| Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle KS Tan, P Wei, W Wei, SC Zhuang European Journal of Operational Research 282 (1), 345-362, 2020 | 57 | 2020 |
| Risk management with weighted VaR P Wei Mathematical Finance 28 (4), 1020-1060, 2018 | 32 | 2018 |
| A multi-state model of functional disability and health status in the presence of systematic trend and uncertainty M Sherris, P Wei North American Actuarial Journal 25 (1), 17-39, 2021 | 30 | 2021 |
| Wikipedia and stock return: Wikipedia usage pattern helps to predict the individual stock movement P Wei, N Wang Proceedings of the 25th international conference companion on world wide web …, 2016 | 27 | 2016 |
| Risk management with expected shortfall P Wei Mathematics and Financial Economics 15, 847-883, 2021 | 18* | 2021 |
| Annuity and insurance choice under habit formation P Boyle, KS Tan, P Wei, SC Zhuang Insurance: Mathematics and Economics 105, 211-237, 2022 | 17 | 2022 |
| Derivatives trading for insurers X Xue, P Wei, C Weng Insurance: Mathematics and Economics 84, 40-53, 2019 | 16 | 2019 |
| Robust consumption and portfolio choice with derivatives trading P Wei, C Yang, Y Zhuang European Journal of Operational Research 304 (2), 832-850, 2023 | 15 | 2023 |
| Demand for non-life insurance under habit formation W Li, KS Tan, P Wei Insurance: Mathematics and Economics 101, 38-54, 2021 | 12 | 2021 |
| Optimal dynamic reinsurance under heterogeneous beliefs and CARA utility H Meng, P Wei, W Zhang, SC Zhuang SIAM Journal on Financial Mathematics 13 (3), 903-943, 2022 | 11 | 2022 |
| Medicare advantage, medical loss ratio, service efficiency, and efficiently positive health outcomes P Brockett, L Golden, P Wei, C Yang North American Actuarial Journal 27 (3), 493-507, 2023 | 8 | 2023 |
| State subsidized reinsurance programs: Impacts on efficiency, premiums, and expenses of the US health insurance markets DWH Fung, P Wei, CC Yang European Journal of Operational Research 306 (2), 941-954, 2023 | 8 | 2023 |
| Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems Y Peng, P Wei, W Wei arXiv preprint arXiv:2405.11392, 2024 | 5 | 2024 |
| Optimal investment for defined-contribution pension plans under money illusion P Wei, C Yang Review of Quantitative Finance and Accounting 61 (2), 729-753, 2023 | 4 | 2023 |
| Essays on risk management P Wei University of Oxford, 2017 | 3 | 2017 |
| Dynamic growth-optimal portfolio choice under risk control P Wei, ZQ Xu European Journal of Operational Research, 2024 | 2 | 2024 |
| Relative growth rate optimization under behavioral criterion J Peng, P Wei, ZQ Xu SIAM Journal on Financial Mathematics 14 (4), 1140-1174, 2023 | 2 | 2023 |
| Robust risk control with reinsurance and CAT bonds Y Li, P Wei North American Actuarial Journal, 1-26, 2024 | 1 | 2024 |
| Tail mean-variance portfolio selection with estimation risk Z Huang, P Wei, C Weng Insurance: Mathematics and Economics 116, 218-234, 2024 | 1 | 2024 |
| Optimal Liquidity and Risk Management: The Use of Cat Bonds Y Li, P Wei Available at SSRN 4581117, 2023 | 1 | 2023 |
Ken Seng TanNanyang Technological UniversityVerified email at ntu.edu.sg