Chuancun Yin

发表

Spectrally negative Lévy risk model under Erlangized barrier strategy

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

A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy

Heli Gao, Chuancun Yin, 2008, Appl. Math. Comput..

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

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

Exit problems for jump processes with applications to dividend problems

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

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

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

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..

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

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

The CI-index: a new index to characterize the scientific output of researchers pdf

Chuancun Yin, Xiuyan Sha, Xuehua Yin, 2019, ArXiv.

A unifying approach to constrained and unconstrained optimal reinsurance

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

On a Dual Model with Barrier Strategy

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

The Ornstein-Uhlenbeck-Type Model with a Hybrid Dividend Strategy

Dan Zhu, Chuancun Yin, 2013, J. Appl. Math..

On the last exit times for spectrally negative Lévy processes

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

Discrete-Time Geo x /G/1 Queue with Geometrically Working Vacations and Vacation Interruption

Shan Gao, Chuancun Yin, 2013 .

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

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

Multivariate double truncated expectation and covariance risk measures for elliptical distributions

Chuancun Yin, Baishuai Zuo, 2021 .

Expressions for joint moments of elliptical distributions

Narayanaswamy Balakrishnan, Chuancun Yin, Baishuai Zuo, 2021, J. Comput. Appl. Math..

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

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

A new class of symmetric distributions including the elliptically symmetric logistic

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

Optimal reinsurance policy under a new distortion risk measure

Chuancun Yin, Dan Zhu, 2021, Communications in Statistics - Theory and Methods.

TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS

Chuancun Yin, Baishuai Zuo, 2021 .

Stochastic orderings of multivariate elliptical distributions

Chuancun Yin, 2021, Journal of Applied Probability.

Stochastic Orderings of the Location-Scale Mixture of Elliptical Distribution

Chuancun Yin, Tong Pu, 2021 .

Multivariate tail covariance for generalized skew-elliptical distributions

Chuancun Yin, Baishuai Zuo, 2021 .

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..

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

Narayanaswamy Balakrishnan, Chuancun Yin, Tong Pu, 2021 .

Tail conditional risk measures for location-scale mixture of elliptical distributions

Chuancun Yin, Baishuai Zuo, 2021, Journal of Statistical Computation and Simulation.

Approximation for the ruin probabilities in a discrete time risk model with dependent risks

Chuancun Yin, Yinfeng Wang, 2010 .

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 .

Uniform estimate for the tail probabilities of randomly weighted sums

Chuancun Yin, Yinfeng Wang, Xin-sheng Zhang, 2014 .

Hitting Time and Place of Brownian Motion with Drift

Chuancun Yin, Chunwei Wang, 2009 .

Solution of Hamilton-Jacobi-Bellman Equation in Optimal Reinsurance Strategy under Dynamic VaR Constraint

Chuancun Yin, Yuzhen Wen, 2019, Journal of Function Spaces.

The perturbed Sparre Andersen model with a threshold dividend strategy

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

Nonexponential asymptotics for the solutions of renewal equations, with applications

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

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

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

On occupation times for a risk process with reserve-dependent premium

Chuancun Yin, S. N. Chiu, 2002 .

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

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

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

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

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

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

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

Chuancun Yin, 1999 .