Chuancun Yin

According to our database, Chuancun Yin authored at least 22 papers between 2008 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2024

Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions.

Chuancun Yin, Narayanaswamy Balakrishnan

J. Multivar. Anal., 2024

2023

Covariance Representations and Coherent Measures for Some Entropies.

Baishuai Zuo, Chuancun Yin

Entropy, November, 2023

A Lévy risk model with ratcheting and barrier dividend strategies.

Hui Gao, Chuancun Yin

Math. Found. Comput., 2023

2022

Multivariate tail covariance risk measure for generalized skew-elliptical distributions.

Baishuai Zuo, Chuancun Yin

J. Comput. Appl. Math., 2022

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

Yanjiao Zhu, Qilin Li, Wanquan Liu, Chuancun Yin, Zhenlong Gao

CoRR, 2022

2021

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

Xiuyan Sha, Chuancun Yin, Zeshui Xu, Shen Zhang

J. Intell. Fuzzy Syst., 2021

Expressions for joint moments of elliptical distributions.

Baishuai Zuo, Chuancun Yin, Narayanaswamy Balakrishnan

J. Comput. Appl. Math., 2021

Stochastic orderings of multivariate elliptical distributions.

Chuancun Yin

J. Appl. Probab., 2021

2019

A unifying approach to constrained and unconstrained optimal reinsurance.

Yuxia Huang, Chuancun Yin

J. Comput. Appl. Math., 2019

Spectrally negative Lévy risk model under Erlangized barrier strategy.

Hua Dong, Chuancun Yin, Hongshuai Dai

J. Comput. Appl. Math., 2019

Elliptical distribution-based weight-determining method for ordered weighted averaging operators.

Xiuyan Sha, Zeshui Xu, Chuancun Yin

Int. J. Intell. Syst., 2019

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

Xuehua Yin, Xiuyan Sha, Chuancun Yin

CoRR, 2019

2018

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

Xiuyan Sha, Zeshui Xu, Chuancun Yin

CoRR, 2018

2017

On the last exit times for spectrally negative Lévy processes.

Yingqiu Li, Chuancun Yin, Xiaowen Zhou

J. Appl. Probab., 2017

2013

Exit problems for jump processes with applications to dividend problems.

Chuancun Yin, Ying Shen, Yuzhen Wen

J. Comput. Appl. Math., 2013

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

Dan Zhu, Chuancun Yin

J. Appl. Math., 2013

2012

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

Hua Dong, Chuancun Yin

J. Syst. Sci. Complex., 2012

On a Dual Model with Barrier Strategy.

Yuzhen Wen, Chuancun Yin

J. Appl. Math., 2012

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

Yongxia Zhao, Chuancun Yin

Appl. Math. Comput., 2012

2011

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

Kam Chuen Yuen, Chuancun Yin

Math. Comput. Model., 2011

2009

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

Chuancun Yin, Chunwei Wang

J. Comput. Appl. Math., 2009

2008

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

Heli Gao, Chuancun Yin

Appl. Math. Comput., 2008