Additional Campus Affiliations
Associate Professor, Mathematics
Recent Publications
Chi, Y., Peter, R., & Wei, W. (Accepted/In press). On the optimality of straight deductibles under smooth ambiguity aversion. Journal of Economic and Behavior Organization.
Yang, J., & Wei, W. (2025). On the optimality of linear residual risk sharing. ASTIN Bulletin. Advance online publication. https://doi.org/10.1017/asb.2024.37
Yu, C., Su, J., & Wei, W. (2025). On the Calculations of Tail-Based Risk Functionals Under the Truncated Multivariate Normal Distributions. https://doi.org/10.2139/ssrn.5165582
Lau, P., Wang, L., Wei, W., Liu, Z., & Ten, C. W. (2023). A Novel Mutual Insurance Model for Hedging Against Cyber Risks in Power Systems Deploying Smart Technologies. IEEE Transactions on Power Systems, 38(1), 630-642. https://doi.org/10.1109/TPWRS.2022.3164628
Liu, Z., Wei, W., & Wang, L. (2022). An Extreme Value Theory-Based Catastrophe Bond Design for Cyber Risk Management of Power Systems. IEEE Transactions on Smart Grid, 13(2), 1516-1528. https://doi.org/10.1109/TSG.2021.3131468