| Markowitz’s mean–variance asset–liability management with regime switching: A time-consistent approach J Wei, KC Wong, SCP Yam, SP Yung Insurance: Mathematics and Economics 53 (1), 281-291, 2013 | 89 | 2013 |
| Time-consistent mean–variance asset–liability management with random coefficients J Wei, T Wang Insurance: Mathematics and Economics 77, 84-96, 2017 | 78 | 2017 |
| Optimal investment-consumption-insurance with random parameters Y Shen, J Wei Scandinavian Actuarial Journal 2016 (1), 37-62, 2016 | 59 | 2016 |
| Portfolio optimization in a regime-switching market with derivatives J Fu, J Wei, H Yang European Journal of Operational Research 233 (1), 184-192, 2014 | 55 | 2014 |
| Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching J Wei, H Yang, R Wang Journal of optimization theory and applications 147, 358-377, 2010 | 41 | 2010 |
| Mean–variance asset–liability management problem under non-Markovian regime-switching models Y Shen, J Wei, Q Zhao Applied Mathematics & Optimization 81, 859-897, 2020 | 35 | 2020 |
| Consumption–investment strategies with non-exponential discounting and logarithmic utility Q Zhao, Y Shen, J Wei European Journal of Operational Research 238 (3), 824-835, 2014 | 33 | 2014 |
| Optimal consumption–investment and life-insurance purchase strategy for couples with correlated lifetimes J Wei, X Cheng, Z Jin, H Wang Insurance: Mathematics and Economics 91, 244-256, 2020 | 31 | 2020 |
| On the Markov-modulated insurance risk model with tax J Wei, H Yang, R Wang Blätter der DGVFM 31 (1), 65-78, 2010 | 30 | 2010 |
| On the optimal dividend strategy in a regime-switching diffusion model J Wei, R Wang, H Yang Advances in applied probability 44 (3), 886-906, 2012 | 27 | 2012 |
| Mean-variance portfolio selection under a non-Markovian regime-switching model: Time-consistent solutions T Wang, Z Jin, J Wei SIAM Journal on Control and Optimization 57 (5), 3249-3271, 2019 | 26 | 2019 |
| Time-consistent investment-proportional reinsurance strategy with random coefficients for mean–variance insurers H Wang, R Wang, J Wei Insurance: Mathematics and Economics 85, 104-114, 2019 | 20 | 2019 |
| On dividend strategies with non-exponential discounting Q Zhao, J Wei, R Wang Insurance: Mathematics and Economics 58, 1-13, 2014 | 18 | 2014 |
| Optimal life insurance and annuity demand under hyperbolic discounting when bequests are luxury goods J Zhang, S Purcal, J Wei Insurance: Mathematics and Economics 101, 80-90, 2021 | 17 | 2021 |
| Optimal reinsurance and dividend strategies under the Markov-modulated insurance risk model J Wei, H Yang, R Wang Stochastic analysis and applications 28 (6), 1078-1105, 2010 | 17 | 2010 |
| Portfolio selection with regime-switching and state-dependent preferences J Wei, Y Shen, Q Zhao Journal of Computational and Applied Mathematics 365, 112361, 2020 | 15 | 2020 |
| TIME-INCONSISTENT OPTIMAL CONTROL PROBLEMS WITH REGIME-SWITCHING. J Wei Mathematical Control & Related Fields 7 (4), 2017 | 14 | 2017 |
| Exponential utility maximization for an insurer with time-inconsistent preferences Q Zhao, R Wang, J Wei Insurance: Mathematics and Economics 70, 89-104, 2016 | 14 | 2016 |
| Mean–variance portfolio selection under a non-Markovian regime-switching model T Wang, J Wei Journal of Computational and Applied Mathematics 350, 442-455, 2019 | 13 | 2019 |
| Optimal threshold dividend strategies under the compound Poisson model with regime switching J Wei, H Yang, R Wang Stochastic Analysis with Financial Applications: Hong Kong 2009, 413-429, 2011 | 11 | 2011 |
