Ambrose Lo

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
Discussion of “optimal reinsurance designs based on risk measures: a review” by Jun Cai and Yichun Chi Statistical Theory and Related Fields	2023-03-07	Paper
Demystifying the Integrated Tail Probability Expectation Formula The American Statistician	2022-09-20	Paper
Universally marketable insurance under multivariate mixtures ASTIN Bulletin	2021-10-20	Paper
Budget-constrained optimal reinsurance design under coherent risk measures Scandinavian Actuarial Journal	2019-11-06	Paper
Pareto-optimal reinsurance policies in the presence of individual risk constraints Annals of Operations Research	2019-03-06	Paper
Derivative pricing. A problem-based primer	2019-02-12	Paper
A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints Scandinavian Actuarial Journal	2018-07-17	Paper
Characterizations of optimal reinsurance treaties: a cost-benefit approach Scandinavian Actuarial Journal	2018-07-13	Paper
A Neyman-Pearson perspective on optimal reinsurance with constraints ASTIN Bulletin	2018-06-04	Paper
Functional generalizations of Hoeffding's covariance lemma and a formula for Kendall's tau Statistics & Probability Letters	2017-01-16	Paper
Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order Insurance Mathematics & Economics	2015-01-28	Paper
Characterizing mutual exclusivity as the strongest negative multivariate dependence structure Insurance Mathematics & Economics	2014-09-22	Paper
General lower bounds on convex functionals of aggregate sums Insurance Mathematics & Economics	2014-06-23	Paper
Reducing risk by merging counter-monotonic risks Insurance Mathematics & Economics	2014-06-23	Paper

Research outcomes over time

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