W. (Wei) Zhu, Dr

Assistant Professor, a.k.a. "Rock"

Faculty of Economics and Business

Telephone:

+31 50 36 37018

E-mail:

w.zhu rug.nl

Research Portal

Publications

Ruin probabilities in an Erlang risk model with dependence structure based on an independent gamma-distributed time window

Zhu, W., 2-Aug-2023, (Submitted) In: European Actuarial Journal. 28 p.

Research output: Contribution to journal › Article › Academic › peer-review

First Quarter Chronicle of COVID-19: An Attempt to Measure Governments’ Responses

Şahin, Ş., Boado-Penas, M. D. C., Constantinescu, C., Eisenberg, J., Henshaw, K., Hu, M., Wang, J. & Zhu, W., Dec-2020, In: Risks. 8, 4, p. 1-26 26 p., 115.

Research output: Contribution to journal › Article › Academic › peer-review

On flood risk management across socio-economic environments

Ni, W., Henshaw, K., Zhu, W., Wang, J., Hu, M. & Constantinescu, C., 24-Oct-2020, (Accepted/In press) In: Anales del Instituto de Actuarios Españoles. 26, p. 71-102 32 p.

Research output: Contribution to journal › Article › Academic › peer-review

A first application of fractional differential equations in risk theory

Constantinescu, C., Ramirez, J. & Zhu, W., Oct-2019, In: Finance and Stochastics. 23, p. 1001-1024 24 p.

Research output: Contribution to journal › Article › Academic › peer-review

Ruin probabilities in classical risk models with gamma claims

Constantinescu, C., Samorodnitsky, G. & Zhu, W., 2018, In: Scandinavian actuarial journal. 2018, 7, p. 555-575 21 p.

Research output: Contribution to journal › Article › Academic › peer-review

All (5) publications

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