Concepedia

Pengyu Wei

PW

Statistics

Publications

11

Citations

249

H-Index

10

Active since

2016

Affiliations

University of Waterloo(Current)

Nanyang Technological University

University of Oxford

Florida Atlantic University

University of Nebraska–Lincoln

Pengyu Wei is an author at University of Waterloo specializing in business, insurance, and insurance economics.

Publications per year

2016–2022

11

Publications

11

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

Ken Seng Tan, Pengyu Wei, Wei Wei et al. · European Journal of Operational Research · 2019 · 62 citations

Business, Business Economics, Insurance +13

Risk management with weighted VaR

Pengyu Wei · Mathematical Finance · 2017 · 34 citations

Management, Finance, Risk Management +17

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

Michael Sherris, Pengyu Wei · North American Actuarial Journal · 2020 · 28 citations

Business, Health Care Management, Insurance +17

Robust consumption and portfolio choice with derivatives trading

Pengyu Wei, Charles C. Yang, Yi Zhuang · European Journal of Operational Research · 2022 · 23 citations

Business, Economics, Finance +14

Risk management with expected shortfall

Pengyu Wei · Mathematics and Financial Economics · 2021 · 20 citations

Management, Risk Management, Financial Risk Management +6

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