Concepedia

Yuzhen Wen

YW

7

Publications

479

Citations

7

H-Index

1980

Active since

Affiliations

Qufu Normal University(Current)

Yuzhen Wen is an author at Qufu Normal University specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingOption PricingFinancial EngineeringProbabilityEconomicsEngineeringInsuranceJump Diffusions

Publications per year

1980–2019

7

Publications

7

Optimal dividend problem with a terminal value for spectrally positive Lévy processes

Chuancun Yin, Yuzhen Wen · Insurance Mathematics and Economics · 2013 · 123 citations · Full text

Option Pricing, Asset Pricing, Barrier Strategy +12

Exit problems for jump processes with applications to dividend problems

Chuancun Yin, Ying Shen, Yuzhen Wen · Journal of Computational and Applied Mathematics · 2012 · 109 citations

Computational Finance, Engineering, Asset Pricing +7

ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS

Chuancun Yin, Yuzhen Wen, Yongxia Zhao · Astin Bulletin · 2014 · 90 citations

Option Pricing, Economics, Asset Pricing +10

An extension of Paulsen–Gjessing’s risk model with stochastic return on investments

Chuancun Yin, Yuzhen Wen · Insurance Mathematics and Economics · 2013 · 81 citations

Economics, Real Investment, Business +6

Stochastic Equivalent Linearization for Hysteretic, Degrading, Multistory Strutctures

Thomas T. Baber, Yuzhen Wen · Illinois Digital Environment for Access to Learning and Scholarship (University of Illinois at Urbana-Champaign) · 1980 · 46 citations · Full text

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