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 (S1), 477-493, 2017 | 27 | 2017 |
A credibility-based Erlang mixture model for pricing crop reinsurance L Porth, W Zhu, KS Tan Agricultural Finance Review 74 (2), 162-187, 2014 | 25 | 2014 |
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 | 24* | 2019 |
Agricultural insurance ratemaking: Development of a new premium principle W Zhu, KS Tan, L Porth North American Actuarial Journal 23 (4), 512-534, 2019 | 15* | 2019 |
Gompertz Law Revisited: Forecasting Mortality with a Multi-factor Exponential Model H Li, KS Tan, S Tuljapurkar, W Zhu Insurance: Mathematics and Economic, forthcoming, 2021 | 14 | 2021 |
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 | 13 | 2016 |
Neighbouring Prediction for Mortality CW Wang, J Zhang, W Zhu ASTIN Bulletin, the Journal of the IAA, forthcoming, 2021 | 11 | 2021 |
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 | 9 | 2020 |
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 | 8 | 2020 |
Dynamic bayesian ratemaking: a markov chain approximation approach H Li, Y Lu, W Zhu North American Actuarial Journal 25 (2), 186-205, 2021 | 7 | 2021 |
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 | 7 | 2021 |
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 | 5 | 2018 |
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 | 2 | 2019 |
Actuarial Ratemaking in Agricultural Insurance W Zhu University of Waterloo, 2015 | 2 | 2015 |
Managing Weather Risk with a Neural Network-Based Index Insurance Z Chen, Y Lu, J Zhang, W Zhu Management Science, forthcoming. Available at SSRN 3539811, 2020 | 1 | 2020 |
Duration-Hedging Trades, Return Momentum and Reversal Z Chen, P Lou, W Zhu Available at SSRN 3529116, 2019 | 1 | 2019 |
Debt Market Responses to Longevity Shocks Z Chen, VK Goyal, P Lou, W Zhu Available at SSRN: https://ssrn.com/abstract=3896198, 2021 | | 2021 |
Reply to Hans U. Gerber and Elias SW Shiu on Their Discussion on Our Paper Entitled" Agricultural Insurance Ratemaking: Development of a New Premium Principle" W Zhu, KS Tan, L Porth North American Actuarial Journal 25 (3), 466-467, 2021 | | 2021 |
Reply to Abylay Zhexembay on the Discussion on Our Paper Entitled" Agricultural Insurance Ratemaking: Development of a New Premium Principle" W Zhu, KS Tan, L Porth North American Actuarial Journal 25 (3), 472-472, 2021 | | 2021 |