Wenjun Jiang

On Pareto-optimal reinsurance with constraints under distortion risk measures

Wenjun Jiang, Hanping Hong, Jiandong Ren · European Actuarial Journal · 2017 · 38 citations

Mathematical Programming, Portfolio Optimization, Engineering +6

On optimal reinsurance treaties in cooperative game under heterogeneous beliefs

Wenjun Jiang, Jiandong Ren, Chen Yang et al. · Insurance Mathematics and Economics · 2019 · 32 citations

Negotiation, Economics, Optimal Reinsurance Treaties +10

An extended gained and lost dominance score method based risk prioritization for Fine-Kinney model with interval type-2 fuzzy information

Weizhong Wang, Wenjun Jiang, Xiao Han et al. · Human and Ecological Risk Assessment An International Journal · 2022 · 25 citations

Engineering, Weighted Msm Operator, Dominance Score Method +16

Optimal Reinsurance Policies under the VaR Risk Measure When the Interests of Both the Cedent and the Reinsurer Are Taken into Account

Wenjun Jiang, Jiandong Ren, Ričardas Zitikis · Risks · 2017 · 22 citations · Full text

Engineering, Health Insurance Design, Financial Risk Management +24

MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY

Tim J. Boonen, Wenjun Jiang · Astin Bulletin · 2021 · 19 citations · Full text

Random Recovery Rate, Health Insurance Design, Optimal Insurance Design +16