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Author

Zijia Wang

Observed name: Wang, Zijia
ORCID: 0000-0003-0963-4045
Observed ORCID: 0000-0003-0963-4045
OpenAlex ID: A5023865121
Bridging the first and last passage times for Lévy models
2022 · David Landriault, Bin Li, et al. · Stochastic Processes and their Applications · 7
A refracted Lévy process with delayed dividend pullbacks
2023 · Zijia Wang, Mohamed Amine Lkabous, et al. · Scandinavian Actuarial Journal · 5
An insurance risk process with a generalized income process: A solvency analysis
2021 · Zijia Wang, David Landriault, et al. · Insurance Mathematics and Economics · 5
Last passage times for generalized drawdown processes with applications
2024 · Shu Li, Zijia Wang · Scandinavian Actuarial Journal · 2
On the area in the red of Lévy risk processes and related quantities
2023 · Mohamed Amine Lkabous, Zijia Wang · Insurance Mathematics and Economics · 2
On the range of a Lévy risk process with fair valuation of insurance contracts
2026 · Mengni Yang, Mohamed Amine Lkabous, et al. · Insurance Mathematics and Economics · 1
Mortality modeling via vitality: Model constructions and actuarial applications
2025 · Xiaobai Zhu, Kenneth Q. Zhou, et al. · Insurance Mathematics and Economics · 1
When is financial distress at its worst? Excursion decompositions at the trough
2026 · Bo Li, Zijia Wang · SSRN Electronic Journal
The last passage time before ruin: Theory and applications in liquidation risk management
2025 · Zijia Wang, Jingyi Cao, et al. · Insurance Mathematics and Economics
Sequential Elimination Contests with Repechage
2025 · Zijia Wang · SSRN Electronic Journal
Equilibrium Investment and Reinsurance Strategies in a Contagion Model with External Common Shock Dependence Under Smooth Ambiguity
2025 · Guo Liu, Yang Feng, et al. · SSRN Electronic Journal
Works count: 12
Citation count: 23
H-index: 3
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