Wenjun Jiang
Positions
Associate Professor
Faculty of Science, Department of Mathematics and Statistics
Contact information
Background
Educational Background
PhD Actuarial Science, University of Western Ontario, 2019
MSc Actuarial Science, Concordia University, 2015
BSc Applied Math, Tianjin University, 2013
Courses
| Course number | Course title | Semester |
|---|---|---|
| ACSC 517 | Estimating Unpaid Claims in General Insurance | Fall |
| ACSC 617 | Estimating Unpaid Claims in General Insurance | Fall |
| ACSC 531 | Loss Distributions and Their Estimations | Winter |
| ACSC 511 | Generalized Linear Models for Actuaries | Fall |
Projects
Publications
- Bowley insurance with expected utility maximization of the policyholders. Tim Boonen and Wenjun Jiang. North American Actuarial Journal. (2023)
- Pareto-optimal Reinsurance with Default Risk and Solvency Regulation. Tim Boonen and Wenjun Jiang. Probability in the Engineering and Informational Sciences. (2023)
- Optimal insurance for a prudent decision maker under heterogeneous beliefs. Mario Ghossoub, Wenjun Jiang and Jiandong Ren . European Actuarial Journal. (2022)
- Bilateral risk sharing in a comonotone market with rank-dependent utilities. Tim Boonen and Wenjun Jiang. Insurance: Mathematics and Economics. Vol 107: 361-378. (2022)
- Pareto-optimal reinsurance under individual risk constraints. Mario Ghossoub, Wenjun Jiang and Jiandong Ren. Insurance: Mathematics and Economics. Vol 107: 307-325. (2022)
- Evaluating the tail risks of multivariate aggregate losses. Wenjun Jiang and Jiandong Ren. ASTIN Bulletin. Vol 52(3): 921-952. (2022)
- A marginal indemnity function approach to optimal reinsurance under the Vajda condition . Tim Boonen and Wenjun Jiang. European Journal of Operational Research. Vol 303(2): 928-944. (2022)
- Revisiting the optimal insurance design under adverse selection: Distortion risk measures and tail-risk overestimation. Zhihang Liang, Jushen Zou and Wenjun Jiang. Insurance: Mathematics and Economics. Vol 104: 200-221. (2022)
- Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility. Wenjun Jiang. Scandinavian Actuarial Journal. 2022(9): 775-793. (2022)
- Mean-variance insurance design with counterparty risk and incentive compatibility. Tim Boonen and Wenjun Jiang. ASTIN Bulletin. Vol 52(2): 645-667. (2022)
- The effect of risk constraints on the optimal insurance policy. Wenjun Jiang and Jiandong Ren. European Actuarial Journal. 2022 (12): 529–558. (2022)
- Statistical assessment of spatial tornado occurrence for Canada: modelling and estimation. Qian Huang, Wenjun Jiang and Hanping Hong. Journal of Applied Meteorology and Climatology. Vol 60(12): 1633-1651. (2021)
- Pareto-optimal reinsurance policies with maximal synergy. Wenjun Jiang, Jiandong Ren and Hanping Hong. Insurance: Mathematics and Economics. Vol 96: 185-198. (2021)
- Tornado wind hazard mapping and equivalent tornado design wind profile for Canada. Hanping Hong, Qian Huang, Wenjun Jiang, Qian Tang and P. Jarrett. Structural Safety. Vol 91, 102078. (2021)
- Development of a simple equivalent tornado wind profile for structural design and evaluation. Qian Huang, Wenjun Jiang and Hanping Hong. Journal of Wind Engineering & Industrial Aerodynamics. Vol 213, 104602. (2021)
- Design of optimal insurance contracts under distortion risk measure with ambiguity aversion. Wenjun Jiang, Jiandong Ren and Marcos Escobar. ASTIN Bulletin. Vol 50(2): 619-646. (2020)
- On optimal reinsurance treaties in cooperative game under heterogeneous beliefs. Wenjun Jiang, Jiandong Ren, Chen Yang and Hanping Hong. Insurance: Mathematics and Economics. Vol 85: 173-184. (2019)
- Estimation of model parameters of dependent processes constructed using Levy Copula. Wenjun Jiang, Hanping Hong and Jiandong Ren. Communications in Statistics–Simulation and Computation. Vol 50 (3): 691-707. (2019)
- Clustering of Financial Instruments Using Jump Tail Dependence Coefficient. Chen Yang, Wenjun Jiang, Jiang Wu, Xin Liu and Zhichuan Li. Statistical Methods and Applications. Vol 27(3): 491-513. (2018)
- On Pareto-optimal reinsurance with constraints under distortion risk measures. Wenjun Jiang, Jiandong Ren and Hanping Hong. European Actuarial Journal. Vol 8(1): 215-243. (2018)
- A Maximal Tail Dependence-Based Clustering Procedure for Financial Time Series and Its Applications in Portfolio Selection. Xin Liu, Chen Yang, Jiang Wu and Wenjun Jiang. Risks. Vol 6(4): 115-130. (2018)
- Optimal Reinsurance Policies under the VaR Risk Measure When the Interests of Both the Cedent and the Reinsurer Are Taken into Account. Wenjun Jiang, Jiandong Ren and Ricardas Zitikis. Risks. Vol 5(1): 11-32. (2017)
- Optimal insurance design under mean-variance preference with narrow framing. Xiaoqing Liang, Wenjun Jiang, and Yiying Zhang. Insurance: Mathematics and Economics. 59-79. (2023)
- Mean-variance insurance design under heterogeneous beliefs. Yanhong Chen, Wenjun Jiang, and Yiying Zhang. Journal of Risk. 105-132. (2023)
- A novel perspective on forecasting non-ferrous metals’ volatility: Integrating deep learning techniques with econometric models. Qi Shu, Heng Xiong, Wenjun Jiang, and Rogemar Mamon. Finance Research Letters. 104482. (2023)
- ACTEX Interactive Study Manual. Sam Broverman and Wenjun Jiang. ACTEX Publisher. (2023)
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