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Yuzhen Wen

2 papers hereh-index 6464 citations20 works total

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author position
  • last author2

Across the 2 of 2 papers where every author was matched, so the position is known.

fields
  • q-fin.CP1
  • q-fin.PR1
same name
  • Yuzhen Wen — 1 paper, h 1

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

most citedOptimal dividends problem with a terminal value for spectrally positive Levy processes

7 citations · 7 across the 2 of their papers we have counts for

collaborators
Showing q-fin.PRShow all

1 paper · 1 filter

q-fin.PR2013★ 7 cited

Optimal dividends problem with a terminal value for spectrally positive Levy processes

Chuancun Yin, Yuzhen Wen

In this paper we consider a modified version of the classical optimal dividends problem of de Finetti in which the dividend payments subject to a penalty at ruin. We assume that th…

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