Wen Su

Valuing Guaranteed Minimum Death Benefits by Cosine Series Expansion

Wenguang Yu, Yaodi Yong, Guofeng Guan et al. · Mathematics · 2019 · 44 citations · Full text

Option Pricing, Asset Pricing, Exponential Lévy Process +11

A new efficient method for estimating the Gerber–Shiu function in the classical risk model

Zhimin Zhang, Wen Su · Scandinavian Actuarial Journal · 2017 · 38 citations

Engineering, Rare Event Estimation, Risk Metric +17

On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy

Peng Xuan-hua, Wen Su, Zhimin Zhang · Journal of Industrial and Management Optimization · 2019 · 37 citations · Full text

Estimating the Gerber–Shiu function in a Lévy risk model by Laguerre series expansion

Zhimin Zhang, Wen Su · Journal of Computational and Applied Mathematics · 2018 · 35 citations

Engineering, Laguerre Series Expansion, Levy Process +6

Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion

Yang Yang, Wen Su, Zhimin Zhang · Statistics & Probability Letters · 2018 · 28 citations

Economics, Macroeconomics, Business +4