Edit Profile (opens in new tab) Wu, Lan Co-Author Distance Author ID: wu.lan Published as: Wu, Lan Documents Indexed: 40 Publications since 1983 Co-Authors: 31 Co-Authors with 31 Joint Publications 1,417 Co-Co-Authors all top 5 Co-Authors 1 single-authored 4 Li, Haizhong 4 Yang, Yuehan 3 Yang, Jingping 2 Bai, Yang 2 Carney, John F. III 2 Guo, Xi 2 Zang, Xin 1 Camouzis, Elias 1 Chen, Xueyan 1 Chen, Zhixue 1 Cheng, Yuan 1 Cui, Wei 1 Feng, Xiaoliang 1 Fu, Jingxue 1 He, Jifeng 1 Huang, Jing-zhi 1 Ladas, Gerasimos E. 1 Lim, Dongkyu 1 Liu, Hanzhong 1 Ma, Xiaojing 1 Manafian Heris, Jalil 1 Ni, Jun 1 Qi, Feng 1 Qi, Yongcheng 1 Wang, Xianfeng 1 Wei, Fancheng 1 Wen, Chenglin 1 Wu, Shuo 1 Yu, Shuang 1 Zhang, Xiao 1 Zhang, Xin 1 Zhao, Hongxin 1 Zhou, Dasheng all top 5 Serials 4 Quantitative Finance 3 Insurance Mathematics & Economics 3 Statistics & Probability Letters 2 International Journal of Mechanical Sciences 2 Journal of Sound and Vibration 2 Tsinghua Science and Technology 1 Houston Journal of Mathematics 1 Mathematical Methods in the Applied Sciences 1 Applied Mathematics and Computation 1 Demonstratio Mathematica 1 Journal of Applied Probability 1 Journal of Computational and Applied Mathematics 1 Journal of Statistical Planning and Inference 1 Monatshefte für Mathematik 1 Advances in Mathematics 1 Acta Mathematicae Applicatae Sinica. English Series 1 Acta Scientiarum Naturalium Universitatis Pekinensis 1 Journal of Theoretical Probability 1 Communications in Statistics. Theory and Methods 1 Computational Statistics and Data Analysis 1 Mathematical Problems in Engineering 1 Discrete Dynamics in Nature and Society 1 Acta Mathematica Sinica. English Series 1 International Journal of Pure and Applied Mathematics 1 Frontiers of Mathematics in China 1 Advances in Mathematical Physics 1 Science China. Mathematics 1 Scientia Sinica. Mathematica 1 Communications in Mathematics all top 5 Fields 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Probability theory and stochastic processes (60-XX) 7 Differential geometry (53-XX) 5 Statistics (62-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Mechanics of particles and systems (70-XX) 2 Mechanics of deformable solids (74-XX) 2 Systems theory; control (93-XX) 1 Number theory (11-XX) 1 Special functions (33-XX) 1 Partial differential equations (35-XX) 1 Difference and functional equations (39-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 25 Publications have been cited 192 times in 149 Documents Cited by ▼ Year ▼ Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles. Zbl 1284.91222Cui, Wei; Yang, Jingping; Wu, Lan 63 2013 Nonnegative-Lasso and application in index tracking. Zbl 1471.62220Wu, Lan; Yang, Yuehan; Liu, Hanzhong 26 2014 Nonnegative elastic net and application in index tracking. Zbl 1364.91156Wu, Lan; Yang, Yuehan 21 2014 Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling. Zbl 1353.62076Yang, Yuehan; Wu, Lan 14 2016 Asymptotics for dependent Bernoulli random variables. Zbl 1241.60015Wu, Lan; Qi, Yongcheng; Yang, Jingping 13 2012 Occupation times of hyper-exponential jump diffusion processes with application to price step options. Zbl 1333.60177Wu, Lan; Zhou, Jiang 8 2016 The time of deducting fees for variable annuities under the state-dependent fee structure. Zbl 1314.91149Zhou, Jiang; Wu, Lan 8 2015 Occupation times of Lévy-driven Ornstein-Uhlenbeck processes with two-sided exponential jumps and applications. Zbl 