F. Liu

Available identifiers

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

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