- PhD, Actuarial Science, University of Waterloo (Canada), 2013
- MS, Actuarial Science, Nankai University (Tianjin, China), 2009
- BS, Mathematics, Nankai University (Tianjin, China), 2006
- Modeling dependence structures
- Quantitative risk management
- Optimization problems in insurance and finance
- Ruin theory and applications
Chi, Yichun, and Wei, Wei. “Optimum insurance contracts with background risk and higher-order risk attitudes.” ASTIN Bulletin: The Journal of IAA 48.3 (2018): 1025-1047.
Wei, Wei. “Properties of stochastic arrangement increasing and their applications in allocation problems.” Risks 6. (2018): 49.
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.
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. “On the invariant properties of notions of positive dependence and copulas under increasing transformations.” Insurance: Mathematics and Economics 50.1 (2012): 43-49.
Cai, Jun, and Wei, Wei. “Optimal reinsurance with positively dependent risks.” Insurance: Mathematics and Economics 50.1 (2012): 57-63.