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Yang Liu
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Year
Optimal control of DC pension plan management under two incentive schemes
L He, Z Liang, Y Liu, M Ma
North American Actuarial Journal 23 (1), 120-141, 2019
112019
Convolution bounds on quantile aggregation
J Blanchet, H Lam, Y Liu, R Wang
arXiv preprint arXiv:2007.09320, 2020
82020
Weighted utility optimization of the participating endowment contract
L He, Z Liang, Y Liu, M Ma
Scandinavian Actuarial Journal 2020 (7), 577-613, 2020
42020
Central-planned Portfolio Selection, Pareto Frontier, and Pareto Improvement
Z Liang, Y Liu
Available at SSRN 3476392, 2019
42019
A Classification Approach to General S-Shaped Utility Optimization with Principals' Constraints
Z Liang, Y Liu
SIAM Journal on Control and Optimization 58 (6), 3734-3762, 2020
32020
An axiomatic theory for anonymized risk sharing
Z Jiao, Y Liu, R Wang
arXiv preprint arXiv:2208.07533, 2022
22022
A framework for measures of risk under uncertainty
T Fadina, Y Liu, R Wang
arXiv preprint arXiv:2110.10792, 2021
22021
Ordering and inequalities for mixtures on risk aggregation
Y Chen, P Liu, Y Liu, R Wang
Mathematical Finance 32 (1), 421-451, 2021
12021
A framework of multivariate utility optimization with general benchmarks
Z Liang, Y Liu, L Zhang
arXiv preprint arXiv:2101.06675, 2021
12021
A Unified Formula of the Optimal Portfolio for Piecewise HARA Utilities
Z Liang, Y Liu, M Ma
arXiv preprint arXiv:2107.06460, 2021
2021
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Articles 1–10