| Publication | Date of Publication | Type |
|---|
| Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery | 2025-01-22 | Paper |
| A user guide of CART and random forests with applications in FinTech and InsurTech | 2025-01-22 | Paper |
| Learning computational upscaling models for a class of convection-diffusion equations | 2024-06-17 | Paper |
| Bowley solution under the reinsurer's default risk | 2024-03-21 | Paper |
| Inter‐temporal mutual‐fund management | 2023-09-28 | Paper |
| A Kernel-Based Least-Squares Collocation Method for Surface Diffusion | 2023-06-14 | Paper |
| Learning rays via deep neural network in a ray-based IPDG method for high-frequency Helmholtz equations in inhomogeneous media | 2022-07-21 | Paper |
| Satisficing credibility for heterogeneous risks | 2022-02-22 | Paper |
| Bowley reinsurance with asymmetric information on the insurer's risk preferences | 2021-09-13 | Paper |
| Learning Rays via Deep Neural Network in a Ray-based IPDG Method for High-Frequency Helmholtz Equations in Inhomogeneous Media | 2021-06-19 | Paper |
| Pareto-optimal insurance contracts with premium budget and minimum charge constraints | 2020-11-19 | Paper |
| On the increasing convex order of generalized aggregation of dependent random variables | 2020-08-03 | Paper |
| Evolutionary credibility risk premium | 2020-08-03 | Paper |
| Concave distortion risk minimizing reinsurance design under adverse selection | 2020-03-20 | Paper |
| Discrete least-squares radial basis functions approximations | 2019-11-28 | Paper |
| Reinsurance contract design with adverse selection | 2019-11-06 | Paper |
| On additivity of tail comonotonic risks | 2019-11-06 | Paper |
| Budget-constrained optimal reinsurance design under coherent risk measures | 2019-11-06 | Paper |
| On the uncertainty of VaR of individual risk | 2019-11-05 | Paper |
| Risk-adjusted bowley reinsurance under distorted probabilities | 2019-05-23 | Paper |
| Comparisons of aggregate claim numbers and amounts: a study of heterogeneity | 2019-05-10 | Paper |
| An overview of conditional comonotonicity and its applications | 2019-03-12 | Paper |
| Characterizations of optimal reinsurance treaties: a cost-benefit approach | 2018-07-13 | Paper |
| Tail mutual exclusivity and Tail-VaR lower bounds | 2018-07-13 | Paper |
| Optimal reinsurance under general law-invariant risk measures | 2018-07-11 | Paper |
| Ordered random vectors and equality in distribution | 2018-07-10 | Paper |
| ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES | 2018-06-06 | Paper |
| $H^2$-Convergence of Least-Squares Kernel Collocation Methods | 2018-03-09 | Paper |
| Probabilistic solutions for a class of deterministic optimal allocation problems | 2018-02-14 | Paper |
| A Kernel-Based Embedding Method and Convergence Analysis for Surfaces PDEs | 2018-02-07 | Paper |
| Robust and Pareto optimality of insurance contracts | 2017-12-06 | Paper |
| Multivariate countermonotonicity and the minimal copulas | 2017-02-09 | Paper |
| A localized meshless method for diffusion on folded surfaces | 2016-12-05 | Paper |
| The optimal insurance under disappointment theories | 2015-09-14 | Paper |
| Convex ordering for insurance preferences | 2015-09-14 | Paper |
| Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order | 2015-01-28 | Paper |
| Characterizing mutual exclusivity as the strongest negative multivariate dependence structure | 2014-09-22 | Paper |
| General lower bounds on convex functionals of aggregate sums | 2014-06-23 | Paper |
| Borch's theorem from the perspective of comonotonicity | 2014-06-23 | Paper |
| Reducing risk by merging counter-monotonic risks | 2014-06-23 | Paper |
| Optimal reinsurance in the presence of counterparty default risk | 2014-06-23 | Paper |
| Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model | 2014-05-06 | Paper |
| Bounds for sums of random variables when the marginal distributions and the variance of the sum are given | 2013-12-17 | Paper |
| Average value-at-risk minimizing reinsurance under Wang's premium principle with constraints | 2013-12-12 | Paper |
| Characterizing a comonotonic random vector by the distribution of the sum of its components | 2012-02-10 | Paper |
| Upper comonotonicity | 2012-02-10 | Paper |
| Applications of conditional comonotonicity to some optimization problems | 2012-02-10 | Paper |
| Comonotonic convex upper bound and majorization | 2012-02-10 | Paper |
| Upper comonotonicity and convex upper bounds for sums of random variables | 2012-02-10 | Paper |
| Optimal Reinsurance Revisited – A Geometric Approach | 2010-06-21 | Paper |
| Improved convex upper bound via conditional comonotonicity | 2009-01-28 | Paper |
| Characterization of comonotonicity using convex order | 2009-01-16 | Paper |
| Worst allocations of policy limits and deductibles | 2008-08-18 | Paper |
| Stochastic orders of scalar products with applications | 2008-06-25 | Paper |
| Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks | 2008-04-30 | Paper |
| Characterizations of Conditional Comonotonicity | 2008-02-05 | Paper |
| Optimal investment-consumption strategy in a discrete-time model with regime switching | 2008-01-18 | Paper |
| Optimal allocation of policy limits and deductibles | 2007-12-14 | Paper |
| Optimal portfolio problem with unknown dependency structure | 2006-10-05 | Paper |
| Optimal stopping behavior of equity-linked investment products with regime switching | 2006-03-08 | Paper |
| Ordering optimal proportions in the asset allocation problem with dependent default risks | 2005-08-05 | Paper |
| Asset Allocation with Regime-Switching: Discrete-Time Case | 2005-03-30 | Paper |
