Non-exponential discounting portfolio management with habit formation. J Liu, L Lin, KFC Yiu, J Wei Mathematical Control & Related Fields 10 (4), 2020 | 9 | 2020 |
Pairwise counter-monotonicity JG Lauzier, L Lin, R Wang Insurance: Mathematics and Economics 111, 279-287, 2023 | 5 | 2023 |
Time-consistent lifetime portfolio selection under smooth ambiguity L Yu, L Lin, G Guan, J Liu Mathematical Control and Related Fields 13 (3), 967-987, 2023 | 3 | 2023 |
The optimal reinsurance strategy with price-competition between two reinsurers L Lin, F Liu, JLL Yu arXiv preprint arXiv:2305.00509, 2023 | 3 | 2023 |
Risk sharing, measuring variability, and distortion riskmetrics JG Lauzier, L Lin, R Wang arXiv preprint arXiv:2302.04034, 2023 | 3 | 2023 |
Diversification quotients: Quantifying diversification via risk measures X Han, L Lin, R Wang arXiv preprint arXiv:2206.13679, 2022 | 2 | 2022 |
Risk aggregation under dependence uncertainty and an order constraint Y Chen, L Lin, R Wang Insurance: Mathematics and Economics 102, 169-187, 2022 | 2 | 2022 |
Joint mixability and notions of negative dependence T Koike, L Lin, R Wang Mathematics of Operations Research, 2024 | 1 | 2024 |
Negatively dependent optimal risk sharing JG Lauzier, L Lin, R Wang arXiv preprint arXiv:2401.03328, 2024 | 1 | 2024 |
Diversification quotients based on VaR and ES X Han, L Lin, R Wang Insurance: Mathematics and Economics 113, 185-197, 2023 | 1 | 2023 |
Ordered Risk Aggregation under Dependence Uncertainty Y Chen, L Lin, R Wang arXiv preprint arXiv:2104.07718, 2021 | 1 | 2021 |
The checkerboard copula and dependence concepts L Lin, R Wang, R Zhang, C Zhao arXiv preprint arXiv:2404.15023, 2024 | | 2024 |
Calibrating distribution models from PELVE H Assa, L Lin, R Wang North American Actuarial Journal, 1-34, 2023 | | 2023 |
Invariant correlation under marginal transforms T Koike, L Lin, R Wang arXiv preprint arXiv:2306.11188, 2023 | | 2023 |
Joint mixability and negative orthant dependence T Koike, L Lin, R Wang arXiv. org Papers, 2022 | | 2022 |
Time-consistent lifetime portfolio selection under smooth ambiguity L Lin, J Liu, G Guan, L Yu | | |