Office: EMS E484
Phone: (414) 229-6109
Ph.D., Actuarial Science, University of Waterloo (Canada), 2013
M.S., Actuarial Science, Nankai University (Tianjin, China), 2009
B.S., Mathematics, Nankai University (Tianjin, China), 2006
- Modeling dependence structures
- Quantitative risk management
- Optimization problems in insurance and finance
- Ruin theory and applications
- Cai, J. and Wei, W. (2012) Optimal reinsurance with positively dependent risks. Insurance: Mathematics and Economics, 50(1), 57-63.
- Cai, J. and Wei, W. (2012) On the invariant properties of notions of positive dependence and copulas under increasing transformations. Insurance: Mathematics and Economics, 50(1), 43-49.