Wei Wei

University of Wisconsin - Milwaukee

Bolton Hall 802

3210 N. Maryland Ave.

Milwaukee, WI 53211

United States

SCHOLARLY PAPERS

3

DOWNLOADS

116

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (3)

1.

Ordering Gini Indexes of Multivariate Elliptical Risks

Insurance: Mathematics and Economics, 68(3), 84-91, 2016
Number of pages: 22 Posted: 13 Apr 2016 Last Revised: 11 Apr 2019
Central Michigan University, University of Wisconsin - Milwaukee and University of Wisconsin - Milwaukee
Downloads 46 (595,822)

Abstract:

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Gini index, elliptical distribution, dependence structure, comonotonicity, usual stochastic order, increasing convex order, supermodular order, pd-1 order

2.

Comparing the Riskiness of Dependent Portfolios via Nested L-Statistics

Annals of Actuarial Science, 11(2), 237-252, 2017
Number of pages: 22 Posted: 14 Sep 2016 Last Revised: 17 Nov 2017
Central Michigan University, University of Wisconsin - Milwaukee and University of Wisconsin - Milwaukee
Downloads 45 (601,113)

Abstract:

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Copulas, risk measures, insurance portfolios, hypothesis tests, Gini index

3.

Revisiting Optimal Insurance Design Under Smooth Ambiguity Aversion

Number of pages: 44 Posted: 25 Jul 2022
Yichun Chi, Richard Peter and Wei Wei
Central University of Finance and Economics (CUFE), University of Iowa and University of Wisconsin - Milwaukee
Downloads 25 (729,285)

Abstract:

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insurance design, risk sharing, ambiguity, deductible, no-sabotage condition, comparative statics