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Wenjun Zhu
Wenjun Zhu
Assistant Professor of Actuarial Science, Nanyang Technological University
Verified email at ntu.edu.sg - Homepage
Title
Cited by
Cited by
Year
Modeling multicountry longevity risk with mortality dependence: A LÚvy subordinated hierarchical Archimedean copulas approach
W Zhu, KS Tan, CW Wang
Journal of Risk and Insurance 84 (S1), 477-493, 2017
272017
A credibility-based Erlang mixture model for pricing crop reinsurance
L Porth, W Zhu, KS Tan
Agricultural Finance Review 74 (2), 162-187, 2014
252014
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
142021
Structure and estimation of LÚvy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests
W Zhu, CW Wang, KS Tan
Journal of Banking & Finance 69, 20-36, 2016
132016
Neighbouring Prediction for Mortality
CW Wang, J Zhang, W Zhu
ASTIN Bulletin, the Journal of the IAA, forthcoming, 2021
112021
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
92020
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
82020
Dynamic bayesian ratemaking: a markov chain approximation approach
H Li, Y Lu, W Zhu
North American Actuarial Journal 25 (2), 186-205, 2021
72021
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
72021
Spatial dependence and aggregation in weather risk hedging: A LÚvy 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
52018
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
22019
Actuarial Ratemaking in Agricultural Insurance
W Zhu
University of Waterloo, 2015
22015
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
12020
Duration-Hedging Trades, Return Momentum and Reversal
Z Chen, P Lou, W Zhu
Available at SSRN 3529116, 2019
12019
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
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