profile-default

Wei Wei

Assistant Professor
Mathematical Sciences - General
 Eng & Math Sciences E455

Educational Degrees

  • PhD, Actuarial Science, University of Waterloo (Canada), 2013
  • MS, Actuarial Science, Nankai University (Tianjin, China), 2009
  • BS, Mathematics, Nankai University (Tianjin, China), 2006

Research Interests

  • Modeling dependence structures
  • Quantitative risk management
  • Optimization problems in insurance and finance
  • Ruin theory and applications

Selected Publications

Chi, Yichun, and Wei, Wei. Comparison of Insurance Contracts with Background Risk in Higher-order Risk Attitudes.
Wei, Wei. “Joint stochastic orders of high degrees and their applications in finance.” Insurance: Mathematics and Economics 76. (2017): 141-148.
Cai, Jun, Landriault, David, Shi, Tianxiang, and Wei, Wei. “Joint insolvency analysis of a shared MAP risk process: a capital allocation application.” North American Actuarial Journal. (2017).
Samanthi, Ranadeera G., Brazauskas, Vytaras, and Wei, Wei. “Comparing the Riskiness of Dependent Portfolios via Nested L-Statistics.” Annals of Actuarial Science. (2016): 1-16.
Samanthi, Ranadeera G., Wei, Wei, and Brazauskas, Vytaras. “Ordering Gini indexes of multivariate elliptical risks.” Insurance: Mathematics and Economics 68. (2016): 84-91.
Cai, Jun, and Wei, Wei. “Notions of multivariate dependence with applications in optimal portfolio selections.” Journal of Multivariate Analysis 138. (2015): 156-169.
Cai, Jun, and Wei, Wei. “Some new notions of dependence with applications in optimal allocation problems.” Insurance: Mathematics and Economics 55.1 (2014): 200-209.
Cai, Jun, and Wei, Wei. “Optimal reinsurance with positively dependent risks.” Insurance: Mathematics and Economics 50.1 (2012): 57-63.
Cai, Jun, and Wei, Wei. “On the invariant properties of notions of positive dependence and copulas under increasing transformations.” Insurance: Mathematics and Economics 50.1 (2012): 43-49.