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Wenjun Zhu
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Year
A credibility-based Erlang mixture model for pricing crop reinsurance
L Porth, W Zhu, KS Tan
Agricultural Finance Review 74 (2), 162-187, 2014
312014
Modeling multicountry longevity risk with mortality dependence: A Lévy subordinated hierarchical Archimedean copulas approach
W Zhu, KS Tan, CW Wang
Journal of Risk and Insurance 84, 477-493, 2017
302017
A credibility-based yield forecasting model for crop reinsurance pricing and weather risk management
W Zhu, L Porth, KS Tan
Agricultural Finance Review 79 (1), 2-26, 2019
28*2019
Neighbouring prediction for mortality
CW Wang, J Zhang, W Zhu
ASTIN Bulletin: The Journal of the IAA 51 (3), 689-718, 2021
262021
Agricultural insurance ratemaking: Development of a new premium principle
W Zhu, KS Tan, L Porth
North American Actuarial Journal 23 (4), 512-534, 2019
25*2019
Gompertz law revisited: Forecasting mortality with a multi-factor exponential model
H Li, KS Tan, S Tuljapurkar, W Zhu
Insurance: Mathematics and Economics 99, 268-281, 2021
192021
Remote sensing applications for insurance: A predictive model for pasture yield in the presence of systemic weather
C Brock Porth, L Porth, W Zhu, M Boyd, KS Tan, K Liu
North American Actuarial Journal 24 (2), 333-354, 2020
162020
Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests
W Zhu, CW Wang, KS Tan
Journal of Banking & Finance 69, 20-36, 2016
162016
Managing weather risk with a neural network-based index insurance
Z Chen, Y Lu, J Zhang, W Zhu
Management Science 70 (7), 4306-4327, 2024
152024
The design of weather index insurance using principal component regression and partial least squares regression: the case of forage crops
M Boyd, B Porth, L Porth, K Seng Tan, S Wang, W Zhu
North American Actuarial Journal 24 (3), 355-369, 2020
142020
Spatial dependence and aggregation in weather risk hedging: A Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach
W Zhu, KS Tan, L Porth, CW Wang
ASTIN Bulletin: The Journal of the IAA 48 (2), 779-815, 2018
142018
Improved index insurance design and yield estimation using a dynamic factor forecasting approach
H Li, L Porth, KS Tan, W Zhu
Insurance: Mathematics and Economics 96, 208-221, 2021
132021
Epidemic financing facilities: Pandemic bonds and endemic swaps
S Huang, KS Tan, J Zhang, W Zhu
North American Actuarial Journal, 1-32, 2023
82023
Dynamic Bayesian ratemaking: a Markov chain approximation approach
H Li, Y Lu, W Zhu
North American Actuarial Journal 25 (2), 186-205, 2021
82021
A relational data matching model for enhancing individual loss experience: An example from crop insurance
L Porth, KS Tan, W Zhu
North American Actuarial Journal 23 (4), 551-572, 2019
62019
A deep factor model for crop yield forecasting and insurance ratemaking
W Zhu
North American Actuarial Journal 28 (1), 57-72, 2024
32024
Cyber risk modeling: a discrete multivariate count process approach
Y Lu, J Zhang, W Zhu
Scandinavian Actuarial Journal 2024 (6), 625-655, 2024
12024
Longevity Shocks and Corporate Debt Markets
Z Chen, VK Goyal, P Lou, W Zhu
HKUST Business School Research Paper, Nanyang Business School Research Paper, 2024
12024
Digital financial inclusion and domestic tourism demand: Through the lens of spatial spillover
Y Li, J Guo, W Zhu
Tourism Economics, 13548166231224578, 2024
12024
Storm CAT bond: Modeling and valuation
S Huang, J Zhang, W Zhu
North American Actuarial Journal, 1-26, 2023
12023
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