Linxiao Wei

Available identifiers

Publication	Date of Publication	Type
Optimal reinsurance with general premium principles based on RVaR and WVaR	2023-06-23	Paper
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures	2022-09-26	Paper
Multivariate convex risk statistics with scenario analysis	2022-05-20	Paper
Capital allocation with multivariate risk measures: an axiomatic approach	2020-05-27	Paper
Is the inf-convolution of law-invariant preferences law-invariant?	2020-03-20	Paper
Cash subadditive risk measures for portfolio vectors	2018-06-07	Paper
Analysis of critical stability for a marine fishery with a protected fishing zone	2017-01-06	Paper
Risk measures with comonotonic subadditivity or convexity on product spaces	2016-08-10	Paper
Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff	2015-02-03	Paper
Coherent and convex risk measures for portfolios with applications	2014-06-11	Paper

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