Shaun S. Wang

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
Normalized Exponential Tilting North American Actuarial Journal	2022-01-10	Paper
Estimation of distress costs associated with downgrades using regime-switching models North American Actuarial Journal	2022-01-10	Paper
Modeling the effect of spending on cyber security by using surplus process Mathematical Problems in Engineering	2020-07-23	Paper
Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform Insurance Mathematics & Economics	2012-02-10	Paper
Comonotonicity and maximal stop-loss premiums	2010-05-27	Paper
An Actuarial Index of the Right-Tail Risk North American Actuarial Journal	2006-01-13	Paper
“Understanding Relationships Using Copulas,” Edward Frees and Emiliano Valdez, January 1998 North American Actuarial Journal	2006-01-13	Paper
A Universal Framework for Pricing Financial and Insurance Risks ASTIN Bulletin	2005-03-30	Paper
Equilibrium Pricing Transforms: New Results Using Buhlmann’s 1980 Economic Model ASTIN Bulletin	2005-03-30	Paper
Axiomatic characterization of insurance prices Insurance Mathematics & Economics	2001-05-02	Paper
Updating non-additive measures with fuzzy information Fuzzy Sets and Systems	1999-06-03	Paper
Liquid asset allocation using ``newsvendor'' models with convex shortage costs Insurance Mathematics & Economics	1999-05-03	Paper
Comonotonicity, correlation order and premium principles Insurance Mathematics & Economics	1999-04-08	Paper
Exponential and scale mixtures and equilibrium distributions Scandinavian Actuarial Journal	1999-03-25	Paper
Risk-adjusted credibility premiums using distorted probabilities Scandinavian Actuarial Journal	1999-03-25	Paper
Ordering risks: expected utility theory versus Yaari's dual theory of risk Insurance Mathematics & Economics	1998-01-01	Paper
scientific article; zbMATH DE number 2028660 (Why is no real title available?)	1998-01-01	Paper
Ordering of risks under PH-transforms Insurance Mathematics & Economics	1997-01-06	Paper
Insurance pricing and increased limits ratemaking by proportional hazards transforms Insurance Mathematics & Economics	1996-05-20	Paper
On two-sided compound binomial distributions Insurance Mathematics & Economics	1995-11-22	Paper
Critical starting points for stable evaluation of mixed Poisson probabilities Insurance Mathematics & Economics	1994-10-25	Paper
Proportional convergence and tail-cutting techniques in evaluating aggregate claim distributions Insurance Mathematics & Economics	1994-09-15	Paper

Research outcomes over time

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