Liyuan Lin
- Risk sharing, measuring variability, and distortion riskmetrics
2023/02/08 by Jean‐Gabriel Lauzier, Liyuan Lin, Lauzier, Jean-Gabriel +3 · 4 citations
Decision Sciences · Economics, Econometrics and Finance · #Risk and Portfolio Optimization #Monetary Policy and Economic Impact #Stochastic processes and financial applications
- Pairwise counter-monotonicity
2023/02/22 by Jean‐Gabriel Lauzier, Lauzier, Jean-Gabriel, Liyuan Lin +3 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #Risk Management (q-fin.RM) #Risk and Portfolio Optimization
- Joint mixability and notions of negative dependence
2022/04/25 by Takaaki Koike, Liyuan Lin, Koike, Takaaki +3 · 1 citation
Mathematics · #Advanced Statistical Methods and Models
- Diversification quotients based on VaR and ES
2023/01/09 by Xia Han, Liyuan Lin, Han, Xia +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Probability and Risk Models #Insurance and Financial Risk Management #Financial Risk and Volatility Modeling
- Optimal risk sharing, equilibria, and welfare with empirically realistic risk attitudes
2024/01/06 by Jean‐Gabriel Lauzier, Jean-Gabriel Lauzier, Lauzier, Jean-Gabriel +6 · 1 citation
Agricultural and Biological Sciences · Economics, Econometrics and Finance · #Agricultural risk and resilience #Banking stability, regulation, efficiency #Economic theories and models #econ.TH #q-fin.RM