Concepedia

Weidong Tian

WT

Statistics

Publications

11

Citations

510

H-Index

10

Active since

1999

Affiliations

University of Waterloo(Current)

University of North Carolina at Charlotte

McMaster University

Boston University

Wilfrid Laurier University

Weidong Tian is an author at University of Waterloo specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingManagementEngineeringFinancial EngineeringEconomicsInsuranceOperations ResearchMacroeconomics

Publications per year

1999–2012

11

Publications

11

<scp>Optimal Reinsurance Arrangements Under Tail Risk Measures</scp>

Carole Bernard, Weidong Tian · Journal of Risk & Insurance · 2009 · 125 citations

Engineering, Financial Risk Management, Reinsurance +19

The Valuation of American Options for a Class of Diffusion Processes

Jérôme Detemple, Weidong Tian · Management Science · 2002 · 110 citations

Term Structure Model, Diffusion Processes, American Options +16

PORTFOLIO MANAGEMENT WITH CONSTRAINTS

Phelim Boyle, Weidong Tian · Mathematical Finance · 2007 · 67 citations · Full text

Mathematical Programming, Benchmark Index, Portfolio Optimization +14

The design of equity-indexed annuities

Phelim Boyle, Weidong Tian · Insurance Mathematics and Economics · 2008 · 50 citations

Finance, Equity-indexed Annuities, Alternative Investment +1

The valuation of American call options on the minimum of two dividend-paying assets

Jérôme Detemple, Shui Feng, Weidong Tian · The Annals of Applied Probability · 2003 · 42 citations · Full text

Payout Policy, Economics, Option Pricing +14

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