Pengyu Wei

Available identifiers

zbMath Open wei.pengyuMaRDI QIDQ1757607

List of research outcomes

Publication	Date of Publication	Type
Relative Growth Rate Optimization Under Behavioral Criterion	2023-11-23	Paper
State subsidized reinsurance programs: impacts on efficiency, premiums, and expenses of the U.S. health insurance markets	2023-07-03	Paper
Robust consumption and portfolio choice with derivatives trading	2022-09-09	Paper
Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility	2022-08-22	Paper
Annuity and insurance choice under habit formation	2022-07-15	Paper
Demand for non-life insurance under habit formation	2021-11-19	Paper
Risk management with expected shortfall	2021-09-28	Paper
A Multi-state Model of Functional Disability and Health Status in the Presence of Systematic Trend and Uncertainty	2021-04-28	Paper
Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle	2020-01-08	Paper
Derivatives trading for insurers	2019-01-15	Paper
Risk management with weighted VaR	2018-11-02	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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