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Wei Wei
Wei Wei
Associate Professor of Actuarial Science, University of Wisconsin-Milwaukee
Verified email at uwm.edu - Homepage
Title
Cited by
Cited by
Year
Optimal reinsurance with positively dependent risks
J Cai, W Wei
Insurance: Mathematics and Economics 50 (1), 57-63, 2012
762012
Some new notions of dependence with applications in optimal allocation problems
J Cai, W Wei
Insurance: Mathematics and Economics 55, 200-209, 2014
572014
A cybersecurity insurance model for power system reliability considering optimal defense resource allocation
P Lau, W Wei, L Wang, Z Liu, CW Ten
IEEE Transactions on Smart Grid 11 (5), 4403-4414, 2020
452020
Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks
J Cai, W Wei
Journal of Multivariate Analysis 138, 156-169, 2015
452015
A coalitional cyber-insurance design considering power system reliability and cyber vulnerability
P Lau, L Wang, Z Liu, W Wei, CW Ten
IEEE Transactions on Power Systems 36 (6), 5512-5524, 2021
442021
Optimal insurance with background risk: An analysis of general dependence structures
Y Chi, W Wei
Finance and Stochastics 24 (4), 903-937, 2020
292020
An actuarial framework for power system reliability considering cybersecurity threats
Z Liu, W Wei, L Wang, CW Ten, Y Rho
IEEE Transactions on Power Systems 36 (2), 851-864, 2020
232020
Measuring systemic risk of switching attacks based on cybersecurity technologies in substations
K Yamashita, CW Ten, Y Rho, L Wang, W Wei, A Ginter
IEEE Transactions on Power Systems 35 (6), 4206-4219, 2020
222020
On the invariant properties of notions of positive dependence and copulas under increasing transformations
J Cai, W Wei
Insurance: Mathematics and Economics 50 (1), 43-49, 2012
212012
Optimum insurance contracts with background risk and higher-order risk attitudes
Y Chi, W Wei
ASTIN Bulletin: The Journal of the IAA 48 (3), 1025-1047, 2018
192018
Premium calculation for insurance businesses based on cyber risks in IP-based power substations
Z Yang, Y Liu, M Campbell, CW Ten, Y Rho, L Wang, W Wei
IEEE Access 8, 78890-78900, 2020
152020
A cyber-insurance scheme for water distribution systems considering malicious cyberattacks
Y Zhang, L Wang, Z Liu, W Wei
IEEE Transactions on Information Forensics and Security 16, 1855-1867, 2020
112020
Comparing the Riskiness of Dependent Portfolios via Nested L-Statistics.
RGM Samanthi, W Wei, V Brazauskas
Annals of Actuarial Science, 1-16, 2016
112016
Single machine scheduling with stochastically dependent times
W Wei
Journal of Scheduling 22, 677-689, 2019
102019
Joint stochastic orders of high degrees and their applications in portfolio selections
W Wei
Insurance: Mathematics and Economics 76, 141-148, 2017
102017
Joint insolvency analysis of a shared MAP risk process: a capital allocation application
J Cai, D Landriault, T Shi, W Wei
North American Actuarial Journal 21 (2), 178-192, 2017
92017
A novel mutual insurance model for hedging against cyber risks in power systems deploying smart technologies
P Lau, L Wang, W Wei, Z Liu, CW Ten
IEEE Transactions on Power Systems 38 (1), 630-642, 2022
82022
Ordering Gini indexes of multivariate elliptical risks
RGM Samanthi, W Wei, V Brazauskas
Insurance: Mathematics and Economics 68, 84-91, 2016
82016
An extreme value theory-based catastrophe bond design for cyber risk management of power systems
Z Liu, W Wei, L Wang
IEEE Transactions on Smart Grid 13 (2), 1516-1528, 2021
52021
Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems
Y Peng, P Wei, W Wei
arXiv preprint arXiv:2405.11392, 2024
32024
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