| 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 | 11 | 2019 |
| Convolution bounds on quantile aggregation J Blanchet, H Lam, Y Liu, R Wang arXiv preprint arXiv:2007.09320, 2020 | 8 | 2020 |
| Weighted utility optimization of the participating endowment contract L He, Z Liang, Y Liu, M Ma Scandinavian Actuarial Journal 2020 (7), 577-613, 2020 | 4 | 2020 |
| Central-planned Portfolio Selection, Pareto Frontier, and Pareto Improvement Z Liang, Y Liu Available at SSRN 3476392, 2019 | 4 | 2019 |
| 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 | 3 | 2020 |
| An axiomatic theory for anonymized risk sharing Z Jiao, Y Liu, R Wang arXiv preprint arXiv:2208.07533, 2022 | 2 | 2022 |
| A framework for measures of risk under uncertainty T Fadina, Y Liu, R Wang arXiv preprint arXiv:2110.10792, 2021 | 2 | 2021 |
| Ordering and inequalities for mixtures on risk aggregation Y Chen, P Liu, Y Liu, R Wang Mathematical Finance 32 (1), 421-451, 2021 | 1 | 2021 |
| A framework of multivariate utility optimization with general benchmarks Z Liang, Y Liu, L Zhang arXiv preprint arXiv:2101.06675, 2021 | 1 | 2021 |
| A Unified Formula of the Optimal Portfolio for Piecewise HARA Utilities Z Liang, Y Liu, M Ma arXiv preprint arXiv:2107.06460, 2021 | | 2021 |
Ruodu WangUniversity of WaterlooVerified email at uwaterloo.ca
