C. Yin

发表

The Perturbed Compound Poisson Risk Process with Investment and Debit Interest

C. Yin, Chunwei Wang, 2010 .

An extension of Paulsen–Gjessing’s risk model with stochastic return on investments

C. Yin, Yuzhen Wen, 2013, 1302.6757.

Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory

C. Yin, K. Yuen, 2011, 1101.0445.

Optimality of the threshold dividend strategy for the compound Poisson model

C. Yin, K. Yuen, 2011 .

Optimal dividends problem with a terminal value for spectrally positive Levy processes

C. Yin, Yuzhen Wen, 2013, 1302.6011.

ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS

C. Yin, Yuzhen Wen, Yongxia Zhao, 2013, ASTIN Bulletin.

Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs

C. Yin, K. Yuen, 2014, 1409.0407.

Optimal dividend problem with a terminal value for spectrally positive Lvy processes

C. Yin, Yuzhen Wen, 2013 .

On Jensen’s inequality, Hölder’s inequality, and Minkowski’s inequality for dynamically consistent nonlinear evaluations

Chuancun Yin, Helin Wu, C. Yin, 2015 .

Some generalized Volterra–Fredholm type dynamical integral inequalities in two independent variables on time scale pairs

Haidong Liu, C. Yin, 2020 .

On the complete monotonicity of the compound geometric convolution with applications in risk theory

Sung Nok Chiu, Chuancun Yin, S. Chiu, 2014 .

The First Passage Time Problem for Mixed-Exponential Jump Processes with Applications in Insurance and Finance

C. Yin, Yuzhen Wen, Zhaojun Zong, 2013, 1302.6762.

Doubly truncated moment risk measures for elliptical distributions

C. Yin, Baishuai Zuo, 2022, 2203.01091.

“On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006

C. Yin, 2006 .

Passage times for a spectrally negative Lévy process with applications to risk theory

Sung Nok Chiu, Chuancun Yin, S. Chiu, 2005 .

The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion

Chuancun Yin, S. Chiu, C. Yin, 2003 .

The first exit time and ruin time for a risk process with reserve-dependent income☆

Sung Nok Chiu, Chuancun Yin, S. Chiu, 2002 .

Optimal dividends and capital injections for a spectrally positive Lévy process

C. Yin, Yongxia Zhao, Rongming Wang, 2016 .

Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables

C. Yin, K. Yuen, 2011, 1101.4056.

Exit Problems for Jump Processes Having Double-Sided Jumps with Rational Laplace Transforms

C. Yin, Yuzhen Wen, 2014 .

ST ] 1 6 O ct 2 01 9 Stochastic Orderings of Multivariate Elliptical Distributions

C. Yin, 2019 .

Optimal Reciprocal Reinsurance under GlueVaR Distortion Risk Measures

C. Yin, Yuxia Huang, 2019, Journal of Mathematical Finance.

A New Class of Multivariate Elliptically Contoured Distributions with Inconsistency Property

C. Yin, Yeshunying Wang, 2020, Methodology and Computing in Applied Probability.

A new multivariate dependence measure based on comonotonicity

C. Yin, Ying Zhang, 2014, 1410.7845.

The Exit Time and the Dividend Value Function for One-Dimensional Diffusion Processes

M. Zhou, C. Yin, P. Li, 2013 .

Convexity of Ruin Probability and Optimal Dividend Strategies for a General Lévy Process

C. Yin, K. Yuen, Ying Shen, 2011, TheScientificWorldJournal.

Two-Sided First Exit Problem for Jump Diffusion Distribution Processes Having Jumps with a Mixture of Erlang

C. Yin, Yuzhen Wen, 2013 .

Two-Sided First Exit Problem for Jump Diffusion Processes Having Jumps with a Mixture of Erlang Distribution *

C. Yin, Yuzhen Wen, 2013 .

Stochastic interest model driven by compound Poisson process and Brownian motion with applications in life contingencies

C. Yin, Xia Zhao, Zhiyue Huang, 2018 .

New class of distortion risk measures and their tail asymptotics with emphasis on VaR

C. Yin, Dan Zhu, 2015, 1503.08586.

Stochastic ordering of Gini indexes for multivariate elliptical random variables.

C. Yin, 2019, 1908.01943.

On the last exit times for spectrally negative Lévy processes

Yingqiu Li, Xiaowen Zhou, Chuancun Yin, 2016, Journal of Applied Probability.

Joint Mixability of Elliptical Distributions and Related Families

C. Yin, Dan Zhu, 2017, 1706.05499.

Sharp convex bounds on the aggregate sums--An alternative proof

C. Yin, Dan Zhu, 2016, 1603.05373.

Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables

C. Yin, K. Yuen, 2012, Chinese Annals of Mathematics, Series B.

The mixability of elliptical distributions with supermodular functions.

C. Yin, Xiaoqian Zhang, 2017, 1711.05085.

Tail Conditional Moments for Location-Scale Mixture of Elliptical Distributions

C. Yin, Xiangyu Han, 2022, Mathematics.

Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory

C. Yin, K. Yuen, 2013, Frontiers of Mathematics in China.

A new class of symmetric distributions including the elliptically symmetric logistic

Chuancun Yin, Xiuyan Sha, C. Yin, 2018, Communications in Statistics - Theory and Methods.

Stochastic orderings of multivariate elliptical distributions

C. Yin, 2019, Journal of Applied Probability.

Asymptotics for solutions of a defective renewal equation with applications

C. Yin, Xiang-hua Zhao, 2008 .

A unified treatment of characteristic functions of symmetric multivariate and related distributions

Chuancun Yin, Hua Dong, C. Yin, 2021, 2112.06472.

