1 citations · 1 across the 2 of their papers we have counts for
3 papers
stat.AP2022★ 1 cited
A comparative analysis of several multivariate zero-inflated and zero-modified models with applications in insurance
Pengcheng Zhang, David Pitt, Xueyuan Wu
Claim frequency data in insurance records the number of claims on insurance policies during a finite period of time. Given that insurance companies operate with multiple lines of i…
q-fin.GN2019
Optimal implementation delay of taxation with trade-off for Lévy risk Processes
Wenyuan Wang, Xueyuan Wu, Cheng Chi
In this paper we consider two problems on optimal implementation delay of taxation with trade-off for spectrally negative Lévy insurance risk processes. In the first case, we assum…
math.OC2018
Dividend and Capital Injection Optimization with Transaction Cost for Spectrally Negative Lévy Risk Processes
Wenyuan Wang, Yuebao Wang, Xueyuan Wu
For an insurance company with reserve modeled by the spectrally negative Lévy process, we study the optimal impulse dividend maximizing the expected accumulated net dividend paymen…