Wei Wei. “Shift effect of background risk on optimal insurance design.” Working paper.
Wang, Lingfeng, and Wei Wei. “Pricing cyber risks on power grids.” Working paper.
Chi, Yichun, and Wei, Wei. “Optimal insurance with background risk: an analysis of general dependence structures.” (2019): under review.
Wei, Wei. “Single machine scheduling with stochastically dependent times.” Journal of Scheduling. (2019): available on line
Chi, Yichun, and Wei, Wei. “Optimum insurance contracts with background risk and higher-order risk attitudes.” ASTIN Bulletin. (2018): 48(3), 1025-1047. PDF
Wei, Wei. “Properties of stochastic arrangement increasing and their applications in allocation problems.” Risks. (2018): 6, 49. PDF
Wei, Wei. “Joint stochastic orders of high degrees and their applications in finance.” Insurance: Mathematics and Economics. (2017): 141-148. PDF
Cai, Jun, Landriault, David, Shi, Tianxiang, and Wei, Wei. “Joint insolvency analysis of a shared MAP risk process: a capital allocation application.” North American Actuarial Journal. (2017): 178-192. PDF
Samanthi, Ranadeera G., Brazauskas, Vytaras, and Wei, Wei. “Comparing the riskiness of dependent portfolios via nested L-statistics.” Annals of Actuarial Science. (2017): 237-252. PDF
Samanthi, Ranadeera G., Wei, Wei, and Brazauskas, Vytaras. “Ordering Gini indexes of multivariate elliptical risks.” Insurance: Mathematics and Economics 68. (2016): 84-91. PDF
Cai, Jun, and Wei, Wei. “Notions of multivariate dependence with applications in optimal portfolio selections.” Journal of Multivariate Analysis 138. (2015): 156-169. PDF
Cai, Jun, and Wei, Wei. “Some new notions of dependence with applications in optimal allocation problems.” Insurance: Mathematics and Economics 55.1 (2014): 200-209. PDF
Cai, Jun, and Wei, Wei. “Optimal reinsurance with positively dependent risks.” Insurance: Mathematics and Economics 50.1 (2012): 57-63. PDF
Cai, Jun, and Wei, Wei. “On the invariant properties of notions of positive dependence and copulas under increasing transformations.” Insurance: Mathematics and Economics 50.1 (2012): 43-49. PDF