| Characterizations of optimal reinsurance treaties: a cost-benefit approach KC Cheung, A Lo Scandinavian Actuarial Journal 2017 (1), 1-28, 2017 | 83 | 2017 |
| A Neyman-Pearson perspective on optimal reinsurance with constraints A Lo ASTIN Bulletin: The Journal of the IAA 47 (2), 467-499, 2017 | 49 | 2017 |
| Budget-constrained optimal reinsurance design under coherent risk measures KC Cheung, WF Chong, A Lo Scandinavian Actuarial Journal 2019 (9), 729-751, 2019 | 28 | 2019 |
| Pareto-optimal reinsurance policies in the presence of individual risk constraints A Lo, Z Tang Annals of Operations Research 274 (1-2), 395-423, 2019 | 28 | 2019 |
| A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints A Lo Scandinavian Actuarial Journal 2017 (7), 584-605, 2017 | 27 | 2017 |
| Reducing risk by merging counter-monotonic risks KC Cheung, J Dhaene, A Lo, Q Tang Insurance: Mathematics and Economics 54, 58-65, 2014 | 27 | 2014 |
| General lower bounds on convex functionals of aggregate sums KC Cheung, A Lo Insurance: Mathematics and Economics 53 (3), 884-896, 2013 | 26 | 2013 |
| Characterizing mutual exclusivity as the strongest negative multivariate dependence structure KC Cheung, A Lo Insurance: Mathematics and Economics 55, 180-190, 2014 | 23 | 2014 |
| Demystifying the integrated tail probability expectation formula A Lo The American Statistician, 2018 | 19 | 2018 |
| Functional generalizations of Hoeffding’s covariance lemma and a formula for Kendall’s tau A Lo Statistics & probability letters 122, 218-226, 2017 | 16 | 2017 |
| Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order KC Cheung, A Lo Insurance: Mathematics and Economics 53 (2), 334-342, 2013 | 15 | 2013 |
| How does reinsurance create value to an insurer? A cost-benefit analysis incorporating default risk A Lo Risks 4 (4), 48, 2016 | 8 | 2016 |
| Universally marketable insurance under multivariate mixtures A Lo, Q Tang, Z Tang ASTIN Bulletin: The Journal of the IAA 51 (1), 221-243, 2021 | 3 | 2021 |
| Derivative pricing: a Problem-based primer A Lo Chapman and Hall/CRC, 2018 | 2 | 2018 |
| Discussion of “optimal reinsurance designs based on risk measures: a review” by Jun Cai and Yichun Chi A Lo Statistical theory and related fields 4 (1), 23-25, 2020 | | 2020 |
| ACTEX exam PA study manual A Lo ACTEX Learning, 2019 | | 2019 |
| ACTEX exam SRM study manual R Feng, D Linders, A Lo ACTEX Learning, 2019 | | 2019 |
| On some negative dependence structures and their applications A Lo HKU Theses Online (HKUTO), 2014 | | 2014 |
