Optimal reinsurance with positively dependent risks J Cai, W Wei Insurance: Mathematics and Economics 50 (1), 57-63, 2012 | 76 | 2012 |
Some new notions of dependence with applications in optimal allocation problems J Cai, W Wei Insurance: Mathematics and Economics 55, 200-209, 2014 | 57 | 2014 |
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 | 45 | 2020 |
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 | 45 | 2015 |
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 | 44 | 2021 |
Optimal insurance with background risk: An analysis of general dependence structures Y Chi, W Wei Finance and Stochastics 24 (4), 903-937, 2020 | 29 | 2020 |
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 | 23 | 2020 |
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 | 22 | 2020 |
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 | 21 | 2012 |
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 | 19 | 2018 |
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 | 15 | 2020 |
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 | 11 | 2020 |
Comparing the Riskiness of Dependent Portfolios via Nested L-Statistics. RGM Samanthi, W Wei, V Brazauskas Annals of Actuarial Science, 1-16, 2016 | 11 | 2016 |
Single machine scheduling with stochastically dependent times W Wei Journal of Scheduling 22, 677-689, 2019 | 10 | 2019 |
Joint stochastic orders of high degrees and their applications in portfolio selections W Wei Insurance: Mathematics and Economics 76, 141-148, 2017 | 10 | 2017 |
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 | 9 | 2017 |
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 | 8 | 2022 |
Ordering Gini indexes of multivariate elliptical risks RGM Samanthi, W Wei, V Brazauskas Insurance: Mathematics and Economics 68, 84-91, 2016 | 8 | 2016 |
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 | 5 | 2021 |
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 | 3 | 2024 |