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Author [ Title(Desc)] Type Year
A
Lee, W. Yan, & Liu, F. . (2018). Analysis of a dynamic premium strategy: from theoretical and marketingperspectives. Journal of Industrial and Management Optimization, 14(4), 1545-1577. Retrieved from https://www.aimsciences.org/article/doi/10.3934/jimo.2018020
Cheung, K. C. , Liu, F. , & Yam, S. C. Phillip. (2012). Average Value-at-Risk minimizing reinsurance under Wang’spremium principle with constraints. ASTIN Bulletin, 42(2), 575-600. Retrieved from https://www.cambridge.org/core/journals/astin-bulletin-journal-of-the-iaa/article/average-valueatrisk-minimizing-reinsurance-under-wangs-premium-principle-with-constraints/DCE7FD3CC893538369FA555A3582C11A
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Boonen, T. J. , Liu, F. , & Wang, R. . (2021). Competitive Equilibria in a Comonotone Market. Economic Theory , 72, 1217–1255. Retrieved from https://doi.org/10.1007/s00199-020-01319-4
Liu, F. , Cai, J. , Lemieux, C. , & Wang, R. . (2020). Convex risk functionals: representation and applications. Insurance: Mathematics & Economics, 90, 66-79. Retrieved from https://doi.org/10.1016/j.insmatheco.2019.10.007
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Chi, Y. , & Liu, F. . (2021). Enhancing an insurer's expected value by reinsurance and external financing. Insurance: Mathematics & Economics, 101(Part B), 466-484. Retrieved from https://doi.org/10.1016/j.insmatheco.2021.08.010
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Lee, W. Yan, Li, X. , Liu, F. , Shi, Y. , & Yam, S. C. Phillip. (2021). The Fourier-cosine Method for Finite-time Ruin Probabilities. Insurance: Mathematics & Economics, 99(July 2021), 256-267. Retrieved from https://doi.org/10.1016/j.insmatheco.2021.03.001
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Liu, F. , Mao, T. , Wang, R. , & Wei, L. . (2022). Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures. Mathematics of Operations Research, 47(3), 2494-2519. 12 Sep 2021. Retrieved from https://doi.org/10.1287/moor.2021.1217
Boonen, T. J. , & Liu, F. . (2022). Insurance With Heterogeneous Preferences. Journal of Mathematical Economics, 102, Article 102742. Retrieved from https://doi.org/10.1016/j.jmateco.2022.102742
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Chi, Y. , & Liu, F. . (2017). Optimal insurance design in the presence of exclusion clauses. Insurance: Mathematics & Economics, 76, 185-195. Retrieved from https://doi.org/10.1016/j.insmatheco.2017.07.003
Bernard, C. , Liu, F. , & Vanduffel, S. . (2020). Optimal insurance in the presence of multiple policyholders. Journal of Economic Behavior & Organization, 18, 638-656. Retrieved from https://doi.org/10.1016/j.jebo.2020.02.012
Cai, J. , Lemieux, C. , & Liu, F. . (2016). Optimal reinsurance from the perspectives of both an insurer and areinsurer. ASTIN Bulletin, 46(3), 815-849. Retrieved from https://www.cambridge.org/core/journals/astin-bulletin-journal-of-the-iaa/article/optimal-reinsurance-from-the-perspectives-of-both-an-insurer-and-a-reinsurer/D52E0DC74B5ECE527C39EC10A1DC8D4F
Lin, L. , Liu, F. , Liu, J. , & Yu, L. . (Accepted). The optimal reinsurance strategy with price competitionbetween two reinsurers. Scandinavian Actuarial Journal. 2024. Retrieved from https://doi.org/10.1080/03461238.2024.2389181
Cai, J. , Lemieux, C. , & Liu, F. . (2014). Optimal reinsurance with regulatory initial capital and default risk. Insurance: Mathematics & Economics, 57, 13-24. Retrieved from https://doi.org/10.1016/j.insmatheco.2014.04.006
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Liu, F. , & Wang, R. . (2021). A theory for measures of tail risk,. Mathematics of Operations Research, 46(3), 835-1234, C2. Retrieved from https://doi.org/10.1287/moor.2020.1072
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Cai, J. , Liu, F. , & Yin, M. . (2024). Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance. European Journal of Operational Research, 318(1), 310-326. Retrieved from https://doi.org/10.1016/j.ejor.2024.03.016