厦门大学数学科学学院概率统计系导师介绍：王文元
作者：聚创厦大考研网-小厦老师
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发布时间： 2018-08-10 14:40
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简介
系别：
概率统计系
办公室：物理机电航空大楼521
教师：王文元
职称：副教授
职务：教师
Phone：18859256122
Email：
wwywang@xmu.edu.cn
研究方向：
保险金融数学
王文元 (Wenyuan Wang)
研究兴趣（Current Research Interests）
● Acturial Risk Theory,
● Risk Measure Theory,
● Financial Mathematics,
● Empirical Likelihood Inference.
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目前研究问题（Ongoing Projects）
● Empirical likelihood inference with Triangular arrays (with Liqun Xiao @Guang Zhou University)
● Optimization through minimizing risk measures (with Prof. K.C. CHEUNG and Prof. K.C. YUEN @ University of HongKang, Xingchun Peng @ Wuhan University of Technology)
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教授课程（Courses Taught）
● Time series analysis (Textbook: Applied Time series analysis, by Shuyuan He; Listener: postgraduates)
● Measure Theory (Textbook: Measure Theory, by Jiaan Yan; Listener: postgraduates, Ph.D.s)
● Mathematical Analysis (Textbook: Mathematical Analysis, by Department of Mathematics of East China Normal University; Listener: undergraduates)
● Calculus (Textbook: Calculus, by Ganchang Wu; Listener: undergraduates)
● Probability and Statistics (Textbook: Probability and Statistics, by Zhou Sheng; Listener: undergraduates)
● Undergraduate Research ＆ Training (Manuscript by myself; Listener: undergraduates)
● Financial Mathematics (Textbook: Stochastic finance: an introduction in discrete time, by F\"{o}llmer and Schied (2011); Listener: postgraduates, Ph.D.s)
● Stochastic Processes (Textbook: Probability-Theory and Examples, by Rick Durrett; Lévy Processes and Infinitely Divisible Distributions, by Sato; Listener: postgraduates, Ph.D.s)
● Stochastic Calculus (Textbook: Brownian motion and stochastic calculus, by Karatzas and Shreve; Listener: postgraduates, Ph.D.s)
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经历（Experience）
The University of Melbourne, Visiting Researcher Jun. 2018-Sep. 2018
The University of Hong Kong, Research Associate Jan. 2017-Feb. 2017
The University of Hong Kong, Research Associate Sept. Jan. 2016-Mar. 2016
Xiamen University, Associate Professor Sept. 2014--Now
Xiamen University, Assistant Professor Sept. 2013--2014
Wuhan University, Ph.D. in Mathematics 2010-2013
Jiangxi Normal University, Master in Mathematics , 2007-2010
Jiangxi Normal University, Bachelor in Mathematics , 2003-2007
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经费（Funding）
● PI: National Natural Science Foundation of China, No. 11661074, 400K (CNY), 2017-2020.
● PI: National Natural Science Foundation of China, No. 11401498, 220K (CNY), 2015-2017.
● PI: Fundamental Research Funds for the Central Universities, 130K (CNY), 01/2014-12/2016
● PI: Fundamental Research Funds for the Central Universities, 80 K (CNY), 09/2013-12/2013
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文章（Publications）
● Wang, Wenyuan; Zhou, Xiaowen; General draw-down based de Finetti optimization for spectrally negative Lévy risk processes. Journal of Applied Probability (2018), 55(2), 513-542. (60J99, 93E20, 60G51). (SCI)
● Wang, Wenyuan; Ming, Ruixing*; Two-side exit problems for taxed Lévy risk process involving the general draw-down time. Statist. Probab. Lett. (2018), 138, 66-74. (60J60 60K15). (SCI)
● Cui, Zhaolei; Edward Omey; Wang, Wenyuan; Wang, Yuebao; Asymptotics of convolution with the semi-regular-variation tail and its application to risk. Extremes (2018), Available online, https://doi.org/10.1007/s10687-018-0326-8. (60E07 60F99). (SCI)
● Peng, Xingchun; Chen Fenge; Wang, Wenyuan; Optimal investment and risk control for an insurer with partial information in an anticipating environment. Scandinavian Actuarial Journal (2018), Available online, https://doi.org/10.1080/03461238.2018.1475300.(SCI)
● Wang, Wenyuan; Wu, Xueyuan; Peng, Xingchun; Yuen, Kamchuen; A note on joint occupation times of spectrally negative Lévy risk processes with tax. Statist. Probab. Lett. (2018), 140, 13-22. (60J60 60K15). (SCI)
● Wang, Wenyuan; Cheung, Ka Chun*; Yuen, Kam Chuen; Optimal Reinsurance Under Probabilistic Constraints. Insurance Math. Econom. (2016), Revision submitted. (60J60 60K15). (SCI, SSCI)
● Ming, Ruixing; Wang, Wenyuan*; Hu, Yijun; On Maximizing Expected Discounted Taxation in a Risk Process with Interest. Statist. Probab. Lett. (2017), 122, 128-140. (60J60 60K15). (SCI)
● Xiao, Liqun; Wang, Wenyuan*; Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data. Journal of the Korean Statist. Society (2016), Available online, http://dx.doi.org/10.1016/j.jkss.2016.12.001. (60J60 60K15). (SCI)
● Wang, Wenyuan; Peng, Xingchun*; Reinsurer's optimal reinsurance strategy with upper and lower premium constraint under distortion risk measures. Journal of Computational and Applied Mathematics (2017), 315(1), 142-160. (60J60 60K15). (SCI)
● Peng, Xingchun; Wang, Wenyuan*; Optimal investment and risk control for an insurer under inside information. Insurance Math. Econom. 69 (2016), 104–116. (60J60 60K15). (SCI, SSCI)
● Wang, Wenyuan*; Xiao, Liqun*; Optimal Reinsurance Under GlueVaR Distortion Risk Measures. Chinese J. Appl. Probab. Statist. (2017), In press. (60J60 60K15).
