关注
Yang Liu
Yang Liu
The Chinese University of Hong Kong, Shenzhen
在 cuhk.edu.cn 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Convolution bounds on quantile aggregation
J Blanchet, H Lam, Y Liu, R Wang
arXiv preprint arXiv:2007.09320, 2020
192020
An axiomatic theory for anonymized risk sharing
Z Jiao, S Kou, Y Liu, R Wang
arXiv preprint arXiv:2208.07533, 2022
172022
Optimal control of DC pension plan management under two incentive schemes
L He, Z Liang, Y Liu, M Ma
North American Actuarial Journal 23 (1), 120-141, 2019
172019
Weighted utility optimization of the participating endowment contract
L He, Z Liang, Y Liu, M Ma
Scandinavian Actuarial Journal 2020 (7), 577-613, 2020
112020
A framework for measures of risk under uncertainty
T Fadina, Y Liu, R Wang
Finance and Stochastics 28 (2), 363-390, 2024
92024
A classification approach to general S-shaped utility optimization with principals' constraints
Z Liang, Y Liu
SIAM Journal on Control and Optimization 58 (6), 3734-3762, 2020
62020
Ordering and inequalities for mixtures on risk aggregation
Y Chen, P Liu, Y Liu, R Wang
Mathematical Finance 32 (1), 421-451, 2021
52021
A unified formula of the optimal portfolio for piecewise hyperbolic absolute risk aversion utilities
Z Liang, Y Liu, M Ma, RP Vinoth
Quantitative Finance 24 (2), 281-303, 2024
32024
Central-planned Portfolio Selection, Pareto Frontier, and Pareto Improvement
Z Liang, Y Liu
Available at SSRN 3476392, 2019
32019
An asymptotic approach to centrally planned portfolio selection
Z Liang, Y Liu
Advances in Applied Probability, 1-28, 2023
22023
A framework of state-dependent utility optimization with general benchmarks
Z Liang, Y Liu, L Zhang
arXiv preprint arXiv:2101.06675, 2021
2*2021
Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs
G Guan, L He, Z Liang, Y Liu, L Zhang
North American Actuarial Journal 28 (2), 261-284, 2024
12024
A Unified Formula of the Optimal Portfolio for Piecewise HARA Utilities
Z Liang, Y Liu, M Ma
arXiv preprint arXiv:2107.06460, 2021
12021
Fixed-time bipartite synchronization of nonlinear impulsive time-varying signed networks with delays
Y Xu, X Liu, L Zhang, W Li, Y Wu, Y Liu
Applied Mathematics and Computation 480, 128905, 2024
2024
Modelling Non-monotone Risk Aversion and Convex Compensation in Incomplete Markets
Y Liu, Z Shen
arXiv preprint arXiv:2406.00435, 2024
2024
Value-at-Risk-and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification
B Geng, Y Liu, Y Zhao
arXiv preprint arXiv:2404.18029, 2024
2024
Equilibrium in Style: A Modeling Framework on the Cash Flow and the Life Cycle of a Consumer Store
S Han, J Lei, Y Liu
arXiv preprint arXiv:2404.02426, 2024
2024
系统目前无法执行此操作,请稍后再试。
文章 1–17