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Wang, Wei

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Author ID: wang.wei.28 Recent zbMATH articles by "Wang, Wei"
Published as: Wang, Wei
Documents Indexed: 27 Publications since 2009

Publications by Year

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 1231.91446
Qian, Linyi; Wang, Wei; Wang, Rongming; Tang, Yincai
11
2010
Pricing vulnerable options under a Markov-modulated regime switching model. Zbl 1202.91328
Wang, Wei; Wang, Wensheng
4
2010
Constrained investment-reinsurance optimization with regime switching under variance premium principle. Zbl 1371.91083
Chen, 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 1344.49031
Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan
3
2016
Pricing dynamic fund protections with regime switching. Zbl 1329.91130
Jin, Zhuo; Qian, Linyi; Wang, Wei; Wang, Rongming
2
2016
Pricing dynamic fund protections for a hyperexponential jump diffusion process. Zbl 1386.91148
Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu
1
2018
Pricing dynamic fund protections for a hyperexponential jump diffusion process. Zbl 1386.91148
Qian, Linyi; Jin, Zhuo; Wang, Wei; Chen, Lyu
1
2018
Constrained investment-reinsurance optimization with regime switching under variance premium principle. Zbl 1371.91083
Chen, 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 1344.49031
Wang, Wei; Jin, Zhuo; Qian, Linyi; Su, Xiaonan
3
2016
Pricing dynamic fund protections with regime switching. Zbl 1329.91130
Jin, Zhuo; Qian, Linyi; Wang, Wei; Wang, Rongming
2
2016
Valuation of equity-indexed annuity under stochastic mortality and interest rate. Zbl 1231.91446
Qian, Linyi; Wang, Wei; Wang, Rongming; Tang, Yincai
11
2010
Pricing vulnerable options under a Markov-modulated regime switching model. Zbl 1202.91328
Wang, Wei; Wang, Wensheng
4
2010

Citations by Year