On optimal reinsurance treaties in cooperative game under heterogeneous beliefs W Jiang, J Ren, C Yang, H Hong Insurance: Mathematics and Economics 85, 173-184, 2019 | 30 | 2019 |
On Pareto-optimal reinsurance with constraints under distortion risk measures W Jiang, H Hong, J Ren European Actuarial Journal 8, 215-243, 2018 | 27 | 2018 |
Optimal reinsurance policies under the VaR risk measure when the interests of both the cedent and the reinsurer are taken into account W Jiang, J Ren, R Zitikis Risks 5 (1), 11, 2017 | 19 | 2017 |
A marginal indemnity function approach to optimal reinsurance under the Vajda condition TJ Boonen, W Jiang European Journal of Operational Research 303 (2), 928-944, 2022 | 15 | 2022 |
Pareto-optimal reinsurance policies with maximal synergy W Jiang, H Hong, J Ren Insurance: Mathematics and Economics 96, 185-198, 2021 | 14 | 2021 |
Mean-variance insurance design with counterparty risk and incentive compatibility TJ Boonen, W Jiang ASTIN Bulletin: The Journal of the IAA 52 (2), 645 - 667, 2022 | 12 | 2022 |
Optimal insurance contracts under distortion risk measures with ambiguity aversion W Jiang, M Escobar-Anel, J Ren ASTIN Bulletin: The Journal of the IAA 50 (2), 619-646, 2020 | 10 | 2020 |
A maximal tail dependence-based clustering procedure for financial time series and its applications in portfolio selection X Liu, J Wu, C Yang, W Jiang Risks 6 (4), 115, 2018 | 9 | 2018 |
Clustering of financial instruments using jump tail dependence coefficient C Yang, W Jiang, J Wu, X Liu, Z Li Statistical Methods & Applications 27, 491-513, 2018 | 9 | 2018 |
Tornado wind hazard mapping and equivalent tornado design wind profile for Canada HP Hong, Q Huang, WJ Jiang, Q Tang, P Jarrett Structural Safety 91, 102078, 2021 | 8 | 2021 |
Revisiting the optimal insurance design under adverse selection: Distortion risk measures and tail-risk overestimation Z Liang, J Zou, W Jiang Insurance: Mathematics and Economics 104, 200-221, 2022 | 5 | 2022 |
Statistical Assessment of Spatial Tornado Occurrences in Canada: Modeling and Estimation Q Huang, WJ Jiang, HP Hong Journal of Applied Meteorology and Climatology 60 (12), 1633-1651, 2021 | 5 | 2021 |
Estimation of model parameters of dependent processes constructed using Lévy Copulas W Jiang, HP Hong, J Ren Communications in Statistics-Simulation and Computation 50 (3), 691-707, 2021 | 5 | 2021 |
Optimal reinsurance policies when the interests of both the cedent and the reinsurer are taken into account W Jiang, J Ren, R Zitikis Available at SSRN 2840218, 2016 | 5 | 2016 |
Optimal insurance for a prudent decision-maker under heterogeneous beliefs M Ghossoub, W Jiang, J Ren European Actuarial Journal, 2022 | 4 | 2022 |
Development of a simple equivalent tornado wind profile for structural design and evaluation Q Huang, WJ Jiang, HP Hong Journal of Wind Engineering and Industrial Aerodynamics 213, 104602, 2021 | 4 | 2021 |
Pareto-optimal Reinsurance with Default Risk and Solvency Regulation TJ Boonen, W Jiang Probability in the Engineering and Informational Sciences, 2023 | 3 | 2023 |
Robust insurance design with distortion risk measures TJ Boonen, W Jiang European Journal of Operational Research, 2024 | 2 | 2024 |
Pareto-optimal reinsurance under individual risk constraints M Ghossoub, W Jiang, J Ren Insurance: Mathematics and Economics 107, 307-325, 2022 | 2 | 2022 |
Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility W Jiang Scandinavian Actuarial Journal 2022 (9), 775-793, 2022 | 2 | 2022 |