Yuzhen Wen

Available identifiers

Publication	Date of Publication	Type
A generalized Erlang(<italic>n</italic>) risk model with a hybrid dividend strategy	2021-12-17	Paper
https://portal.mardi4nfdi.de/entity/Q3385050	2021-12-17	Paper
Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate	2020-09-15	Paper
ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS	2020-02-05	Paper
Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint	2019-05-16	Paper
The first passage time problem for mixed-exponential jump processes with applications in insurance and finance	2019-02-14	Paper
Exit problems for jump processes having double-sided jumps with rational Laplace transforms	2019-02-14	Paper
Optimal dividend problem with a terminal value for spectrally positive Lévy processes	2014-06-23	Paper
An extension of Paulsen-Gjessing's risk model with stochastic return on investments	2014-04-04	Paper
Exit problems for jump processes with applications to dividend problems	2013-04-22	Paper
On a dual model with barrier strategy	2012-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q3097164	2011-11-15	Paper
https://portal.mardi4nfdi.de/entity/Q3014695	2011-07-19	Paper
https://portal.mardi4nfdi.de/entity/Q3569442	2010-06-21	Paper
https://portal.mardi4nfdi.de/entity/Q3404625	2010-02-12	Paper
https://portal.mardi4nfdi.de/entity/Q5698130	2005-10-27	Paper

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