The following pages link to Pengyu Wei (Q1757607):
Displayed 11 items.
- Derivatives trading for insurers (Q1757608) (← links)
- Annuity and insurance choice under habit formation (Q2155851) (← links)
- Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
- Risk management with expected shortfall (Q2230765) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- Demand for non-life insurance under habit formation (Q2665839) (← links)
- Risk management with weighted VaR (Q4962462) (← links)
- A Multi-state Model of Functional Disability and Health Status in the Presence of Systematic Trend and Uncertainty (Q4987085) (← links)
- Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility (Q5097222) (← links)
- Relative Growth Rate Optimization Under Behavioral Criterion (Q6091090) (← links)
- State subsidized reinsurance programs: impacts on efficiency, premiums, and expenses of the U.S. health insurance markets (Q6106513) (← links)