
12024
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
12017
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
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