Edit Profile Wang, Wei Compute Distance To: Compute Author ID: wang.wei.28 Published as: Wang, Wei Documents Indexed: 27 Publications since 2009 all top 5 Co-Authors 0 single-authored 11 Qian, Linyi 8 Wang, Wensheng 6 Su, Xiaonan 5 Wen, Limin 4 Wang, Rongming 3 Jin, Zhuo 2 Shen, Yang 2 Wang, Jiangfeng 2 Zhao, Qijie 1 Chen, Lv 1 Chen, Lyu 1 Gan, Shaobo 1 Huang, Chan 1 Tang, Yincai 1 Wang, Jinglong 1 Wang, Shijie 1 Wang, Shuai 1 Yang, Zhixin 1 Zhang, Linna 1 Zhang, Yi all top 5 Serials 4 Chinese Journal of Applied Probability and Statistics 3 Acta Mathematicae Applicatae Sinica 3 Insurance Mathematics & Economics 3 Communications in Statistics. Theory and Methods 2 Mathematics in Practice and Theory 2 Journal of East China Normal University. Natural Science Edition 2 Journal of Industrial and Management Optimization 1 Journal of Computational and Applied Mathematics 1 Stochastic Analysis and Applications 1 Acta Mathematicae Applicatae Sinica. English Series 1 Discrete Dynamics in Nature and Society 1 Acta Mathematica Sinica. English Series all top 5 Fields 24 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Probability theory and stochastic processes (60-XX) 5 Statistics (62-XX) 2 Numerical analysis (65-XX) 2 Systems theory; control (93-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 6 Publications have been cited 24 times in 21 Documents Cited by ▼ Year ▼ Valuation of equity-indexed annuity under stochastic mortality and interest rate. Zbl 1231.91446Qian, Linyi; Wang, Wei; Wang, Rongming; Tang, Yincai 11 2010 Pricing vulnerable options under a Markov-modulated regime switching model. Zbl 1202.91328Wang, Wei; Wang, Wensheng 4 2010 Constrained investment-reinsurance optimization with regime switching under variance premium principle. Zbl 1371.91083Chen, Lv; Qian, Linyi; Shen, Yang; Wang, Wei 3 2016 Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models. Zbl 1344.49031Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan 3 2016 Pricing dynamic fund protections with regime switching. Zbl 1329.91130Jin, Zhuo; Qian, Linyi; Wang, Wei; Wang, Rongming 2 2016 Pricing dynamic fund protections for a hyperexponential jump diffusion process. Zbl 1386.91148Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu 1 2018 Pricing dynamic fund protections for a hyperexponential jump diffusion process. Zbl 1386.91148Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu 1 2018 Constrained investment-reinsurance optimization with regime switching under variance premium principle. Zbl 1371.91083Chen, Lv; Qian, Linyi; Shen, Yang; Wang, Wei 3 2016 Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models. Zbl 1344.49031Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan 3 2016 Pricing dynamic fund protections with regime switching. Zbl 1329.91130Jin, Zhuo; Qian, Linyi; Wang, Wei; Wang, Rongming 2 2016 Valuation of equity-indexed annuity under stochastic mortality and interest rate. Zbl 1231.91446Qian, Linyi; Wang, Wei; Wang, Rongming; Tang, Yincai 11 2010 Pricing vulnerable options under a Markov-modulated regime switching model. Zbl 1202.91328Wang, Wei; Wang, Wensheng 4 2010 all cited Publications top 5 cited Publications all top 5 Cited by 51 Authors 3 Wang, Rongming 2 Dong, Yinghui 2 Qian, Linyi 2 Shen, Yang 2 Wu, Sang 1 Bai, Lihua 1 Biswas, Arunangshu 1 Bo, Lijun 1 Ceci, Claudia 1 Chen, Lv 1 Chiarella, Carl 1 Da Fonseca, José 1 Fan, Kun 1 Gaillardetz, Patrice 1 Gan, Guojun 1 Goswami, Anindya 1 Grasselli, Martino 1 Guo, Junyi 1 Han, Miao 1 He, Jianmin 1 Hurd, Thomas R. 1 Jevtić, Petar 1 Kan, Xiu 1 Li, Huan Yi 1 Li, Shouwei 1 Liang, Xiaoqing 1 Ludkovski, Michael 1 Lv, Wenxin 1 Mackay, Anne 1 Niu, Huawei 1 Overbeck, Ludger 1 Risk, Jimmy 1 Shen, Guangjun 1 Shu, Huisheng 1 Siu, Tak Kuen 1 Song, Xuefeng 1 Su, Xiaonan 1 Wang, Chao 1 Wang, Shuai 1 Wang, Wei 1 Wang, Wensheng 1 Wei, Pengyu 1 Weng, Chengguo 1 Xu, Chao 1 Xu, Lin 1 Xue, Xiaole 1 Yan, Huahui 1 Yao, Dingjun 1 Yoshioka, Hidekazu 1 Zhao, Qian 1 Zhou, Shengwu all top 5 Cited in 13 Serials 6 Insurance Mathematics & Economics 3 Discrete Dynamics in Nature and Society 2 Communications in Statistics. Theory and Methods 1 Applied Mathematics and Optimization 1 Bulletin of the Korean Mathematical Society 1 Statistics & Probability Letters 1 Abstract and Applied Analysis 1 The ANZIAM Journal 1 Journal of Systems Science and Complexity 1 ASTIN Bulletin 1 Journal of Biological Dynamics 1 Science China. Mathematics 1 European Actuarial Journal all top 5 Cited in 10 Fields 20 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Probability theory and stochastic processes (60-XX) 6 Statistics (62-XX) 4 Systems theory; control (93-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Integral transforms, operational calculus (44-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Biology and other natural sciences (92-XX) Citations by Year