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Bowley insurance with expected utility maximization of the policyholders
Boonen, Tim J.; Jiang, Wenjun - In: North American actuarial journal : NAAJ ; leading the … 28 (2024) 2, pp. 407-425
Persistent link: https://www.econbiz.de/10014566482
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Robust insurance design with distortion risk measures
Boonen, Tim J.; Jiang, Wenjun - In: European journal of operational research : EJOR 316 (2024) 2, pp. 694-706
Persistent link: https://www.econbiz.de/10014575576
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A marginal indemnity function approach to optimal reinsurance under the Vajda condition
Boonen, Tim J.; Jiang, Wenjun - In: European journal of operational research : EJOR 303 (2022) 2, pp. 928-944
Persistent link: https://www.econbiz.de/10013364047
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Bilateral risk sharing in a comonotone market with rank-dependent utilities
Boonen, Tim J.; Jiang, Wenjun - In: Insurance / Mathematics & economics 107 (2022), pp. 361-378
Persistent link: https://www.econbiz.de/10013471256
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Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility
Jiang, Wenjun - In: Scandinavian actuarial journal 2022 (2022) 9, pp. 775-793
Persistent link: https://www.econbiz.de/10013419042
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Revisiting the optimal insurance design under adverse selection : distortion risk measures and tail-risk overestimation
Liang, Zhihang; Zou, Jushen; Jiang, Wenjun - In: Insurance / Mathematics & economics 104 (2022), pp. 200-221
Persistent link: https://www.econbiz.de/10013264949
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Pareto-optimal reinsurance policies with maximal synergy
Jiang, Wenjun; Hong, Hanping; Ren, Jiandong - In: Insurance / Mathematics & economics 96 (2021), pp. 185-198
Persistent link: https://www.econbiz.de/10012482847
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Optimal insurance contracts under distortion risk measures with ambiguity aversion
Jiang, Wenjun; Escobar, Marcos; Ren, Jiandong - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 619-646
Persistent link: https://www.econbiz.de/10012243390
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A novel perspective on forecasting non-ferrous metals' volatility : integrating deep learning techniques with econometric models
Shu, Qi; Xiong, Heng; Jiang, Wenjun; Mamon, Rogemar - In: Finance research letters 58 (2023) 3, pp. 1-8
Persistent link: https://www.econbiz.de/10014631583
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Evaluating the tail risk of multivariate aggregate losses
Jiang, Wenjun; Ren, Jiandong - In: ASTIN bulletin : the journal of the International … 52 (2022) 3, pp. 921-952
Persistent link: https://www.econbiz.de/10013426668