Representations of the Riemann zeta function: A probabilistic approach

C. Yin, Yuxia Huang, Jiamei Liu, 2019, 1901.11183.

Nonexponential asymptotics for the solutions of renewal equations, with applications

Chuancun Yin, C. Yin, Junsheng Zhao, 2006, Journal of Applied Probability.

Exit problems for jump processes with applications to dividend problems

Ying Shen, Chuancun Yin, Yuzhen Wen, 2013, J. Comput. Appl. Math..

The perturbed Sparre Andersen model with a threshold dividend strategy

Chuancun Yin, Heli Gao, C. Yin, 2008 .

Probabilistic hesitant fuzzy TOPSIS emergency decision-making method based on the cumulative prospect theory

Zeshui Xu, Chuancun Yin, Xiuyan Sha, 2021, J. Intell. Fuzzy Syst..

Some results on multivariate measures of elliptical and skew-elliptical distributions: higher-order moments, skewness and kurtosis

C. Yin, Xueying Yu, 2023, AIMS Mathematics.

The Finite-time Ruin Probabilities of a Bidimensional risk model with Constant Interest Force and correlated Brownian Motions

C. Yin, K. Yuen, Minghe Zhou, 2013, 1310.7995.

A Diffusion Perturbed Risk Process with Stochastic Return on Investments

S. Chiu, C. Yin, 2004 .

Multivariate doubly truncated moments for generalized skew-elliptical distributions with application to multivariate tail conditional risk measures

C. Yin, Baishuai Zuo, 2022, 2203.00839.

Spectrally negative Lévy risk model under Erlangized barrier strategy

Hua Dong, Hongshuai Dai, Chuancun Yin, 2019, J. Comput. Appl. Math..

Dividend payments in the classical risk model under absolute ruin with debit interest

C. Yin, Chunwei Wang, 2009 .

Stochastic Optimal Control of Investment and Dividend Payment Model under Debt Control with Time-Inconsistency

C. Yin, Dan Zhu, 2018, Mathematical Problems in Engineering.

Elliptical distribution‐based weight‐determining method for ordered weighted averaging operators

Zeshui Xu, Xiuyan Sha, Chuancun Yin, 2018, Int. J. Intell. Syst..

Elliptical Distributions-Based Weights-Determining Method for OWA Operators pdf

Zeshui Xu, Chuancun Yin, Xiuyan Sha, 2018, ArXiv.

A unifying approach to constrained and unconstrained optimal reinsurance

Chuancun Yin, Yuxia Huang, C. Yin, 2018, J. Comput. Appl. Math..

Remarks on Equality of Two Distributions under Some Partial Orders

C. Yin, 2018, Acta Mathematicae Applicatae Sinica (English Series).

Remarks on Equality of Two Distributions under Some Partial Orders

C. Yin, 2015, 1505.04485.

Two Sufficient Conditions for Convex Ordering on Risk Aggregation

C. Yin, Dan Zhu, 2018 .

A Novel Exploration of Diffusion Process based on Multi-types Galton-Watson Forests

C. Yin, Yan-Ju Zhu, Qilin Li, 2022, ArXiv.

Moments of the first passage time of one-dimensional diffusion with two-sided barriers

C. Yin, Huiqing Wang, 2008 .

The expected discounted penalty function under a renewal risk model with stochastic income

Yongxia Zhao, Chuancun Yin, C. Yin, 2011, Appl. Math. Comput..

An Identity for Expectations and Characteristic Function of Matrix Variate Skew-normal Distribution with Applications to Associated Stochastic Orderings

N. Balakrishnan, C. Yin, Tong Pu, 2021, Communications in Mathematics and Statistics.

Complete monotonicity of the probability of ruin and de Finetti’s dividend problem

C. Yin, Hua Dong, 2012, J. Syst. Sci. Complex..

Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: An alternative approach

Chuancun Yin, Chunwei Wang, C. Yin, 2009, J. Comput. Appl. Math..

Stochastic Interest Model Based on Compound Poisson Process and Applications in Actuarial Science

C. Yin, Xia Zhao, Hongshuai Dai, 2017 .

Optimal Dividend Problem for a Compound Poisson Risk Model

C. Yin, Ying Shen, 2014 .

Optimal dividend problem for a generalized compound Poisson risk model

C. Yin, 2013, 1305.1747.

Optimal reinsurance with both proportional and fixed costs

M. Zhou, C. Yin, Peng Li, 2015 .

On a Dual Model with Barrier Strategy

Chuancun Yin, Yuzhen Wen, C. Yin, 2012, J. Appl. Math..

CONVEXITY OF RUIN PROBABILITY AND OPTIMAL DIVIDEND

C. Yin, K. Yuen, Ying Shen, 2014 .

Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes

C. Yin, K. Yuen, Ying Shen, 2013, Acta Mathematicae Applicatae Sinica, English Series.

On optimality of the barrier strategy for a general Lévy risk process

Chuancun Yin, Kam Chuen Yuen, C. Yin, 2011, Math. Comput. Model..

Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes

C. Yin, K. Yuen, Ying Shen, 2011, 1101.0446.

The First Passage Time and the Dividend Value Function for One-Dimensional Diffusion Processes between Two Reflecting Barriers

C. Yin, Huiqing Wang, 2012 .

The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift

Chuancun Yin, C. Yin, 1999 .