Concepedia
Statistics
Publications
18
Citations
534
H-Index
14
Active since
2010
Affiliations
East China Normal University(Current)
Macquarie University
University of Hong Kong
Shanghai University of International Business and Economics
York University
Jiaqin Wei is an author at East China Normal University specializing in business, financial economics, and economics.
Publications per year
2010–2022
Markowitz’s mean–variance asset–liability management with regime switching: A time-consistent approach
Jiaqin Wei, Kwok Chuen Wong, Sheung Chi Phillip Yam et al. · Insurance Mathematics and Economics · 2013 · 77 citations
Business, Economics, Finance +16
Time-consistent mean–variance asset–liability management with random coefficients
Jiaqin Wei, Tianxiao Wang · Insurance Mathematics and Economics · 2017 · 66 citations
Management, Finance, Financial Management +9
Portfolio optimization in a regime-switching market with derivatives
Jun Fu, Jiaqin Wei, Hailiang Yang · European Journal of Operational Research · 2013 · 50 citations · Full text
Business, Finance, Financial Management +14
Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching
Jiaqin Wei, Hailiang Yang, Rongming Wang · Journal of Optimization Theory and Applications · 2010 · 42 citations
Business, Finance, Financial Management +11
Optimal consumption–investment and life-insurance purchase strategy for couples with correlated lifetimes
Jiaqin Wei, Xiang Cheng, Zhuo Jin et al. · Insurance Mathematics and Economics · 2020 · 41 citations
Business, Economics, Insurance +16
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