| A credibility-based Erlang mixture model for pricing crop reinsurance L Porth, W Zhu, KS Tan Agricultural Finance Review 74 (2), 162-187, 2014 | 31 | 2014 |
| Modeling multicountry longevity risk with mortality dependence: A Lévy subordinated hierarchical Archimedean copulas approach W Zhu, KS Tan, CW Wang Journal of Risk and Insurance 84, 477-493, 2017 | 30 | 2017 |
| A credibility-based yield forecasting model for crop reinsurance pricing and weather risk management W Zhu, L Porth, KS Tan Agricultural Finance Review 79 (1), 2-26, 2019 | 28* | 2019 |
| Neighbouring prediction for mortality CW Wang, J Zhang, W Zhu ASTIN Bulletin: The Journal of the IAA 51 (3), 689-718, 2021 | 26 | 2021 |
| Agricultural insurance ratemaking: Development of a new premium principle W Zhu, KS Tan, L Porth North American Actuarial Journal 23 (4), 512-534, 2019 | 24* | 2019 |
| Gompertz law revisited: Forecasting mortality with a multi-factor exponential model H Li, KS Tan, S Tuljapurkar, W Zhu Insurance: Mathematics and Economics 99, 268-281, 2021 | 18 | 2021 |
| Remote sensing applications for insurance: A predictive model for pasture yield in the presence of systemic weather C Brock Porth, L Porth, W Zhu, M Boyd, KS Tan, K Liu North American Actuarial Journal 24 (2), 333-354, 2020 | 16 | 2020 |
| Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests W Zhu, CW Wang, KS Tan Journal of Banking & Finance 69, 20-36, 2016 | 16 | 2016 |
| Managing weather risk with a neural network-based index insurance Z Chen, Y Lu, J Zhang, W Zhu Management Science, 2023 | 14 | 2023 |
| The design of weather index insurance using principal component regression and partial least squares regression: the case of forage crops M Boyd, B Porth, L Porth, K Seng Tan, S Wang, W Zhu North American Actuarial Journal 24 (3), 355-369, 2020 | 14 | 2020 |
| Spatial dependence and aggregation in weather risk hedging: A Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach W Zhu, KS Tan, L Porth, CW Wang ASTIN Bulletin: The Journal of the IAA 48 (2), 779-815, 2018 | 14 | 2018 |
| Improved index insurance design and yield estimation using a dynamic factor forecasting approach H Li, L Porth, KS Tan, W Zhu Insurance: Mathematics and Economics 96, 208-221, 2021 | 13 | 2021 |
| Epidemic financing facilities: Pandemic bonds and endemic swaps S Huang, KS Tan, J Zhang, W Zhu North American Actuarial Journal, 1-32, 2023 | 8 | 2023 |
| Dynamic Bayesian ratemaking: a Markov chain approximation approach H Li, Y Lu, W Zhu North American Actuarial Journal 25 (2), 186-205, 2021 | 8 | 2021 |
| A relational data matching model for enhancing individual loss experience: An example from crop insurance L Porth, KS Tan, W Zhu North American Actuarial Journal 23 (4), 551-572, 2019 | 6 | 2019 |
| A deep factor model for crop yield forecasting and insurance ratemaking W Zhu North American Actuarial Journal 28 (1), 57-72, 2024 | 3 | 2024 |
| Longevity Shocks and Corporate Debt Markets Z Chen, VK Goyal, P Lou, W Zhu HKUST Business School Research Paper, Nanyang Business School Research Paper, 2024 | 1 | 2024 |
| Cyber risk modeling: a discrete multivariate count process approach Y Lu, J Zhang, W Zhu Scandinavian Actuarial Journal, 1-31, 2023 | 1 | 2023 |
| Storm CAT bond: Modeling and valuation S Huang, J Zhang, W Zhu North American Actuarial Journal, 1-26, 2023 | 1 | 2023 |
| Duration-hedging trades, return momentum and reversal Z Chen, P Lou, W Zhu Nanyang Business School Research Paper, 2019 | 1 | 2019 |
