Wei Wang

Available identifiers

zbMath Open wang.wei.28MaRDI QIDQ380465

List of research outcomes

Publication	Date of Publication	Type
Energy‐based output regulation for stochastic port‐Hamiltonian systems	2023-11-13	Paper
Pricing and hedging for correlation options with regime switching and common jump risk	2023-07-28	Paper
Risk-based premium evaluation with jump diffusion process for PBGC	2023-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q5054744	2022-11-29	Paper
LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK	2022-11-22	Paper
Equilibrium valuation of currency options with stochastic volatility and systemic co-jumps	2022-11-14	Paper
Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering	2022-10-26	Paper
Pricing and hedging equity-indexed annuities via local risk-minimization	2022-05-23	Paper
Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models	2022-05-23	Paper
Optimal stop-loss reinsurance with joint utility constraints	2021-06-09	Paper
https://portal.mardi4nfdi.de/entity/Q3307482	2020-08-12	Paper
Valuation of risk-based premium of DB pension plan with terminations	2019-05-23	Paper
Pricing warrant bonds with credit risk under a jump diffusion process	2019-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q4642883	2018-05-25	Paper
Pricing dynamic fund protections for a hyperexponential jump diffusion process	2018-04-27	Paper
https://portal.mardi4nfdi.de/entity/Q5282594	2017-07-14	Paper
https://portal.mardi4nfdi.de/entity/Q3179866	2017-01-06	Paper
Constrained investment-reinsurance optimization with regime switching under variance premium principle	2016-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q2991684	2016-08-10	Paper
Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models	2016-08-08	Paper
Hedging of contingent claims written on non traded assets under Markov-modulated models	2016-07-15	Paper
Pricing dynamic fund protections with regime switching	2015-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q5260209	2015-06-29	Paper
Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model	2015-05-06	Paper
Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model	2015-02-03	Paper
https://portal.mardi4nfdi.de/entity/Q2923508	2014-11-03	Paper
https://portal.mardi4nfdi.de/entity/Q4980475	2014-06-30	Paper
https://portal.mardi4nfdi.de/entity/Q5398754	2014-02-28	Paper
Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model	2013-11-14	Paper
https://portal.mardi4nfdi.de/entity/Q2885991	2012-06-01	Paper
Valuation of equity-indexed annuity under stochastic mortality and interest rate	2012-02-10	Paper
The credibility premiums for exponential principle	2011-11-04	Paper
https://portal.mardi4nfdi.de/entity/Q3014502	2011-07-19	Paper
Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model	2010-12-20	Paper
https://portal.mardi4nfdi.de/entity/Q3051641	2010-11-05	Paper
https://portal.mardi4nfdi.de/entity/Q3051643	2010-11-05	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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