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Ning Wang
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Year
Robust non-zero-sum investment and reinsurance game with default risk
N Wang, N Zhang, Z Jin, L Qian
Insurance: Mathematics and Economics 84, 115-132, 2019
342019
Reinsurance–investment game between two mean–variance insurers under model uncertainty
N Wang, N Zhang, Z Jin, L Qian
Journal of Computational and Applied Mathematics 382, 113095, 2021
282021
Robust reinsurance contracts with risk constraint
N Wang, TK Siu
Scandinavian Actuarial Journal 2020 (5), 419-453, 2020
212020
Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
N Wang, N Zhang, Z Jin, L Qian
Insurance: Mathematics and Economics 96, 168-184, 2020
122020
Household consumption-investment-insurance decisions with uncertain income and market ambiguity
N Wang, Z Jin, TK Siu, M Qiu
Scandinavian Actuarial Journal 2021 (10), 832-865, 2021
112021
Robust reinsurance and investment strategies under principal–agent framework
N Wang, TK Siu, K Fan
Annals of Operations Research, 1-31, 2022
42022
Modelling the aggregate loss for insurance claims with dependence
N Wang, L Qian, N Zhang, Z Liu
Communications in Statistics-Theory and Methods 50 (9), 2080-2095, 2021
32021
Pricing and hedging equity-indexed annuities via local risk-minimization
L Qian, W Wang, N Wang, S Wang
Communications in Statistics-Theory and Methods 48 (6), 1417-1434, 2019
32019
Robust optimal asset-liability management with mispricing and stochastic factor market dynamics
N Wang, Y Zhang
Insurance: Mathematics and Economics 113, 251-273, 2023
22023
On a doubly reflected risk process with running maximum dependent reflecting barriers
W Wang, N Wang, M Chen
Journal of Computational and Applied Mathematics 422, 114880, 2023
12023
Robust asset-liability management games for n players under multivariate stochastic covariance models
N Wang, Y Zhang
Insurance: Mathematics and Economics, 2024
2024
Household investment-consumption-insurance policies under the age-dependent risk preferences
H Wang, N Wang, L Xu, S Hu, X Yan
International Journal of Control 96 (10), 2542-2554, 2023
2023
Optimal asset allocation under search frictions and stochastic interest rate
N Wang, SP Zhu, RJ Elliott
Quantitative Finance 23 (6), 1019-1033, 2023
2023
Optimal Reinsurance and Investment Strategies under Strategic Interaction and Model Uncertainty
N Wang
Macquarie University, 2023
2023
Dynamic Fund Protection for Property Markets
TK Siu, H Nguyen, N Wang
North American Actuarial Journal 26 (3), 383-402, 2022
2022
Sustainable Development of Audit Market: Benefits of Audit Price Deregulation in China
Y Cao, Z Zhao, N Wang, L Zhao
Sustainability 14 (16), 10208, 2022
2022
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Articles 1–16