1377.60056Zhou, Jiang; Wu, Lan; Bai, Yang 7 2017 Analytic value function for optimal regime-switching pairs trading rules. Zbl 1400.91527Bai, Yang; Wu, Lan 6 2018 Valuing equity-linked death benefits with a threshold expense strategy. Zbl 1318.91128Zhou, Jiang; Wu, Lan 5 2015 Proper biharmonic submanifolds in a sphere. Zbl 1260.53109Wang, Xian Feng; Wu, Lan 4 2012 Occupation times of refracted double exponential jump diffusion processes. Zbl 1397.60111Zhou, Jiang; Wu, Lan 3 2015 The distribution of refracted Lévy processes with jumps having rational Laplace transforms. Zbl 1400.60070Zhou, Jiang; Wu, Lan 2 2017 Occupation times of general Lévy processes. Zbl 1408.60037Wu, Lan; Zhou, Jiang; Yu, Shuang 2 2017 Initial collapse of braced elliptical tubes under lateral compression. Zbl 0904.73020Wu, Lan; Carney, John F. III 2 1997 Substructuring and modal synthesis for damped systems. Zbl 0545.70028Wu, L.; Greif, R. 1 1983 Experimental analyses of collapse behaviors of braced elliptical tubes under lateral compression. Zbl 0939.74504Wu, Lan; Carney, John F. III 1 1998 Convergence and optimality of BS-type discrete hedging strategy under stochastic interest rate. Zbl 1235.91161He, JiFeng; Wu, Lan 1 2011 On the global character of the system \(x_{n+1}=\frac{\alpha_1+\gamma_1y_n}{x_n}\) and \(y_{n+1}=\frac{\beta_2x_n+\gamma_2y_n}{B_2x_n+C_2y_n}\). Zbl 1177.39013Camouzis, E.; Ladas, G.; Wu, L. 1 2009 Isometric spacelike immersions of space forms in indefinite space forms. Zbl 1017.53023Li, Haizhong; Wu, Lan 1 2001 An inequality between Willmore functional and Weyl functional for submanifolds in space forms. Zbl 1213.53082Wu, Lan; Li, Haizhong 1 2009 Optimal control problem for an insurance surplus model with debt liability. Zbl 1292.93156Wei, Fancheng; Wu, Lan; Zhou, Dasheng 1 2014 Constructing long-short stock portfolio with a new listwise learn-to-rank algorithm. Zbl 1484.91441Zhang, Xin; Wu, Lan; Chen, Zhixue 1 2022 Two identities and closed-form formulas for the Bernoulli numbers in terms of central factorial numbers of the second kind. Zbl 1510.11075Chen, Xue-Yan; Wu, Lan; Lim, Dongkyu; Qi, Feng 1 2022 Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein-Uhlenbeck process. Zbl 1454.91267Wu, Lan; Zang, Xin; Zhao, Hongxin 1 2020 Constructing long-short stock portfolio with a new listwise learn-to-rank algorithm. Zbl 1484.91441Zhang, Xin; Wu, Lan; Chen, Zhixue 1 2022 Two identities and closed-form formulas for the Bernoulli numbers in terms of central factorial numbers of the second kind. Zbl 1510.11075Chen, Xue-Yan; Wu, Lan; Lim, Dongkyu; Qi, Feng 1 2022 Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein-Uhlenbeck process. Zbl 1454.91267Wu, Lan; Zang, Xin; Zhao, Hongxin 1 2020 Analytic value function for optimal regime-switching pairs trading rules. Zbl 1400.91527Bai, Yang; Wu, Lan 6 2018 Occupation times of Lévy-driven Ornstein-Uhlenbeck processes with two-sided exponential jumps and applications. Zbl 1377.60056Zhou, Jiang; Wu, Lan; Bai, Yang 7 2017 The distribution of refracted Lévy processes with jumps having rational Laplace transforms. Zbl 1400.60070Zhou, Jiang; Wu, Lan 2 2017 Occupation times of general Lévy processes. Zbl 1408.60037Wu, Lan; Zhou, Jiang; Yu, Shuang 2 2017 Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling. Zbl 1353.62076Yang, Yuehan; Wu, Lan 14 2016 Occupation times of hyper-exponential jump diffusion processes with application to price