Pengyu Wei

Publication Activity (10 Years)

Years Active: 2016-2023
Publications (10 Years): 7

Top Topics

Absolute Deviation

Optimization Criterion

Top Venues

Eur. J. Oper. Res.

SIAM J. Financial Math.

WWW (Companion Volume)

Publications

Pengyu Wei, Charles C. Yang, Yi Zhuang
Robust consumption and portfolio choice with derivatives trading. Eur. J. Oper. Res. 304 (2) (2023)
Derrick W. H. Fung, Pengyu Wei, Charles C. Yang
State subsidized reinsurance programs: Impacts on efficiency, premiums, and expenses of the U.S. health insurance markets. Eur. J. Oper. Res. 306 (2) (2023)
Jing Peng, Pengyu Wei, Zuo Quan Xu
Relative Growth Rate Optimization Under Behavioral Criterion. SIAM J. Financial Math. 14 (4) (2023)
Hui Meng, Pengyu Wei, Wanlu Zhang, Sheng Chao Zhuang
Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility. SIAM J. Financial Math. 13 (3) (2022)
Ken Seng Tan, Pengyu Wei, Wei Wei, Sheng Chao Zhuang
Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle. Eur. J. Oper. Res. 282 (1) (2020)
Pengyu Wei, Javad Meiguni, David J. Pommerenke
System-level design for ESD protection on multiple IO interfaces. IRPS (2018)
Pengyu Wei, Ning Wang
Wikipedia and Stock Return: Wikipedia Usage Pattern Helps to Predict the Individual Stock Movement. WWW (Companion Volume) (2016)