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Author

Jingyi Cao

Observed name: Cao, Jingyi
Institution: York University
ORCID: 0009-0004-6800-5059
Observed ORCID: 0009-0004-6800-5059
OpenAlex ID: A5019295444
Optimal reinsurance-investment strategy for a dynamic contagion claim model
2020 · Jingyi Cao, David Landriault, et al. · Insurance Mathematics and Economics · 38
Stackelberg differential game for insurance under model ambiguity
2022 · Jingyi Cao, Dongchen Li, et al. · Insurance Mathematics and Economics · 36
Reinsurance games with two reinsurers: Tree versus chain
2023 · Jingyi Cao, Dongchen Li, et al. · European Journal of Operational Research · 34
Adaptive filtering under multi-peak noise
2023 · Qizhen Wang, Gang Wang, et al. · Signal Processing · 19
Short Communication: Optimal Insurance to Maximize Exponential Utility When Premium Is Computed by a Convex Functional
2024 · Jingyi Cao, Dongchen Li, et al. · SIAM Journal on Financial Mathematics · 14
Stackelberg differential game for insurance under model ambiguity: general divergence
2022 · Jingyi Cao, Dongchen Li, et al. · Scandinavian Actuarial Journal · 14
Stackelberg reinsurance chain under model ambiguity
2023 · Jingyi Cao, Dongchen Li, et al. · Scandinavian Actuarial Journal · 12
Equilibrium reporting strategy: Two rate classes and full insurance
2023 · Jingyi Cao, Dongchen Li, et al. · Journal of Risk & Insurance · 9
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Reinsurance games with variance-premium reinsurers: from tree to chain
2023 · Jingyi Cao, Dongchen Li, et al. · Astin Bulletin · 8
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Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity
2022 · Jingyi Cao, Virginia R. Young · Scandinavian Actuarial Journal · 6
Strategic underreporting and optimal deductible insurance
2024 · Jingyi Cao, Dongchen Li, et al. · Astin Bulletin · 5
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Chain-of-Agents: End-to-End Agent Foundation Models via Multi-Agent Distillation and Agentic RL
2025 · Li, Weizhen, Lin, Jianbo, et al. · arXiv (Cornell University) · 2
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Co-opetition in reinsurance markets: When Pareto meets Stackelberg and Nash
2025 · Jingyi Cao, Dongchen Li, et al. · Insurance Mathematics and Economics · 1
Optimal Loss Reporting in Continuous Time with Full Insurance
2025 · Jingyi Cao, Dongchen Li, et al. · SIAM Journal on Financial Mathematics · 1
Continuous-time optimal reporting with full insurance under the mean-variance criterion
2024 · Jingyi Cao, Dongchen Li, et al. · Insurance Mathematics and Economics · 1
Optimal Insurance to Maximize Exponential Utility when Premium is Computed by a Convex Functional
2024 · Cao, Jingyi, Li, Dongchen, et al. · RePEc: Research Papers in Economics · 1
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Equilibrium Strategies for Singular Dividend Control Problems under the Mean-Variance Criterion
2026 · Jingyi Cao, Dongchen Li, et al. · SIAM Journal on Control and Optimization
The last passage time before ruin: Theory and applications in liquidation risk management
2025 · Zijia Wang, Jingyi Cao, et al. · Insurance Mathematics and Economics
A$^2$FM: An Adaptive Agent Foundation Model for Tool-Aware Hybrid Reasoning
2025 · Chen, Qianben, Cao, Jingyi, et al. · arXiv (Cornell University)
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Optimal proportional insurance under claim habit
2025 · Jingyi Cao, Dongchen Li, et al. · Astin Bulletin
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Short Communication: Equilibrium Mean-Variance Dividend Rate Strategies
2025 · Jingyi Cao, Dongchen Li, et al. · SIAM Journal on Financial Mathematics
Equilibrium Mean-Variance Dividend Rate Strategies
2025 · Cao, Jingyi, Li, Dongchen, et al. · arXiv (Cornell University)
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TaskCraft: Automated Generation of Agentic Tasks
2025 · Shi, Dingfeng, Cao, Jingyi, et al. · arXiv (Cornell University)
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Equilibrium Mean-Variance Dividend Rate Strategies
2025 · Jingyi Cao, Dongchen Li, et al. · SSRN Electronic Journal
Equilibrium Loss Reporting for a Risk-Averse Insured of Deductible Insurance
2023 · Jingyi Cao, Dongchen Li, et al. · SSRN Electronic Journal
Works count: 28
Citation count: 199
H-index: 8
I10-index: 7
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