Neighbouring Prediction for Mortality CW Wang, J Zhang, W Zhu ASTIN Bulletin: The Journal of the IAA 51 (3), 689-718, 2021 | 30 | 2021 |
Index Insurance Design J Zhang, KS Tan, C Weng ASTIN Bulletin: The Journal of the IAA 49 (2), 491-523, 2019 | 24 | 2019 |
Managing weather risk with a neural network-based index insurance Z Chen, Y Lu, J Zhang, W Zhu Management Science 70 (7), 4306-4327, 2024 | 21 | 2024 |
Optimal hedging with basis risk under mean–variance criterion J Zhang, KS Tan, C Weng Insurance: Mathematics and Economics 75, 1-15, 2017 | 12 | 2017 |
Epidemic financing facilities: Pandemic bonds and endemic swaps S Huang, KS Tan, J Zhang, W Zhu North American Actuarial Journal 28 (3), 626-657, 2024 | 10 | 2024 |
Flexible weather index insurance design with penalized splines KS Tan, J Zhang North American Actuarial Journal, 1-26, 2023 | 6 | 2023 |
Optimal dynamic longevity hedge with basis risk KS Tan, C Weng, J Zhang European Journal of Operational Research 297 (1), 325-337, 2022 | 6 | 2022 |
Mean‐variance hedging with basis risk X Xue, J Zhang, C Weng Applied Stochastic Models in Business and Industry 35 (3), 704-716, 2019 | 6 | 2019 |
Storm CAT bond: Modeling and valuation S Huang, J Zhang, W Zhu North American Actuarial Journal 28 (4), 718-743, 2024 | 4 | 2024 |
Cyber risk modeling: a discrete multivariate count process approach Y Lu, J Zhang, W Zhu Scandinavian Actuarial Journal 2024 (6), 625-655, 2024 | 2 | 2024 |
Empirical tail risk management with model-based annealing random search Q Fan, KS Tan, J Zhang Insurance: Mathematics and Economics 110, 106-124, 2023 | 2 | 2023 |
Blended insurance scheme: A synergistic conventional-index insurance mixture J Zhang Insurance: Mathematics and Economics 119, 93-105, 2024 | 1 | 2024 |
Optimal Design of Raising Retirement Age J Zhang, X Zhu North American Actuarial Journal, 1-25, 2024 | | 2024 |
Intensified distortion: Investment decisions with endogenous contracts and time inconsistency Y Li, J Guo, Y Li, J Zhang Finance Research Letters 65, 105539, 2024 | | 2024 |