Wenjun Jiang
Assistant Professor
Department of Mathematics and Statistics
PhD - Actuarial Science
University of Western Ontario, 2019
MSc - Actuarial Science
Concordia University, 2015
BSc - Applied Math
Tianjin University, 2013
Contact information
Web presence
Research and teaching
Research Supervision
- Currently accepting graduate students for Ph.D. and Masters program.
- Currently accepting undergraduate students for research projects.
- Currently seeking to hire postdoctoral fellows.
Please contact me by email for more information.
Publications
Journal articles - peer reviewed
- Jiang, Wenjun, Ren, Jiandong, Yang, Chen and Hong, Hanping. "On optimal reinsurance treaties in cooperative game under heterogeneous beliefs". Insurance: Mathematics and Economics 85. (2019): 173-184. Print.
- Jiang, Wenjun, Hong, Hanping and Ren, Jiandong. "Estimation of model parameters of dependent processes constructed using Lévy Copulas". Communications in Statistics–Simulation and Computation (to appear), Print.
- Jiang, Wenjun, Hong, Hanping and Ren, Jiandong. "On Pareto-optimal reinsurance with constraints under distortion risk measures". European Actuarial Journal 8. (2018): 215-243. Print.
- Yang, Chen, Jiang, Wenjun, Wu, Jiang and Liu, Xin. "Clustering of financial instruments using jump tail dependence coefficient". Statistical Methods and Applications 27. (2018): 491-513. Print.
- Liu, Xin, Wu, Jiang, Yang, Chen and Jiang, Wenjun. "A Maximal Tail Dependence-Based Clustering Procedure for Financial Time Series and Its Applications in Portfolio Selection". Risks 6. (2018): 115-130. Print.
- Jiang, Wenjun, Ren, Jiandong and Ricardas Zitikis. "Optimal reinsurance policies when the interests of both the cedent and the reinsurer are taken into account". Risks 5. (2017): 11-32. Print.
Preprint
- Jiang, Wenjun, Hong, Hanping and Ren, Jiandong. "Pareto-optimal reinsurance policies with maximal synergy". submitted, (2019). Print.
- Jiang, Wenjun, Ren, Jiandong and Marcos Escobar. "Design of optimal insurance contracts under distortion risk measure with ambiguity aversion". Working paper, (2019). Print.
- Jiang, Wenjun, Ren, Jiandong, Zhou, Wenxing and Hong, Hanping. "System reliability assessment with dependent stochastic degradation processes modeled using Levy copula". Working paper, (2019). Print.
- Jiang, Wenjun and Ren, Jiandong. "Optimal reinsurance design with risk constraint: a simplified approach". preprint, (2019). Print.
- Jiang, Wenjun and Ren, Jiandong. "A marginal indemnification function approach to optimal reinsurance problem under Vajda condition". Preprint, (2019). Print.