Fangda Liu

Available identifiers

zbMath Open liu.fangdaMaRDI QIDQ2038246

List of research outcomes

Publication	Date of Publication	Type
Insurance with heterogeneous preferences	2022-11-03	Paper
Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures	2022-09-26	Paper
Competitive equilibria in a comonotone market	2022-02-04	Paper
Enhancing an insurer's expected value by reinsurance and external financing	2021-11-19	Paper
A Theory for Measures of Tail Risk	2021-09-14	Paper
A Fourier-cosine method for finite-time ruin probabilities	2021-07-06	Paper
Convex risk functionals: representation and applications	2020-02-03	Paper
OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER	2018-06-04	Paper
Optimal insurance design in the presence of exclusion clauses	2017-09-19	Paper
Optimal reinsurance with regulatory initial capital and default risk	2015-01-28	Paper
Average Value-at-Risk Minimizing Reinsurance under Wang's Premium Principle with Constraints	2013-12-12	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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