Optimal Expected Utility of Dividend Payments with Proportional Reinsurance under VaR Constraints and Stochastic Interest Rate

by Yuzhen Wen, Chuancun Yin
Published 2020-01-01

Solution of Hamilton-Jacobi-Bellman Equation in Optimal Reinsurance Strategy under Dynamic VaR Constraint

by Yuzhen Wen, Chuancun Yin
Published 2019-01-01

On a Dual Model with Barrier Strategy

by Yuzhen Wen, Chuancun Yin
Published 2012-01-01

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

by Yuzhen Wen, Chuancun Yin
Published 2014-01-01

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

by Chuancun Yin, Yuzhen Wen, Zhaojun Zong, Ying Shen
Published 2014-01-01

Escaping and repairing behaviors of the termite Odontotermes formosanus (Blattodea: Termitidae) in response to disturbance

by Hongpeng Xiong, Xuan Chen, Yuzhen Wen, Michael Layne, Zhaohui Sun, Tao Ma, Xiujun Wen, Cai Wang
Published 2018-03-01

Deactivation mechanism of Fe/Al2O3 catalyst during the ozonation of reverse osmosis concentrates (ROCs): Effect of silicate

by Chen Cheng, Jianping Li, Yuzhen Wen, Jinling Wang, Chengyu Jin, Chenglin Sun, Hualin Wang, Huangzhao Wei, Xuejing Yang
Published 2020-09-01