HOME /

Publications

Search
Author Title Type [ Year(Asc)]
Accepted
Lin, L. , Liu, F. , Liu, J. , & Yu, L. . (Accepted). The optimal reinsurance strategy with price competitionbetween two reinsurers. Scandinavian Actuarial Journal. 2024. Retrieved from
2024
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
2022
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
Boonen, T. J. , & Liu, F. . (2022). Insurance With Heterogeneous Preferences. Journal of Mathematical Economics, 102, Article 102742. Retrieved from
2021
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
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
Boonen, T. J. , Liu, F. , & Wang, R. . (2021). Competitive Equilibria in a Comonotone Market. Economic Theory , 72, 1217–1255. Retrieved from
Liu, F. , & Wang, R. . (2021). A theory for measures of tail risk,. Mathematics of Operations Research, 46(3), 835-1234, C2. Retrieved from
2020
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
Liu, F. , Cai, J. , Lemieux, C. , & Wang, R. . (2020). Convex risk functionals: representation and applications. Insurance: Mathematics & Economics, 90, 66-79. Retrieved from
2018
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
2017
Chi, Y. , & Liu, F. . (2017). Optimal insurance design in the presence of exclusion clauses. Insurance: Mathematics & Economics, 76, 185-195. Retrieved from
2016
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
2014
Cai, J. , Lemieux, C. , & Liu, F. . (2014). Optimal reinsurance with regulatory initial capital and default risk. Insurance: Mathematics & Economics, 57, 13-24. Retrieved from
2012
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