Fangda Liu

Publication Activity (10 Years)

Years Active: 2021-2024
Publications (10 Years): 3

Top Topics

Identically Distributed

Portfolio Theory

Conditional Distribution

Top Venues

Math. Oper. Res.

Eur. J. Oper. Res.

Publications

Jun Cai, Fangda Liu, Mingren Yin
Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance. Eur. J. Oper. Res. 318 (1) (2024)
Fangda Liu, Tiantian Mao, Ruodu Wang, Linxiao Wei
Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures. Math. Oper. Res. 47 (3) (2022)
Fangda Liu, Ruodu Wang
A Theory for Measures of Tail Risk. Math. Oper. Res. 46 (3) (2021)