Shaun S. Wang

Available identifiers

zbMath Open wang.shaun-sMaRDI QIDQ659237

List of research outcomes

Publication	Date of Publication	Type
Normalized Exponential Tilting	2022-01-10	Paper
Estimation of Distress Costs Associated with Downgrades Using Regimeswitching Models	2022-01-10	Paper
Modeling the effect of spending on cyber security by using surplus process	2020-07-23	Paper
Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform	2012-02-10	Paper
https://portal.mardi4nfdi.de/entity/Q3562647	2010-05-27	Paper
An Actuarial Index of the Right-Tail Risk	2006-01-13	Paper
“Understanding Relationships Using Copulas,” Edward Frees and Emiliano Valdez, January 1998	2006-01-13	Paper
A Universal Framework for Pricing Financial and Insurance Risks	2005-03-30	Paper
Equilibrium Pricing Transforms: New Results Using Buhlmann’s 1980 Economic Model	2005-03-30	Paper
Axiomatic characterization of insurance prices	2001-05-02	Paper
Updating non-additive measures with fuzzy information	1999-06-03	Paper
Liquid asset allocation using ``newsvendor models with convex shortage costs	1999-05-03	Paper
Comonotonicity, correlation order and premium principles	1999-04-08	Paper
Exponential and scale mixtures and equilibrium distributions	1999-03-25	Paper
Risk-adjusted credibility premiums using distorted probabilities	1999-03-25	Paper
Ordering risks: expected utility theory versus Yaari's dual theory of risk	1998-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4443953	1998-01-01	Paper
Ordering of risks under PH-transforms	1997-01-06	Paper
Insurance pricing and increased limits ratemaking by proportional hazards transforms	1996-05-20	Paper
On two-sided compound binomial distributions	1995-11-22	Paper
Critical starting points for stable evaluation of mixed Poisson probabilities	1994-10-25	Paper
Proportional convergence and tail-cutting techniques in evaluating aggregate claim distributions	1994-09-15	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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