Yuzhen Wen

发表

An extension of Paulsen–Gjessing’s risk model with stochastic return on investments

C. Yin, Yuzhen Wen, 2013, 1302.6757.

Optimal dividends problem with a terminal value for spectrally positive Levy processes

C. Yin, Yuzhen Wen, 2013, 1302.6011.

ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS

C. Yin, Yuzhen Wen, Yongxia Zhao, 2013, ASTIN Bulletin.

Optimal dividend problem with a terminal value for spectrally positive Lvy processes

C. Yin, Yuzhen Wen, 2013 .

The First Passage Time Problem for Mixed-Exponential Jump Processes with Applications in Insurance and Finance

C. Yin, Yuzhen Wen, Zhaojun Zong, 2013, 1302.6762.

ON A RISK MODEL WITH A CONSTANT DIVIDEND AND DEBIT INTEREST

Yuzhen Wen, 2010 .

Exit Problems for Jump Processes Having Double-Sided Jumps with Rational Laplace Transforms

C. Yin, Yuzhen Wen, 2014 .

Discussions on the Determinants of R & D Value Based upon Real Options

Lan, Yuzhen Wen, Li Chang, 2010 .

Two-Sided First Exit Problem for Jump Diffusion Distribution Processes Having Jumps with a Mixture of Erlang

C. Yin, Yuzhen Wen, 2013 .

Two-Sided First Exit Problem for Jump Diffusion Processes Having Jumps with a Mixture of Erlang Distribution *

C. Yin, Yuzhen Wen, 2013 .

On a Class of Dual Model with Divided Threshold

Yuzhen Wen, 2011 .

Determinants of South Africa's Orange Trade Flows in the Top European and Asian Importing Countries

Yuzhen Wen, Li Zhemin, Huang Min, 2016 .

Exit problems for jump processes with applications to dividend problems

Ying Shen, Chuancun Yin, Yuzhen Wen, 2013, J. Comput. Appl. Math..

Discussions on the Determinants of R&D Value Based upon Real Options

Yu Wen, Yuzhen Wen, 2010 .

On a Dual Model with Barrier Strategy

Chuancun Yin, Yuzhen Wen, C. Yin, 2012, J. Appl. Math..

Optimal Investment-Reinsurance Strategies for Insurers with Mean-Reversion and Mispricing under Variance Premium Principle

Yuzhen Wen, 2018 .