Wei Wei

MaRDI QIDQ320266zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal insurance with background risk: an analysis of general dependence structures Finance and Stochastics	2020-11-11	Paper
Single machine scheduling with stochastically dependent times Journal of Scheduling	2020-02-12	Paper
Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application North American Actuarial Journal	2019-05-28	Paper
Optimum insurance contracts with background risk and higher-order risk attitudes ASTIN Bulletin	2018-10-19	Paper
Joint stochastic orders of high degrees and their applications in portfolio selections Insurance Mathematics & Economics	2017-09-19	Paper
Ordering Gini indexes of multivariate elliptical risks Insurance Mathematics & Economics	2016-10-06	Paper
Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks Journal of Multivariate Analysis	2015-06-18	Paper
Some new notions of dependence with applications in optimal allocation problems Insurance Mathematics & Economics	2014-09-22	Paper
On the invariant properties of notions of positive dependence and copulas under increasing transformations Insurance Mathematics & Economics	2012-04-18	Paper
Optimal reinsurance with positively dependent risks Insurance Mathematics & Economics	2012-04-18	Paper

Research outcomes over time

This page was built for person: Wei Wei