王文元
职称：副教授
职务：
学历：博士
电子邮件：wwywang@xmu.edu.cn
联系电话：**
办 公 室：物理机电航空大楼521




教育经历： Wuhan University, Ph.D. in Mathematics, 2010-2013
Jiangxi Normal University, Master in Mathematics, 2007-2010
Jiangxi Normal University, Bachelor in Mathematics, 2003-2007
工作经历： Concordia University, Visiting Scholar, Nov. 2018-Nov. 2019
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
研究方向： 研究兴趣（Current Research Interests）
Acturial Risk Theory,
Risk Measure Theory,
Financial Mathematics,
Empirical Likelihood Inference.
目前研究问题（Ongoing Projects）
Empirical likelihood inference with Triangular arrays (with Liqun Xiao @Guang Zhou University)
Lévy process and its applications (with Prof. Zhou, Xiaowen @ Concordia University)

授课情况： ●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)

主持项目：
●PI: National Natural Science Foundation of China, No. **, 400K (CNY), 2017-2020.
● PI: National Natural Science Foundation of China, No. **, 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.
论文： ● Chen Mi; Yuen Kamchuen; Wang, Wenyuan*; Optimal reinsurance and dividends with transaction costs and taxes under thinning structure. Online. Scandinavian Actuarial Journal (2020), 1-20. (91B30 93E20).
● Wang, Wenyuan; Wu, Xueyuan; Chi, Cheng; Optimal implementation delay of taxation with trade-off for Lévy risk processes. Online. European Actuarial Journal (2020), 1-33. (60G51 91B30).
● Wang, Wenyuan; Zhou, Xiaowen; Draw-down Parisian ruin for spectrally negative Lévy processes. To appear. Advances in Applied Probability (2020), 52(4), 1-33. (60G51 97M30).
● Wang, Wenyuan; Chen, Ping; Li, Shuanming; Generalized expected discounted penalty function at general drawdown for Lévy risk processes. Insurance: Mathematics and Economics (2020), 91, 12-25. (60G51 91B30).
● Wang, Wenyuan; Zhou, Xiaowen; A draw-down reflected spectrally negative Lévy process. Online. Journal of Theoretical Probability (2019), 1-24. (60G51).
● Wang, Wenyuan; Zhang, Zhimin; Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time. Advances in Applied Probability (2019), 51(3), 865-897. (60G51 93E20).
● Wang, Wenyuan; Zhang, Zhimin; Computing the Gerber-Shiu Function by Frame Duality Projection. Scandinavian Actuarial Journal (2019), 2019(4), 291-307. (91-08 91B30 60G51).
● 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).
● Wang, Wenyuan; Ming, Ruixing*; Two-side exit problems for taxed Lévy risk process involving the general draw-down time. Statistics & Probability Letters (2018), 138, 66-74. (60J60 60K15).
● Cui, Zhaolei; Edward Omey; Wang, Wenyuan; Wang, Yuebao; Asymptotics of convolution with the semi-regular-variation tail and its application to risk. Extremes (2018), 21(4), 509-532. (60E07 60F99).
● 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), 2018, 933-952.
● Wang, Wenyuan; Wu, Xueyuan; Peng, Xingchun; Yuen, Kamchuen; A note on joint occupation times of spectrally negative Lévy risk processes with tax. Statistics & Probability Letters (2018), 140, 13-22. (60J60 60K15).
● Ming, Ruixing; Wang, Wenyuan*; Hu, Yijun; On Maximizing Expected Discounted Taxation in a Risk Process with Interest. Statistics & Probability Letters (2017), 122, 128-140. (60J60 60K15).
● Xiao, Liqun; Wang, Wenyuan*; Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data. Journal of the Korean Statistical Society (2017), 46(3), 375-389. (60J60 60K15).
● 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).
● Peng, Xingchun; Wang, Wenyuan*; Optimal investment and risk control for an insurer under inside information. Insurance: Mathematics and Economics 69 (2016), 104–116. (60J60 60K15).
● Wang, Wenyuan*; Xiao, Liqun*; Optimal Reinsurance Under GlueVaR Distortion Risk Measures. Chinese Journal of applied probability and statistics (2017), 33(3), 267-284. (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).
● Maiwuludai; Wang, Wenyuan*; Optimal dividend strategy in a jump-diffusion model with a linear barrier constraint. Chinese Journal of applied probability and statistics 32 (2016), no. 4, 376–392. (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.
● Peng, Xingchun; Wang, Wenyuan; Hu, Yijun; On the Markov-dependent risk model with tax. Applied Mathematics-A Journal of Chinese Universities Series B 30 (2015), no. 2, 187–196.
● 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. Applied Mathematics-A Journal of Chinese Universities Series B 28 (2013), no. 1, 27–39. (91B30 60K05).
● Zhang, Aili; Wang, Wenyuan; Hu, Yijun*; On the generalized risk measures. Applied Mathematics-A Journal of Chinese Universities Series B 27 (2012), no. 3, 281–289. (91B30 60E15).
● Wu, Hao*; Wang, Wenyuan; Ren, Jie; Anticipated backward stochastic differential equations with non-Lipschitz coefficients. Statistics & Probability Letters 82 (2012), no. 3, 672–682. (60H10).
● Wang, Wenyuan*; Hu, Yijun; Optimal loss-carry-forward taxation for the Lévy risk model. Insurance: Mathematics and Economics 50 (2012), no. 1, 121–130. 91B30 (60G51 93E20).
● Wang, Wenyuan; Ming, Ruixing*; Hu, Yijun; On the expected discounted penalty function for risk process with tax. Statistics & Probability Letters 81 (2011), no. 4, 489–501. (91B30 60K10).
● Ming, Ruixing*; Wang, Wenyuan; Xiao, Liqun; On the time value of absolute ruin with tax. Insurance: Mathematics and Economics 46 (2010), no. 1, 67–84. (91B30).