Fangda Liu

Central University of Finance and Economics (CUFE) - China Institute for Actuarial Science

39 South College Road, Haidian

Beijing, 100081

China

SCHOLARLY PAPERS

2

DOWNLOADS

566

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

A Theory for Measures of Tail Risk

Mathematics of Operations Research, forthcoming
Number of pages: 32 Posted: 22 Sep 2016 Last Revised: 31 Jul 2020
Fangda Liu and Ruodu Wang
Central University of Finance and Economics (CUFE) - China Institute for Actuarial Science and University of Waterloo - Department of Statistics and Actuarial Science
Downloads 504 (60,502)
Citation 3

Abstract:

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Basel III, tail risk, risk aggregation, elicitability, Value-at-Risk

2.

Impact of Preferences on Optimal Insurance in the Presence of Multiple Policyholders

Journal of Economic Behavior and Organization, Forthcoming
Number of pages: 30 Posted: 12 Nov 2018 Last Revised: 15 Feb 2020
Grenoble Ecole de Management, Central University of Finance and Economics (CUFE) - China Institute for Actuarial Science and Vrije Universiteit Brussel (VUB)
Downloads 62 (381,498)

Abstract:

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Multiple policyholders, systematic risk, coinsurance, indifference price, insurance supply, public policy