Research output per year
Research output per year
Personal profile
Research interests
- Actuarial Science
- Dependence and Risk Aggregation
- Quantitative Risk Management
- Stochastic Control
Education/Academic qualification
Actuarial Science, Ph.D., University of Waterloo
1 Sept 2020 → 30 Jun 2024
Award Date: 30 Jun 2024
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Research output
- 8 Article
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Calibrating distribution models from PELVE
Assa, H., Lin, L. & Wang, R., 2024, In: North American Actuarial Journal . 28, 2, p. 373-406 34 p.Research output: Contribution to journal › Article › Research › peer-review
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Joint mixability and notions of negative dependence
Koike, T., Lin, L. & Wang, R., 2024, (Accepted/In press) In: Mathematics of Operations Research. 17 p.Research output: Contribution to journal › Article › Research › peer-review
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The optimal reinsurance strategy with price-competition between two reinsurers
Lin, L., Liu, F., Liu, J. & Yu, L., 2024, (Accepted/In press) In: Scandinavian Actuarial Journal. 28 p.Research output: Contribution to journal › Article › Research › peer-review
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Diversification quotients based on VaR and ES
Han, X., Lin, L. & Wang, R., Nov 2023, In: Insurance: Mathematics and Economics. 113, p. 185-197 13 p.Research output: Contribution to journal › Article › Research › peer-review
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Pairwise counter-monotonicity
Lauzier, J-G., Lin, L. & Wang, R., Jul 2023, In: Insurance: Mathematics and Economics. 111, p. 279-287 9 p.Research output: Contribution to journal › Article › Research › peer-review
1 Citation (Scopus)