| Convolution bounds on quantile aggregation J Blanchet, H Lam, Y Liu, R Wang arXiv preprint arXiv:2007.09320, 2020 | 19 | 2020 |
| 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 | 18 | 2019 |
| An axiomatic theory for anonymized risk sharing Z Jiao, S Kou, Y Liu, R Wang arXiv preprint arXiv:2208.07533, 2022 | 17 | 2022 |
| Weighted utility optimization of the participating endowment contract L He, Z Liang, Y Liu, M Ma Scandinavian Actuarial Journal 2020 (7), 577-613, 2020 | 11 | 2020 |
| A framework for measures of risk under uncertainty T Fadina, Y Liu, R Wang Finance and Stochastics 28 (2), 363-390, 2024 | 9 | 2024 |
| 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 | 6 | 2020 |
| Ordering and inequalities for mixtures on risk aggregation Y Chen, P Liu, Y Liu, R Wang Mathematical Finance 32 (1), 421-451, 2021 | 5 | 2021 |
| A unified formula of the optimal portfolio for piecewise hyperbolic absolute risk aversion utilities Z Liang, Y Liu, M Ma, RP Vinoth Quantitative Finance 24 (2), 281-303, 2024 | 3 | 2024 |
| Central-planned Portfolio Selection, Pareto Frontier, and Pareto Improvement Z Liang, Y Liu Available at SSRN 3476392, 2019 | 3 | 2019 |
| An asymptotic approach to centrally planned portfolio selection Z Liang, Y Liu Advances in Applied Probability, 1-28, 2023 | 2 | 2023 |
| A framework of state-dependent utility optimization with general benchmarks Z Liang, Y Liu, L Zhang arXiv preprint arXiv:2101.06675, 2021 | 2* | 2021 |
| 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 28 (2), 261-284, 2024 | 1 | 2024 |
| A Unified Formula of the Optimal Portfolio for Piecewise HARA Utilities Z Liang, Y Liu, M Ma arXiv preprint arXiv:2107.06460, 2021 | 1 | 2021 |
| Fixed-time bipartite synchronization of nonlinear impulsive time-varying signed networks with delays Y Xu, X Liu, L Zhang, W Li, Y Wu, Y Liu Applied Mathematics and Computation 480, 128905, 2024 | | 2024 |
| Modelling Non-monotone Risk Aversion and Convex Compensation in Incomplete Markets Y Liu, Z Shen arXiv preprint arXiv:2406.00435, 2024 | | 2024 |
| Value-at-Risk-and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification B Geng, Y Liu, Y Zhao arXiv preprint arXiv:2404.18029, 2024 | | 2024 |
| Equilibrium in Style: A Modeling Framework on the Cash Flow and the Life Cycle of a Consumer Store S Han, J Lei, Y Liu arXiv preprint arXiv:2404.02426, 2024 | | 2024 |
Ruodu WangUniversity of WaterlooEmail verificata su uwaterloo.ca
