Yuzhen Wen

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A generalized Erlang\((n)\) risk model with a hybrid dividend strategy SCIENTIA SINICA Mathematica	2021-12-17	Paper
Optimal investment and proportional reinsurance strategies to minimize the probability of drawdown under ambiguity aversion	2021-12-17	Paper
Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate Journal of Function Spaces	2020-09-15	Paper
ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS ASTIN Bulletin	2020-02-05	Paper
Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint Journal of Function Spaces	2019-05-16	Paper
The first passage time problem for mixed-exponential jump processes with applications in insurance and finance Abstract and Applied Analysis	2019-02-14	Paper
Exit problems for jump processes having double-sided jumps with rational Laplace transforms Abstract and Applied Analysis	2019-02-14	Paper
Optimal dividend problem with a terminal value for spectrally positive Lévy processes Insurance Mathematics \& Economics	2014-06-23	Paper
An extension of Paulsen-Gjessing's risk model with stochastic return on investments Insurance Mathematics \& Economics	2014-04-04	Paper
Exit problems for jump processes with applications to dividend problems Journal of Computational and Applied Mathematics	2013-04-22	Paper
On a dual model with barrier strategy Journal of Applied Mathematics	2012-08-06	Paper
On a class of dual model with diffusion	2011-11-15	Paper
The discounted penalty function in a class of delayed renewal risk models	2011-07-19	Paper
On a risk model with a constant dividend and debit interest	2010-06-21	Paper
scientific article; zbMATH DE number 5670722 (Why is no real title available?)	2010-02-12	Paper
scientific article; zbMATH DE number 2219408 (Why is no real title available?)	2005-10-27	Paper

Research outcomes over time

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