A Theory for Measures of Tail Risk. - Fangda Liu; Ruodu Wang (Math. Oper. Res., 2021)

Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures. - Fangda Liu; Tiantian Mao; Ruodu Wang; Linxiao Wei (Math. Oper. Res., 2022)

Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance. - Jun Cai; Fangda Liu; Mingren Yin (Eur. J. Oper. Res., 2024)