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researcher

Wenyuan Wang

13 papers hereh-index 14412 citations41 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author8
  • middle author3
  • last author2

Across the 13 of 13 papers where every author was matched, so the position is known.

fields
  • math.OC5
  • math.PR3
  • q-fin.MF2
  • q-fin.GN1
  • q-fin.PR1
  • q-fin.RM1
same name
  • Wenyuan Wang — 18 papers, h 13
  • Wenyuan Wang — 7 papers, h 2
  • Wenyuan Wang — 5 papers, h 6
  • Wenyuan Wang — 4 papers, h 2
  • Wenyuan Wang — 3 papers, h 2
  • Wenyuan Wang — 2 papers, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20172022
most citedDraw-down Parisian ruin for spectrally negative Lévy process

1 citations · 2 across the 10 of their papers we have counts for

collaborators
Showing q-fin.RMShow all

1 paper · 1 filter

q-fin.RM2020

Risk Modelling on Liquidations with Lévy Processes

Aili Zhang, Ping Chen, Shuanming Li +1

It has been decades since the academic world of ruin theory defined the insolvency of an insurance company as the time when its surplus falls below zero. This simplification, howev…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.