Chi-sang. Liu
Management Science and Operations Research · 2004
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 5 citations into it; #10,321 of 11,946 by trust here, #6,563 by citations
Whom Chi-sang. Liu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Chi-sang. Liu overall
Papers from Chi-sang. Liu's perspective
Ordered by how strongly the researchers Chi-sang. Liu trusts endorse each paper. Same corpus, a different order for every researcher.
- On minimizing the ruin probability by investment and reinsurance
- Optimal Dividends
- Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
- Stochastic control for optimal new business
- Optimal Proportional Reinsurance Policies in a Dynamic Setting
- Stochastic processes in insurance and finance
- Controlled Markov processes and viscosity solutions
- Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
- Optimal investment for insurers
- Power tailed ruin probabilities in the presence of risky investments
Their papers
- Optimal Investment for an Insurer to Minimize Its Probability of Ruin (2004) — 133 citations