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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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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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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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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
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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