3 papers in the archive (2023–2026), average empirical rigor 2.8/10, average math complexity 8.3/10. Quadrant mix: Lab Rats ×3.
Works mostly in Portfolio Optimization, Insurance & Actuarial Risk, Stochastic Control & Optimal Stopping.
Frequent co-authors: Zongxia Liang (2), Lin He (1), Yilun Song (1), Sheng Wang (1), Tak Kwong Wong (1), Sheung Chi Phillip Yam (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
In order to deal with the aging problem, pension system is actively transformed into the funded scheme. However, the funded scheme does not completely replace PAYGO (Pay as You Go) scheme and there exist heterogeneous mixes among PAYGO, EET (Exempt, Exempt, Taxed) and individual savings in different
This paper studies an optimal reinsurance problem for a utility-maximizing insurer, subject to the reinsurer’s endogenous default and background risk. An endogenous default occurs when the insurer’s contractual indemnity exceeds the reinsurer’s available reserve, which is random due to the backgroun