3 papers in the archive (2025–2026), average empirical rigor 3/10, average math complexity 8.7/10. Quadrant mix: Lab Rats ×3.
Works mostly in Stochastic Control & Optimal Stopping, Insurance & Actuarial Risk, Portfolio Optimization, Risk Management & Tail Risk.
Frequent co-authors: Bohan Li (1), Wenyuan Li (1), Kenneth Tsz Hin Ng (1), Zhaojie Ren (1), Sheng Wang (1), Tak Kwong Wong (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
This article studies a retirement planning problem from a new perspective in which a retiree delegates an initial lump sum to a professional fund manager. The fund is managed dynamically to deliver lifelong benefits while satisfying a guarantee that, at all times, wealth remains above a prescribed s
A mutual insurance company (MIC) is a type of consumer cooperative owned by its policyholders. By purchasing insurance from an MIC, policyholders effectively become member-owners of the company and are entitled to a share of the surplus, which is determined by their own collective claims and premium
In this article, we employ a principal-agent model to analyze optimal contract design in a monopolistic reinsurance market under adverse selection with a continuum of insurer types. Instead of using the classical expected utility framework, we model each insurer’s risk preference through their VaR a