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Yang Liu
Yang Liu
The Chinese University of Hong Kong, Shenzhen
Verified email at cuhk.edu.cn - Homepage
Title
Cited by
Cited by
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
192019
Convolution bounds on quantile aggregation
J Blanchet, H Lam, Y Liu, R Wang
arXiv preprint arXiv:2007.09320, 2020
142020
An axiomatic theory for anonymized risk sharing
Z Jiao, S Kou, Y Liu, R Wang
arXiv preprint arXiv:2208.07533, 2022
132022
Weighted utility optimization of the participating endowment contract
L He, Z Liang, Y Liu, M Ma
Scandinavian Actuarial Journal 2020 (7), 577-613, 2020
102020
A framework for measures of risk under uncertainty
T Fadina, Y Liu, R Wang
Finance and Stochastics, 1-28, 2024
52024
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
42020
Central-planned Portfolio Selection, Pareto Frontier, and Pareto Improvement
Z Liang, Y Liu
Available at SSRN 3476392, 2019
42019
Ordering and inequalities for mixtures on risk aggregation
Y Chen, P Liu, Y Liu, R Wang
Mathematical Finance 32 (1), 421-451, 2021
22021
Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs
G Guan, L He, Z Liang, Y Liu, L Zhang
North American Actuarial Journal, 1-24, 2023
12023
An asymptotic approach to centrally planned portfolio selection
Z Liang, Y Liu
Advances in Applied Probability, 1-28, 2023
12023
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 hyperbolic absolute risk aversion utilities
Z Liang, Y Liu, M Ma, RP Vinoth
Quantitative Finance, 1-23, 2024
2024
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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