Wenguang Yu

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Person:415165

Available identifiers

zbMath Open yu.wenguangMaRDI QIDQ415165

List of research outcomes





PublicationDate of PublicationType
Social optimal mean field control problem for population growth model2024-07-10Paper
https://portal.mardi4nfdi.de/entity/Q61142222023-07-11Paper
Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times2023-06-16Paper
Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model2022-11-14Paper
Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend2022-08-25Paper
First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits2022-06-09Paper
On the fractional partial integro-differential equations of mixed type with non-instantaneous impulses2022-04-19Paper
Two solutions to Kirchhoff-type fourth-order implusive elastic beam equations2022-04-19Paper
Triple solutions for a damped impulsive differential equation2022-03-15Paper
Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model2021-11-10Paper
https://portal.mardi4nfdi.de/entity/Q33807022021-09-29Paper
Triple solutions for elliptic Dirichlet problems with a parameter2021-09-03Paper
Existence of mild solutions for a class of fractional non-autonomous evolution equations with delay2021-05-11Paper
Two solutions to superlinear Hamiltonian systems with impulsive effects2020-06-02Paper
Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model2020-02-18Paper
Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income2020-02-18Paper
https://portal.mardi4nfdi.de/entity/Q52090812020-01-22Paper
The absolute ruin insurance risk model with a threshold dividend strategy2019-11-13Paper
Valuing equity-linked death benefits in general exponential Lévy models2019-11-05Paper
The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier2019-02-08Paper
A dependent insurance risk model with surrender and investment under the thinning process2018-08-27Paper
Randomized dividends in a discrete insurance risk model with stochastic premium income2014-11-24Paper
https://portal.mardi4nfdi.de/entity/Q54000842014-02-28Paper
https://portal.mardi4nfdi.de/entity/Q49262652013-06-20Paper
Studies on a double Poisson-geometric insurance risk model with interference2013-06-13Paper
On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income2013-06-13Paper
Absolute ruin for a risk model with credit and debit interest under a threshold dividend strategy2012-06-18Paper
Finite-time stabilization of three-dimensional chaotic systems based on CLF2012-05-11Paper
Stabilization of three-dimensional chaotic systems via single state feedback controller2012-04-30Paper
Synchronization of three dimensional chaotic systems via a single state feedback2011-09-23Paper
https://portal.mardi4nfdi.de/entity/Q36402972009-11-11Paper
https://portal.mardi4nfdi.de/entity/Q53204232009-07-22Paper
https://portal.mardi4nfdi.de/entity/Q35178402008-08-06Paper
Another derivation of the formula for the addition of velocities in special relativity2002-02-19Paper
The gauge invariance of electromagnetic fields and the transmission of light in a gravitational field2002-02-19Paper
https://portal.mardi4nfdi.de/entity/Q40381861993-05-16Paper

Research outcomes over time

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