A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy. - Heli Gao; Chuancun Yin (Appl. Math. Comput., 2008)

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)

On optimality of the barrier strategy for a general Lévy risk process. - Kam Chuen Yuen; Chuancun Yin (Math. Comput. Model., 2011)

The expected discounted penalty function under a renewal risk model with stochastic income. - Yongxia Zhao; Chuancun Yin (Appl. Math. Comput., 2012)

On a Dual Model with Barrier Strategy. - Yuzhen Wen; Chuancun Yin (J. Appl. Math., 2012)

Complete monotonicity of the probability of ruin and de Finetti's dividend problem. - Hua Dong; Chuancun Yin (J. Syst. Sci. Complex., 2012)

The Ornstein-Uhlenbeck-Type Model with a Hybrid Dividend Strategy. - Dan Zhu; Chuancun Yin (J. Appl. Math., 2013)

Exit problems for jump processes with applications to dividend problems. - Chuancun Yin; Ying Shen; Yuzhen Wen (J. Comput. Appl. Math., 2013)

On the last exit times for spectrally negative Lévy processes. - Yingqiu Li; Chuancun Yin; Xiaowen Zhou (J. Appl. Probab., 2017)

Elliptical Distributions-Based Weights-Determining Method for OWA Operators. - Xiuyan Sha; Zeshui Xu; Chuancun Yin (CoRR, 2018)

The CI-index: a new index to characterize the scientific output of researchers. - Xuehua Yin; Xiuyan Sha; Chuancun Yin (CoRR, 2019)

Elliptical distribution-based weight-determining method for ordered weighted averaging operators. - Xiuyan Sha; Zeshui Xu; Chuancun Yin (Int. J. Intell. Syst., 2019)

Spectrally negative Lévy risk model under Erlangized barrier strategy. - Hua Dong; Chuancun Yin; Hongshuai Dai (J. Comput. Appl. Math., 2019)

A unifying approach to constrained and unconstrained optimal reinsurance. - Yuxia Huang; Chuancun Yin (J. Comput. Appl. Math., 2019)

Stochastic orderings of multivariate elliptical distributions. - Chuancun Yin (J. Appl. Probab., 2021)

Expressions for joint moments of elliptical distributions. - Baishuai Zuo; Chuancun Yin; Narayanaswamy Balakrishnan 001 (J. Comput. Appl. Math., 2021)

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)

Multivariate tail covariance risk measure for generalized skew-elliptical distributions. - Baishuai Zuo; Chuancun Yin (J. Comput. Appl. Math., 2022)

A Lévy risk model with ratcheting and barrier dividend strategies. - Hui Gao; Chuancun Yin (Math. Found. Comput., 2023)

Covariance Representations and Coherent Measures for Some Entropies. - Baishuai Zuo; Chuancun Yin (Entropy, 2023)

The Tail Mean-Variance optimal capital allocation under the extended skew-elliptical distribution. - Pingyun Li; Chuancun Yin (J. Comput. Appl. Math., 2024)

Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions. - Chuancun Yin; Narayanaswamy Balakrishnan 001 (J. Multivar. Anal., 2024)

Worst-case distortion riskmetrics and weighted entropy with partial information. - Baishuai Zuo; Chuancun Yin (Eur. J. Oper. Res., 2025)

Joint sparse subspace clustering via fast ℓ2,0-norm constrained optimization. - Yanjiao Zhu; Xianchao Xiu; Wanquan Liu; Chuancun Yin (Expert Syst. Appl., 2025)

Robust and stochastic sparse subspace clustering. - Yanjiao Zhu; Xinrong Li; Xianchao Xiu; Wanquan Liu; Chuancun Yin (Neurocomputing, 2025)

Diffusion process with structural changes for subspace clustering. - Yanjiao Zhu; Qilin Li; Wanquan Liu; Chuancun Yin (Pattern Recognit., 2025)

Doubly truncated expectation and variance of univariate generalized skew-elliptical distributions with applications. - Baishuai Zuo; Chuancun Yin (Commun. Stat. Simul. Comput., 2025)