Články s príkazom na verejný prístup - Wenjun JiangĎalšie informácie
Nedostupné nikde: 8
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
Príkazy: Natural Sciences and Engineering Research Council of Canada
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
Príkazy: Natural Sciences and Engineering Research Council of Canada
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
Príkazy: Natural Sciences and Engineering Research Council of Canada
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
Príkazy: Natural Sciences and Engineering Research Council of Canada
Optimal insurance design under mean-variance preference with narrow framing
X Liang, W Jiang, Y Zhang
Insurance: Mathematics and Economics 112, 59-79, 2023
Príkazy: Natural Sciences and Engineering Research Council of Canada, National …
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
Príkazy: Natural Sciences and Engineering Research Council of Canada
Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility
W Jiang
Scandinavian Actuarial Journal 2022 (9), 775-793, 2022
Príkazy: Natural Sciences and Engineering Research Council of Canada
The effect of risk constraints on the optimal insurance policy
W Jiang, J Ren
European Actuarial Journal, 529–558, 2022
Príkazy: Natural Sciences and Engineering Research Council of Canada
Dostupné niekde: 16
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
Príkazy: Natural Sciences and Engineering Research Council of Canada
On Pareto-optimal reinsurance with constraints under distortion risk measures
W Jiang, H Hong, J Ren
European Actuarial Journal 8, 215-243, 2018
Príkazy: Natural Sciences and Engineering Research Council of Canada
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
Príkazy: Natural Sciences and Engineering Research Council of Canada
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
Príkazy: Natural Sciences and Engineering Research Council of Canada
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
Príkazy: Natural Sciences and Engineering Research Council of Canada
Pareto-optimal reinsurance policies with maximal synergy
W Jiang, H Hong, J Ren
Insurance: Mathematics and Economics 96, 185-198, 2021
Príkazy: Natural Sciences and Engineering Research Council of Canada
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
Príkazy: National Natural Science Foundation of China
Robust insurance design with distortion risk measures
TJ Boonen, W Jiang
European Journal of Operational Research, 2024
Príkazy: Natural Sciences and Engineering Research Council of Canada
Optimal insurance for a prudent decision-maker under heterogeneous beliefs
M Ghossoub, W Jiang, J Ren
European Actuarial Journal, 2022
Príkazy: Natural Sciences and Engineering Research Council of Canada
Pareto-optimal Reinsurance with Default Risk and Solvency Regulation
TJ Boonen, W Jiang
Probability in the Engineering and Informational Sciences, 2023
Príkazy: Natural Sciences and Engineering Research Council of Canada
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
Príkazy: Natural Sciences and Engineering Research Council of Canada
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
Príkazy: Natural Sciences and Engineering Research Council of Canada
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