Yuzhen Wen

Management Science and Operations Research · 2013

A researcher in the Science corpus: 3 papers; trusts 12 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 34 citations into it; #5,218 of 11,946 by trust here, #7,262 by citations
• Finance — 23 citations into it; #5,026 of 10,518 by trust here, #6,960 by citations
• Demography — 14 citations into it; #2,083 of 4,236 by trust here, #2,850 by citations
• Mathematical Physics — 12 citations into it
• Statistics and Probability — 6 citations into it

Whom Yuzhen Wen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Andreas E. Kyprianou
2. Ronnie Loeffen
3. Martijn Pistorius
4. Chuancun Yin
5. Stefan Thonhauser
6. A. Ng
7. Hansjörg Albrecher *
8. Erhan Bayraktar
9. Chunwei Wang
10. Florin Avram

Who trusts Yuzhen Wen overall

1. Chuancun Yin
2. Ping Ma
3. Kam Chuen Yuen
4. Lei Wang

Papers from Yuzhen Wen's perspective

Ordered by how strongly the researchers Yuzhen Wen trusts endorse each paper. Same corpus, a different order for every researcher.

1. Introductory Lectures on Fluctuations of Lévy Processes with Applications
2. Convexity and Smoothness of Scale Functions and de Finetti’s Control Problem
3. Refracted Lévy processes
4. Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
5. Dividend maximization under consideration of the time value of ruin
6. OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL
7. An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (Journal of Applied Probability)
8. On the optimal dividend problem for a spectrally negative Lévy process
9. On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes
10. On Exit and Ergodicity of the Spectrally One-Sided Lévy Process Reflected at Its Infimum

Their papers

• ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (2013) — 92 citations
• An extension of Paulsen–Gjessing’s risk model with stochastic return on investments (2013) — 79 citations
• Optimal dividends problem with a terminal value for spectrally positive Levy processes (2013) — 127 citations