Ambrose Lo

Available identifiers

Publication	Date of Publication	Type
Discussion of “optimal reinsurance designs based on risk measures: a review” by Jun Cai and Yichun Chi	2023-03-07	Paper
Demystifying the Integrated Tail Probability Expectation Formula	2022-09-20	Paper
UNIVERSALLY MARKETABLE INSURANCE UNDER MULTIVARIATE MIXTURES	2021-10-20	Paper
Budget-constrained optimal reinsurance design under coherent risk measures	2019-11-06	Paper
Pareto-optimal reinsurance policies in the presence of individual risk constraints	2019-03-06	Paper
Derivative Pricing	2019-02-12	Paper
A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints	2018-07-17	Paper
Characterizations of optimal reinsurance treaties: a cost-benefit approach	2018-07-13	Paper
A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS	2018-06-04	Paper
Functional generalizations of Hoeffding's covariance lemma and a formula for Kendall's tau	2017-01-16	Paper
Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order	2015-01-28	Paper
Characterizing mutual exclusivity as the strongest negative multivariate dependence structure	2014-09-22	Paper
Reducing risk by merging counter-monotonic risks	2014-06-23	Paper
General lower bounds on convex functionals of aggregate sums	2014-06-23	Paper

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