关注
Liyuan Lin
Liyuan Lin
在 uwaterloo.ca 的电子邮件经过验证
标题
引用次数
引用次数
年份
Non-exponential discounting portfolio management with habit formation.
J Liu, L Lin, KFC Yiu, J Wei
Mathematical Control & Related Fields 10 (4), 2020
92020
Pairwise counter-monotonicity
JG Lauzier, L Lin, R Wang
Insurance: Mathematics and Economics 111, 279-287, 2023
52023
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
32023
The optimal reinsurance strategy with price-competition between two reinsurers
L Lin, F Liu, JLL Yu
arXiv preprint arXiv:2305.00509, 2023
32023
Risk sharing, measuring variability, and distortion riskmetrics
JG Lauzier, L Lin, R Wang
arXiv preprint arXiv:2302.04034, 2023
32023
Diversification quotients: Quantifying diversification via risk measures
X Han, L Lin, R Wang
arXiv preprint arXiv:2206.13679, 2022
22022
Risk aggregation under dependence uncertainty and an order constraint
Y Chen, L Lin, R Wang
Insurance: Mathematics and Economics 102, 169-187, 2022
22022
Joint mixability and notions of negative dependence
T Koike, L Lin, R Wang
Mathematics of Operations Research, 2024
12024
Negatively dependent optimal risk sharing
JG Lauzier, L Lin, R Wang
arXiv preprint arXiv:2401.03328, 2024
12024
Diversification quotients based on VaR and ES
X Han, L Lin, R Wang
Insurance: Mathematics and Economics 113, 185-197, 2023
12023
Ordered Risk Aggregation under Dependence Uncertainty
Y Chen, L Lin, R Wang
arXiv preprint arXiv:2104.07718, 2021
12021
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
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