Linxiao Wei

Available identifiers

zbMath Open wei.linxiaoMaRDI QIDQ530737

List of research outcomes

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
https://portal.mardi4nfdi.de/entity/Q2951497	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

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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