3 papers in the archive (2025–2026), average empirical rigor 3.2/10, average math complexity 8/10. Quadrant mix: Lab Rats ×3.
Works mostly in Insurance & Actuarial Risk.
Frequent co-authors: Bingzheng Chen (1), Jan Dhaene (1), Chun Liu (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 paper develops a dynamic equilibrium model of the insurance market that jointly characterizes insurers’ underwriting, investment, recapitalization, and dividend policies under model uncertainty and financial frictions. Competitive insurers maximize shareholder value under a subjective worst-cas
With the rise of emerging risks, model uncertainty poses a fundamental challenge in the insurance industry, making robust pricing a first-order question. This paper investigates how insurers’ robustness preferences shape competitive equilibrium in a dynamic insurance market. Insurers optimize their
As insurers increasingly behave like financial intermediaries and actively participate in capital markets, understanding the dependence structure between insurance and financial risks becomes crucial for insurers’ operations. This paper studies dynamic equilibrium insurance pricing when insurers fac