Wenguang Yu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Social optimal mean field control problem for population growth model	2024-07-10	Paper
https://portal.mardi4nfdi.de/entity/Q6114222	2023-07-11	Paper
Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times	2023-06-16	Paper
Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model	2022-11-14	Paper
Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend	2022-08-25	Paper
First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits	2022-06-09	Paper
On the fractional partial integro-differential equations of mixed type with non-instantaneous impulses	2022-04-19	Paper
Two solutions to Kirchhoff-type fourth-order implusive elastic beam equations	2022-04-19	Paper
Triple solutions for a damped impulsive differential equation	2022-03-15	Paper
Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model	2021-11-10	Paper
https://portal.mardi4nfdi.de/entity/Q3380702	2021-09-29	Paper
Triple solutions for elliptic Dirichlet problems with a parameter	2021-09-03	Paper
Existence of mild solutions for a class of fractional non-autonomous evolution equations with delay	2021-05-11	Paper
Two solutions to superlinear Hamiltonian systems with impulsive effects	2020-06-02	Paper
Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model	2020-02-18	Paper
Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income	2020-02-18	Paper
https://portal.mardi4nfdi.de/entity/Q5209081	2020-01-22	Paper
The absolute ruin insurance risk model with a threshold dividend strategy	2019-11-13	Paper
Valuing equity-linked death benefits in general exponential Lévy models	2019-11-05	Paper
The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier	2019-02-08	Paper
A dependent insurance risk model with surrender and investment under the thinning process	2018-08-27	Paper
Randomized dividends in a discrete insurance risk model with stochastic premium income	2014-11-24	Paper
https://portal.mardi4nfdi.de/entity/Q5400084	2014-02-28	Paper
https://portal.mardi4nfdi.de/entity/Q4926265	2013-06-20	Paper
Studies on a double Poisson-geometric insurance risk model with interference	2013-06-13	Paper
On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income	2013-06-13	Paper
Absolute ruin for a risk model with credit and debit interest under a threshold dividend strategy	2012-06-18	Paper
Finite-time stabilization of three-dimensional chaotic systems based on CLF	2012-05-11	Paper
Stabilization of three-dimensional chaotic systems via single state feedback controller	2012-04-30	Paper
Synchronization of three dimensional chaotic systems via a single state feedback	2011-09-23	Paper
https://portal.mardi4nfdi.de/entity/Q3640297	2009-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q5320423	2009-07-22	Paper
https://portal.mardi4nfdi.de/entity/Q3517840	2008-08-06	Paper
Another derivation of the formula for the addition of velocities in special relativity	2002-02-19	Paper
The gauge invariance of electromagnetic fields and the transmission of light in a gravitational field	2002-02-19	Paper
https://portal.mardi4nfdi.de/entity/Q4038186	1993-05-16	Paper

Research outcomes over time

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