Fangda Liu

According to our database¹, Fangda Liu authored at least 3 papers between 2021 and 2024.

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2024

Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2024

2022

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

[BibT_eX]

[DOI]

Math. Oper. Res., 2022

2021

A Theory for Measures of Tail Risk.

[BibT_eX]

[DOI]

Math. Oper. Res., 2021