Liyuan Lin

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
Risk sharing, measuring variability, and distortion riskmetrics Mathematical Finance	2026-03-06	Paper
Limited integrated production scheduling and vehicle routing in the steel industry Journal of Scheduling	2025-09-23	Paper
The checkerboard copula and dependence concepts SIAM Journal on Financial Mathematics	2025-05-28	Paper
The optimal reinsurance strategy with price-competition between two reinsurers Scandinavian Actuarial Journal	2025-03-10	Paper
Joint mixability and notions of negative dependence Mathematics of Operations Research	2025-01-28	Paper
Invariant correlation under marginal transforms Journal of Multivariate Analysis	2024-10-08	Paper
Calibrating Distribution Models from PELVE North American Actuarial Journal	2024-08-05	Paper
Diversification quotients based on VaR and ES Insurance Mathematics & Economics	2024-02-13	Paper
Pairwise counter-monotonicity Insurance Mathematics & Economics	2023-07-18	Paper
Time-consistent lifetime portfolio selection under smooth ambiguity Mathematical Control and Related Fields	2023-06-19	Paper
Risk aggregation under dependence uncertainty and an order constraint Insurance Mathematics & Economics	2022-03-10	Paper
Non-exponential discounting portfolio management with habit formation Mathematical Control and Related Fields	2021-05-05	Paper
Optimal consumption, life insurance and investment decision with habit formation	2021-04-26	Paper
scientific article; zbMATH DE number 6874149 (Why is no real title available?)	2018-05-25	Paper
Invariant correlation under marginal transforms (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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