Tian, Ruilin; Cox, Samuel H.; Zuluaga, Luis F. Moment problem and its applications to risk assessment. (English) Zbl 1414.91236 N. Am. Actuar. J. 21, No. 2, 242-266 (2017). MSC: 91B30 90C22 PDFBibTeX XMLCite \textit{R. Tian} et al., N. Am. Actuar. J. 21, No. 2, 242--266 (2017; Zbl 1414.91236) Full Text: DOI
Lin, Yijia; MacMinn, Richard D.; Tian, Ruilin De-risking defined benefit plans. (English) Zbl 1348.91170 Insur. Math. Econ. 63, 52-65 (2015). MSC: 91B30 91G70 62P05 PDFBibTeX XMLCite \textit{Y. Lin} et al., Insur. Math. Econ. 63, 52--65 (2015; Zbl 1348.91170) Full Text: DOI
Lin, Yijia; Tan, Ken Seng; Tian, Ruilin; Yu, Jifeng Downside risk management of a defined benefit plan considering longevity basis risk. (English) Zbl 1412.91048 N. Am. Actuar. J. 18, No. 1, 68-86 (2014). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{Y. Lin} et al., N. Am. Actuar. J. 18, No. 1, 68--86 (2014; Zbl 1412.91048) Full Text: DOI
Tian, Ruilin; Cox, Samuel H.; Lin, Yijia; Zuluaga, Luis F. Portfolio risk management with CVaR-like constraints. (English) Zbl 1219.91132 N. Am. Actuar. J. 14, No. 1, 86-106 (2010). MSC: 91G10 91B30 90C90 91G50 PDFBibTeX XMLCite \textit{R. Tian} et al., N. Am. Actuar. J. 14, No. 1, 86--106 (2010; Zbl 1219.91132) Full Text: DOI