最优再保险,保费设计,风险度量
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Shi, Z.*, Landriault, D., & Liu, F. (2025). Performance-based variable premium scheme and reinsurance design. Insurance: Mathematics and Economics, 103169.
Landriault, D., Liu, F., & Shi, Z.* (2025). Worst-case reinsurance strategy with likelihood ratio uncertainty. ASTIN Bulletin: The Journal of the IAA, 55(3), 492-513.
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Conference Talks:
2024.07 The 27th International Congress on Insurance: Mathematics and Economics, University of Illinois Urbana-Champaign and DePaul University, Chicago, United States
2024.06 International Conference on Insurance and Actuarial Science, Nankai University, Tianjin, China
Invited Seminars:
2025.12 Renmin University of China, Beijing, China
2024.05 Nankai University, Tianjin, China
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