Pengyu Wei

From MaRDI portal
Person:1757607

Available identifiers

zbMath Open wei.pengyuMaRDI QIDQ1757607

List of research outcomes





PublicationDate of PublicationType
Optimal defined-contribution pension management with financial and mortality risks2025-01-22Paper
Tail mean-variance portfolio selection with estimation risk2024-05-24Paper
Relative Growth Rate Optimization Under Behavioral Criterion2023-11-23Paper
State subsidized reinsurance programs: impacts on efficiency, premiums, and expenses of the U.S. health insurance markets2023-07-03Paper
Robust consumption and portfolio choice with derivatives trading2022-09-09Paper
Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility2022-08-22Paper
Annuity and insurance choice under habit formation2022-07-15Paper
Demand for non-life insurance under habit formation2021-11-19Paper
Risk management with expected shortfall2021-09-28Paper
A multi-state model of functional disability and health status in the presence of systematic trend and uncertainty2021-04-28Paper
Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle2020-01-08Paper
Derivatives trading for insurers2019-01-15Paper
Risk management with weighted VaR2018-11-02Paper

Research outcomes over time

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