Wei Wang

Employment

• The Chinese University of Hong Kong Faculty of Engineering Senior Research Assistant
  2023 - 2023
• University of Southampton Associate Lecturer
  2023 - 2023
• University of Southampton Business School Associate Lecturer
  2022 - 2022
• The Chinese University of Hong Kong Faculty of Engineering Research Assistant
  2020 - 2021

Education

Education history is unavailable.

Projects & Funding

Projects & funding information is unavailable.

Publications (9)

• Optimal insurance design under distortion risk measures with variance constraint
  European Journal of Operational Research 2026 DOI: 10.1016/j.ejor.2026.01.002
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• Insurance demand under government interventions and distorted probabilities
  Insurance: Mathematics and Economics 2026 DOI: 10.1016/j.insmatheco.2026.103249
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• Bi-attribute utility preference robust optimization: A continuous piecewise linear approximation approach
  European Journal of Operational Research 2024 DOI: 10.1016/j.ejor.2024.11.001
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• Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making
  Computational Management Science 2023 DOI: 10.1007/s10287-023-00475-x
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• Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
  European Journal of Operational Research 2023 DOI: 10.1016/j.ejor.2022.08.004
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• Preference robust distortion risk measure and its application
  Mathematical Finance 2023 DOI: 10.1111/mafi.12379
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• Quantitative statistical robustness for tail-dependent law invariant risk measures
  Quantitative Finance 2021 DOI: 10.1080/14697688.2021.1892171
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• Preference robust models in multivariate utility-based shortfall risk minimization
  Optimization Methods and Software 2020 DOI: 10.1080/10556788.2020.1827255
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• Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete
  SIAM Journal on Optimization 2020 DOI: 10.1137/19m1284270
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