F. Liu

MaRDI QIDQ2038246zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Insurance with heterogeneous preferences Journal of Mathematical Economics	2022-11-03	Paper
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures Mathematics of Operations Research	2022-09-26	Paper
Competitive equilibria in a comonotone market Economic Theory	2022-02-04	Paper
Enhancing an insurer's expected value by reinsurance and external financing Insurance Mathematics & Economics	2021-11-19	Paper
A theory for measures of tail risk Mathematics of Operations Research	2021-09-14	Paper
A Fourier-cosine method for finite-time ruin probabilities Insurance Mathematics & Economics	2021-07-06	Paper
Convex risk functionals: representation and applications Insurance Mathematics & Economics	2020-02-03	Paper
Optimal reinsurance from the perspectives of both an insurer and a reinsurer ASTIN Bulletin	2018-06-04	Paper
Optimal insurance design in the presence of exclusion clauses Insurance Mathematics & Economics	2017-09-19	Paper
Optimal reinsurance with regulatory initial capital and default risk Insurance Mathematics & Economics	2015-01-28	Paper
Average value-at-risk minimizing reinsurance under Wang's premium principle with constraints ASTIN Bulletin	2013-12-12	Paper

Research outcomes over time

This page was built for person: F. Liu