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Wenjun Jiang
Wenjun Jiang
Associate Professor of Mathematics and Statistics, University of Calgary
Overená e-mailová adresa na: ucalgary.ca - Domovská stránka
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Citované v
Citované v
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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
342019
On Pareto-optimal reinsurance with constraints under distortion risk measures
W Jiang, H Hong, J Ren
European Actuarial Journal 8, 215-243, 2018
292018
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
212017
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
192022
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
162022
Pareto-optimal reinsurance policies with maximal synergy
W Jiang, H Hong, J Ren
Insurance: Mathematics and Economics 96, 185-198, 2021
142021
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
142020
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
92018
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
92018
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
82021
Robust insurance design with distortion risk measures
TJ Boonen, W Jiang
European Journal of Operational Research, 2024
72024
Optimal insurance for a prudent decision-maker under heterogeneous beliefs
M Ghossoub, W Jiang, J Ren
European Actuarial Journal, 2022
72022
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
72021
Pareto-optimal Reinsurance with Default Risk and Solvency Regulation
TJ Boonen, W Jiang
Probability in the Engineering and Informational Sciences, 2023
62023
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
62022
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
62021
Optimal insurance design under mean-variance preference with narrow framing
X Liang, W Jiang, Y Zhang
Insurance: Mathematics and Economics 112, 59-79, 2023
52023
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
52016
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
42021
Pareto-optimal reinsurance under individual risk constraints
M Ghossoub, W Jiang, J Ren
Insurance: Mathematics and Economics 107, 307-325, 2022
32022
Systém momentálne nemôže vykonať operáciu. Skúste to neskôr.
Články 1–20