step options. Zbl 1333.60177Wu, Lan; Zhou, Jiang 8 2016 The time of deducting fees for variable annuities under the state-dependent fee structure. Zbl 1314.91149Zhou, Jiang; Wu, Lan 8 2015 Valuing equity-linked death benefits with a threshold expense strategy. Zbl 1318.91128Zhou, Jiang; Wu, Lan 5 2015 Occupation times of refracted double exponential jump diffusion processes. Zbl 1397.60111Zhou, Jiang; Wu, Lan 3 2015 Nonnegative-Lasso and application in index tracking. Zbl 1471.62220Wu, Lan; Yang, Yuehan; Liu, Hanzhong 26 2014 Nonnegative elastic net and application in index tracking. Zbl 1364.91156Wu, Lan; Yang, Yuehan 21 2014 Optimal control problem for an insurance surplus model with debt liability. Zbl 1292.93156Wei, Fancheng; Wu, Lan; Zhou, Dasheng 1 2014 Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles. Zbl 1284.91222Cui, Wei; Yang, Jingping; Wu, Lan 63 2013 Asymptotics for dependent Bernoulli random variables. Zbl 1241.60015Wu, Lan; Qi, Yongcheng; Yang, Jingping 13 2012 Proper biharmonic submanifolds in a sphere. Zbl 1260.53109Wang, Xian Feng; Wu, Lan 4 2012 Convergence and optimality of BS-type discrete hedging strategy under stochastic interest rate. Zbl 1235.91161He, JiFeng; Wu, Lan 1 2011 On the global character of the system \(x_{n+1}=\frac{\alpha_1+\gamma_1y_n}{x_n}\) and \(y_{n+1}=\frac{\beta_2x_n+\gamma_2y_n}{B_2x_n+C_2y_n}\). Zbl 1177.39013Camouzis, E.; Ladas, G.; Wu, L. 1 2009 An inequality between Willmore functional and Weyl functional for submanifolds in space forms. Zbl 1213.53082Wu, Lan; Li, Haizhong 1 2009 Isometric spacelike immersions of space forms in indefinite space forms. Zbl 1017.53023Li, Haizhong; Wu, Lan 1 2001 Experimental analyses of collapse behaviors of braced elliptical tubes under lateral compression. Zbl 0939.74504Wu, Lan; Carney, John F. III 1 1998 Initial collapse of braced elliptical tubes under lateral compression. Zbl 0904.73020Wu, Lan; Carney, John F. III 2 1997 Substructuring and modal synthesis for damped systems. Zbl 0545.70028Wu, L.; Greif, R. 1 1983 all cited Publications top 5 cited Publications all top 5 Cited by 235 Authors 14 Boonen, Tim J. 8 Wu, Lan 8 Yang, Yuehan 8 Zhuang, Shengchao 7 Cheung, Ka Chun 6 Lo, Ambrose 6 Zhang, Yiying 5 Ghossoub, Mario 5 Tan, Ken Seng 4 Asimit, Alexandru V. 4 Chi, Yichun 4 Liu, Haiyan 4 Xia, Siwei 3 Chong, Wing Fung 3 Jin, Zhuo 3 Li, Ning 3 Wang, Ruodu 3 Yang, Hu 3 Zhang, Li-Xin 3 Zhang, Yang 3 Zhang, Zhimin 2 Ai, Meiqiao 2 Anis, Hassan T. 2 Bertoin, Jean 2 Cai, Jun 2 Chen, Yanhong 2 Cui, Wei 2 Gava, Renato Jacob 2 Glauner, Alexander 2 González-Navarrete, Manuel 2 Hu, Junlei 2 Jiang, Wenjun 2 Kwon, Roy H. 2 Li, Bo 2 Ma, Huanhuan 2 Meng, Hui 2 Miao, Yu 2 Qian, Linyi 2 Shi, Fangquan 2 Shu, Lianjie 2 Weng, Chengguo 2 Wong, Hoi Ying 2 Xu, Zuoquan 2 Yam, Sheung Chi Phillip 2 Yu, Wenguang 2 Zhang, Lili 2 Zhang, Nan 2 Zheng, Yanting 2 Zhou, Xiaowen 1 Amiri, Masoud 1 Andrianov, Igor I. 1 Aoudia, Djilali Ait 1 Asimit, Vali 1 Assa, Hirbod 1 Avram, Florin 1 Bacinello, Anna Rita 1 Badescu, Alexandru M. 1 Bai, Yang 1 Balbás, Alejandro 1 Balbás, Beatriz 1 Balbás, Raquel 1 Bäuerle, Nicole 1 Bekker, René 1 Bølviken, Erik 1 Černý, Michal 1 Chen, Hansen 1 Chen, Kexin 1 Chen, Lv 1 Chen, Yinjun 1 Chesney, Marc 1 Chiu, Mei Choi 1 Chow, Sy-Miin 1 Ciuperca, Gabriela 1 Clempner, Julio B. 1 Cole, Pamela M. 1 Coletti, Cristian F. 1 Costa, Giorgio 1 Cui, Zhenyu 1 Deng, Yingchun 1 Detemple, Jerome B. 1 Dhaene, Jan 