Concepedia

Fangda Liu

FL

11

Publications

347

Citations

10

H-Index

2014

Active since

Affiliations

University of Waterloo(Current)

Actua

Central University of Finance and Economics

Fangda Liu is an author at University of Waterloo specializing in engineering, risk management, and management.

Top concepts

EngineeringManagementRisk ManagementFinanceInsuranceProbabilityFinancial Risk ManagementTail RiskStatisticsInsurance Law

Publications per year

2014–2024

11

Publications

11

OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER

Jun Cai, Christiane Lemieux, Fangda Liu · Astin Bulletin · 2015 · 75 citations

Mathematical Programming, Engineering, Health Insurance Design +19

A Theory for Measures of Tail Risk

Fangda Liu, Ruodu Wang · Mathematics of Operations Research · 2021 · 61 citations

Engineering, Financial Risk Management, Risk Metric +18

Optimal reinsurance with regulatory initial capital and default risk

Jun Cai, Christiane Lemieux, Fangda Liu · Insurance Mathematics and Economics · 2014 · 53 citations

Financial Risk Management, Risk Management, Management +3

Convex risk functionals: Representation and applications

Fangda Liu, Jun Cai, Christiane Lemieux et al. · Insurance Mathematics and Economics · 2019 · 34 citations

Engineering, Risk Metric, Convex Optimization +2

Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures

Fangda Liu, Tiantian Mao, Ruodu Wang et al. · Mathematics of Operations Research · 2022 · 33 citations

Portfolio Optimization, Engineering, Financial Risk Management +14

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