● Chen Mi; Wang Wenyuan; Ming Ruixin*; Optimal reinsurance under general law-invariant risk measure and TVaR premium principle. Risks (2016), 4(4), 50. (60J60 60K15). (SCI)
● Maiwuludai; Wang, Wenyuan*; Optimal dividend strategy in a jump-diffusion model with a linear barrier constraint. Chinese J. Appl. Probab. Statist. 32 (2016), no. 4, 376–392. (60J60 60K15).
● Wang, Wenyuan; Liu, Zhang*; The expected discounted pennalty function under the compound poisson risk model with tax payment and a threshold dividend strategy. J. Univ. Sci. Technol. China 46 (2016), no. 2, 87–94. 91B30 (60J60 60K15)).
● Wang, Wenyuan*; Zhang, Ai-li ; Hu, Yi-jun; On the Markov-modulated insurance risk model withinterest, debit interest and tax payments. Acta Mathematicae Applicatae Sinica, 2015, Recently Accepted. (SCI)
● Peng, Xingchun; Wang, Wenyuan; Hu, Yijun; On the Markov-dependent risk model with tax. Appl. Math. J. Chinese Univ. Ser. B 30 (2015), no. 2, 187–196. (SCI)
● Liu, Zhang; Wang, Wenyuan*; The threshold dividend strategy on a class of dual model with tax payments. J. Univ. Sci. Technol. China 44 (2014), no. 3, 181–187. 91B30 (60J60 60K15).
● Wang, Wenyuan; Xiao, Liqun; Ming, Ruixing*; Hu, Yijun; On two actuarial quantities for the compound Poisson risk model with tax and a threshold dividend strategy. Appl. Math. J. Chinese Univ. Ser. B 28 (2013), no. 1, 27–39. 91B30 (60K05). (SCI)
● Wang, Wenyuan; Zhang, Aili; Wang, Qinyan; Hu, Yijun*; On the Cramér-Lundberg risk model with a constant force of interest and surplus-dependent loss-carry-forward tax structure. J. Math. 32 (2012), no. 3, 447–454. 91B30 (60K10).
● Zhang, Aili; Wang, Wenyuan; Hu, Yijun*; On the generalized risk measures. Appl. Math. J. Chinese Univ. Ser. B 27 (2012), no. 3, 281–289. 91B30 (60E15). (SCI)
● Zhang, Aili; Wang, Wenyuan; Hu, Yijun*; Conditional expectation for submodular (supermodular) non-additive measures. J. Math. 32 (2012), no. 2, 269–273. 60A10 (28A12).
● Wu, Hao*; Wang, Wenyuan; Ren, Jie; Anticipated backward stochastic differential equations with non-Lipschitz coefficients. Statist. Probab. Lett. 82 (2012), no. 3, 672–682. (Reviewer: Rainer Buckdahn) 60H10. (SCI)
● Wang, Wenyuan*; Hu, Yijun; Optimal loss-carry-forward taxation for the Lévy risk model. Insurance Math. Econom. 50 (2012), no. 1, 121–130. (Reviewer: Xiaowen Zhou) 91B30 (60G51 93E20). (SCI, SSCI)
● Wang, Wenyuan; Ming, Ruixing*; Hu, Yijun; On the expected discounted penalty function for risk process with tax. Statist. Probab. Lett. 81 (2011), no. 4, 489–501. 91B30 (60K10). (SCI)
● Ming, Ruixing*; Wang, Wenyuan; Xiao, Liqun; On the time value of absolute ruin with tax. Insurance Math. Econom. 46 (2010), no. 1, 67–84. 91B30. (SCI, SSCI)
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