1 Ding, Hao 1 Ding, Yujia 1 Diskovsky, Alexander A. 1 Du, Li 1 Embrechts, Paul 1 Endres, Sylvia 1 Escobar Anel, Marcos 1 Farkas, Walter 1 Feng, Runhuan 1 Fetcu, Dorel 1 Fildes, Robert 1 Gaines, Brian R. 1 Gan, Guojun 1 Gao, Tao 1 Gavagan, Joshua 1 Genčev, Marian 1 Guan, Zhida 1 Guo, Xi 1 Han, Ziqi ...and 135 more Authors all top 5 Cited in 59 Serials 26 Insurance Mathematics & Economics 10 Scandinavian Actuarial Journal 6 European Journal of Operational Research 6 Quantitative Finance 6 ASTIN Bulletin 5 Applied Mathematics and Computation 5 Journal of Computational and Applied Mathematics 5 Statistics & Probability Letters 5 Communications in Statistics. Theory and Methods 4 North American Actuarial Journal 4 Journal of Industrial and Management Optimization 4 Statistical Theory and Related Fields 3 Journal of Mathematical Analysis and Applications 3 Journal of Mathematical Physics 3 Journal of Applied Probability 3 Results in Mathematics 2 Journal of Statistical Physics 2 Journal of Statistical Planning and Inference 2 Probability Theory and Related Fields 2 Computational Statistics and Data Analysis 2 Statistical Papers 2 Probability in the Engineering and Informational Sciences 1 Computers & Mathematics with Applications 1 Indian Journal of Pure & Applied Mathematics 1 Psychometrika 1 Journal of Geometry and Physics 1 Annals of the Institute of Statistical Mathematics 1 Journal of Econometrics 1 Journal of Mathematical Economics 1 Operations Research 1 SIAM Journal on Control and Optimization 1 Chinese Annals of Mathematics. Series B 1 Bulletin of the Iranian Mathematical Society 1 Acta Mathematicae Applicatae Sinica. English Series 1 Computers & Operations Research 1 Journal of Theoretical Probability 1 Annals of Operations Research 1 Journal of Global Optimization 1 Communications in Statistics. Simulation and Computation 1 Journal of Statistical Computation and Simulation 1 Test 1 Applied Mathematics. Series B (English Edition) 1 Journal of Mathematical Sciences (New York) 1 Electronic Communications in Probability 1 Mathematical Methods of Operations Research 1 International Journal of Theoretical and Applied Finance 1 Statistical Inference for Stochastic Processes 1 Communications in Nonlinear Science and Numerical Simulation 1 CEJOR. Central European Journal of Operations Research 1 Optimization and Engineering 1 Journal of Systems Science and Complexity 1 Decisions in Economics and Finance 1 Journal of Machine Learning Research (JMLR) 1 Stochastics 1 SIAM Journal on Financial Mathematics 1 Journal of Computational and Graphical Statistics 1 Statistics and Computing 1 AMM. Applied Mathematics and Mechanics. (English Edition) 1 Frontiers of Mathematical Finance all top 5 Cited in 18 Fields 86 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 44 Statistics (62-XX) 42 Probability theory and stochastic processes (60-XX) 15 Operations research, mathematical programming (90-XX) 8 Numerical analysis (65-XX) 5 Differential geometry (53-XX) 4 Statistical mechanics, structure of matter (82-XX) 4 Systems theory; control (93-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Mechanics of deformable solids (74-XX) 2 Combinatorics (05-XX) 2 Integral equations (45-XX) 2 Computer science (68-XX) 1 General and overarching topics; collections (00-XX) 1 Number theory (11-XX) 1 Partial differential equations (35-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) Citations by Year