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Yi Lu
Observed name:
Lu Yi
Institution:
Simon Fraser University
Observed institutions:
University of North Carolina at Chapel Hill,
Simon Fraser University
ORCID:
0000-0002-5014-4163
Observed ORCID:
0000-0002-5014-4163
OpenAlex ID:
A5071128348
Optimal investment strategies and intergenerational risk sharing for target benefit pension plans
2018
·
Suxin Wang
, Yi Lu
, et al.
·
Insurance Mathematics and Economics
·
49
Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
2019
·
Suxin Wang
, Yi Lu
·
Insurance Mathematics and Economics
·
27
Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process
2017
·
Xiaoqing Liang
, Yi Lu
·
Insurance Mathematics and Economics
·
8
Analysis of survivorship life insurance portfolios with stochastic rates of return
2017
·
Li Chen
, Luyao Lin
, et al.
·
Insurance Mathematics and Economics
·
8
Dependence Modelling for Heavy-Tailed Multi-Peril Insurance Losses
2024
·
Tianxing Yan
, Yi Lu
, et al.
·
Risks
·
4
Redistribution in collective pension arrangements without a sponsor guarantee: Hidden versus explicit risk transactions
2020
·
Lu Yi
, Barbara Sanders
, et al.
·
Journal of Pensions Economics and Finance
·
3
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Works count:
6
Citation count:
99
H-index:
4
I10-index:
2
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