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 | 34 | 2019 |
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 | 28 | 2021 |
Robust reinsurance contracts with risk constraint N Wang, TK Siu Scandinavian Actuarial Journal 2020 (5), 419-453, 2020 | 21 | 2020 |
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 | 12 | 2020 |
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 | 11 | 2021 |
Robust reinsurance and investment strategies under principal–agent framework N Wang, TK Siu, K Fan Annals of Operations Research, 1-31, 2022 | 4 | 2022 |
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 | 3 | 2021 |
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 | 3 | 2019 |
Robust optimal asset-liability management with mispricing and stochastic factor market dynamics N Wang, Y Zhang Insurance: Mathematics and Economics 113, 251-273, 2023 | 2 | 2023 |
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 | 1 | 2023 |
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 |