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Author

Wen-Yuan Wang

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Preprint Sep 2026

Optimal Reinsurance-Dividend Strategy with Fixed Transaction Costs in a Regime-Switching Brownian Risk Model: A Viscosity Solution to the Impulse Control Problem

We consider a problem of optimal proportional reinsurance-dividend distribution under a Brownian risk model, where both the drift and volatility coefficients are subject to endogenous regime-switching. Dividend payments are subject to fixed transaction costs. The problem is formulated as a two-dimensional stochastic co...

Wen-Yuan Wang, Zuo-Quan Xu, Kai-Xin Yan · 0 citations
Open access Aug 2026

Value maximization under present-biased preferences

We examine a value-maximizing problem involving present-biased behavior, a prevalent and empirically observed psychological phenomenon, in a firm’s strategic decisions on earnings retention, payout, and capital injections. By modeling present-biased preferences using stochastic quasi-hyperbolic discounting, we frame...

Kai-Xin Yan, Wen-Yuan Wang, Jinxia Zhu · 0 citations

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