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Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence
Tang, Qihe
;
Wei, Li
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 19-31
Persistent link: https://www.econbiz.de/10003953207
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Pricing maturity guarantee with dynamic withdrawal benefit
Ko, Bangwon
;
Shiu, Elias S. W.
;
Wei, Li
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 216-223
Persistent link: https://www.econbiz.de/10008654243
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3
The loss given default of a low-default portfolio with weak contagion
Wei, Li
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 113-123
Persistent link: https://www.econbiz.de/10011442721
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4
The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks
Sun, Ying
;
Wei, Li
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 178-183
Persistent link: https://www.econbiz.de/10010469138
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5
Ruin probability in the presence of interest earnings and tax payments
Wei, Li
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 133-138
Persistent link: https://www.econbiz.de/10009517589
Saved in:
6
Multiple per-claim reinsurance based on maximizing the Lundberg exponent
Meng, Hui
;
Wei, Li
;
Zhou, Ming
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 33-47
Persistent link: https://www.econbiz.de/10014446684
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