Pengyu Wei

Assistant Professor

Nanyang Technological University (NTU)

Singapore

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Articles (15)

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2024

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2024

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2023

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2023

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2023

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2023

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2023

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2022

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2022

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2022

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2022

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2021

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2021

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2021

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2020

Collaborators (3)

WEI WEI

UNITED KINGDOM

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Shengchao Zhuang

Assistant Professor

University of Nebraska - Lincoln

UNITED STATES

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Charles Yang

UNITED STATES

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Pengyu Wei

Research Interests

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Articles (15)

Robust Risk Control with Reinsurance and CAT Bonds

Tail mean-variance portfolio selection with estimation risk

State subsidized reinsurance programs: Impacts on efficiency, premiums, and expenses of the U.S. health insurance markets

Relative Growth Rate Optimization Under Behavioral Criterion\ast

Optimal investment for defined-contribution pension plans under money illusion

State subsidized reinsurance programs: Impacts on efficiency, premiums, and expenses of the US health insurance markets

Robust consumption and portfolio choice with derivatives trading

Annuity and insurance choice under habit formation

Robust consumption and portfolio choice with derivatives trading

Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility

Medicare Advantage, Medical Loss Ratio, Service Efficiency, and Efficiently Positive Health Outcomes

A Multi-state Model of Functional Disability and Health Status in the Presence of Systematic Trend and Uncertainty

Demand for non-life insurance under habit formation

Risk management with expected shortfall

Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle

Collaborators (3)

WEI WEI

Shengchao Zhuang

Charles Yang

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