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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 — 20 papers, h 13
  • Wenyuan Wang — 8 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 citedDividend and Capital Injection Optimization with Transaction Cost for Spectrally Negative Lévy Risk Processes

5 citations · 7 across the 12 of their papers we have counts for

collaborators
Showing 2021Show all

1 paper · 1 filter

math.OC2021★ 1 cited

On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy

Wenyuan Wang, Xiang Yu, Xiaowen Zhou

Motivated by recent developments in risk management based on the U.S. bankruptcy code, we revisit the De Finetti's optimal dividend problem by incorporating the reorganization proc…

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