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Shaun Wang
Shaun Wang
Southern University of Science and Technology, China
Verified email at risklighthouse.com
Title
Cited by
Cited by
Year
Premium calculation by transforming the layer premium density
S Wang
ASTIN Bulletin: The Journal of the IAA 26 (1), 71-92, 1996
9541996
A class of distortion operators for pricing financial and insurance risks
SS Wang
Journal of risk and insurance, 15-36, 2000
8752000
Axiomatic characterization of insurance prices
SS Wang, VR Young, HH Panjer
Insurance: Mathematics and economics 21 (2), 173-183, 1997
7061997
Insurance pricing and increased limits ratemaking by proportional hazards transforms
S Wang
Insurance: Mathematics and Economics 17 (1), 43-54, 1995
4681995
A universal framework for pricing financial and insurance risks
SS Wang
ASTIN Bulletin: The Journal of the IAA 32 (2), 213-234, 2002
3722002
Aggregation of correlated risk portfolios: models and algorithms
S Wang
Proceedings of the Casualty Actuarial society 85 (163), 848-939, 1998
3301998
Ordering risks: Expected utility theory versus Yaari's dual theory of risk
SS Wang, VR Young
Insurance: Mathematics and Economics 22 (2), 145-161, 1998
2211998
Comonotonicity, correlation order and premium principles
S Wang, J Dhaene
Insurance: Mathematics and Economics 22 (3), 235-242, 1998
2021998
An actuarial index of the right-tail risk
S Wang
North American Actuarial Journal 2 (2), 88-101, 1998
1661998
Multivariate exponential tilting and pricing implications for mortality securitization
SH Cox, Y Lin, S Wang
Journal of Risk and Insurance 73 (4), 719-736, 2006
1532006
Cat bond pricing using probability transforms
SS Wang
Geneva Papers: Etudes et Dossiers 278, 19-29, 2004
1452004
Comonotonicity and maximal stop-loss premiums
J Dhaene, S Wang, VR Young, M Goovaerts
Bulletin of the Swiss Association of Actuaries 2, 99-113, 2000
1362000
Measuring carbon dioxide emission performance in Chinese provinces: a parametric approach
QW Wang, P Zhou, N Shen, SS Wang
Renewable and Sustainable Energy Reviews 21, 324-330, 2013
1292013
Is the Home Equity Conversion Mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional …
H Chen, SH Cox, SS Wang
Insurance: Mathematics and Economics 46 (2), 371-384, 2010
1232010
Catastrophe risk financing in the United States and the European Union: A comparative analysis of alternative regulatory approaches
RW Klein, S Wang
Journal of Risk and Insurance 76 (3), 607-637, 2009
1112009
On the Stability of Recursive Formulas
H Panjer, S Wang
ASTIN Bulletin 23, 227-258., 1993
1071993
Equilibrium pricing transforms: new results using Buhlmann’s 1980 economic model
SS Wang
ASTIN Bulletin: The Journal of the IAA 33 (1), 57-73, 2003
992003
A Global Framework for Insurer Solvency Assessment
A Brender, S Wason, S Wang
International Actuarial Association, 2004
93*2004
Risk Measure that Goes Beyond Coherence
SS Wang
University of Waterloo, Institute of Insurance and Pension Research, 2001
912001
A set of new methods and tools for enterprise risk capital management and portfolio optimization
S Wang
CAS Forum Summer, 43-78, 2002
842002
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