Chuancun Yin

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 16

Top Topics

Multivariate Gaussian Distribution

Probability Distribution Function

Top Venues

J. Comput. Appl. Math.

J. Appl. Probab.

J. Intell. Fuzzy Syst.

Publications

Chuancun Yin, Narayanaswamy Balakrishnan
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions. J. Multivar. Anal. 199 (2024)
Jie Chen, Chuancun Yin
Distortion risk measures for tail-risk multicriteria decision-making based on a probabilistic linguistic environment. J. Intell. Fuzzy Syst. 46 (4) (2024)
Pingyun Li, Chuancun Yin
The Tail Mean-Variance optimal capital allocation under the extended skew-elliptical distribution. J. Comput. Appl. Math. 448 (2024)
Hui Gao, Chuancun Yin
A Lévy risk model with ratcheting and barrier dividend strategies. Math. Found. Comput. 6 (2) (2023)
Baishuai Zuo, Chuancun Yin
Covariance Representations and Coherent Measures for Some Entropies. Entropy 25 (11) (2023)
Baishuai Zuo, Chuancun Yin
Multivariate tail covariance risk measure for generalized skew-elliptical distributions. J. Comput. Appl. Math. 410 (2022)
Yanjiao Zhu, Qilin Li, Wanquan Liu, Chuancun Yin, Zhenlong Gao
A Novel Exploration of Diffusion Process based on Multi-types Galton-Watson Forests. CoRR (2022)
Xiuyan Sha, Chuancun Yin, Zeshui Xu, Shen Zhang
Probabilistic hesitant fuzzy TOPSIS emergency decision-making method based on the cumulative prospect theory. J. Intell. Fuzzy Syst. 40 (3) (2021)
Chuancun Yin
Stochastic orderings of multivariate elliptical distributions. J. Appl. Probab. 58 (2) (2021)
Baishuai Zuo, Chuancun Yin, Narayanaswamy Balakrishnan
Expressions for joint moments of elliptical distributions. J. Comput. Appl. Math. 391 (2021)
Yuxia Huang, Chuancun Yin
A unifying approach to constrained and unconstrained optimal reinsurance. J. Comput. Appl. Math. 360 (2019)
Xiuyan Sha, Zeshui Xu, Chuancun Yin
Elliptical distribution-based weight-determining method for ordered weighted averaging operators. Int. J. Intell. Syst. 34 (5) (2019)
Xuehua Yin, Xiuyan Sha, Chuancun Yin
The CI-index: a new index to characterize the scientific output of researchers. CoRR (2019)
Hua Dong, Chuancun Yin, Hongshuai Dai
Spectrally negative Lévy risk model under Erlangized barrier strategy. J. Comput. Appl. Math. 351 (2019)
Xiuyan Sha, Zeshui Xu, Chuancun Yin
Elliptical Distributions-Based Weights-Determining Method for OWA Operators. CoRR (2018)
Yingqiu Li, Chuancun Yin, Xiaowen Zhou
On the last exit times for spectrally negative Lévy processes. J. Appl. Probab. 54 (2) (2017)
Chuancun Yin, Ying Shen, Yuzhen Wen
Exit problems for jump processes with applications to dividend problems. J. Comput. Appl. Math. 245 (2013)
Dan Zhu, Chuancun Yin
The Ornstein-Uhlenbeck-Type Model with a Hybrid Dividend Strategy. J. Appl. Math. 2013 (2013)
Hua Dong, Chuancun Yin
Complete monotonicity of the probability of ruin and de Finetti's dividend problem. J. Syst. Sci. Complex. 25 (1) (2012)
Yongxia Zhao, Chuancun Yin
The expected discounted penalty function under a renewal risk model with stochastic income. Appl. Math. Comput. 218 (10) (2012)
Yuzhen Wen, Chuancun Yin
On a Dual Model with Barrier Strategy. J. Appl. Math. 2012 (2012)
Kam Chuen Yuen, Chuancun Yin
On optimality of the barrier strategy for a general Lévy risk process. Math. Comput. Model. 53 (9-10) (2011)
Chuancun Yin, Chunwei Wang
Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: An alternative approach. J. Comput. Appl. Math. 233 (2) (2009)
Heli Gao, Chuancun Yin
A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy. Appl. Math. Comput. 205 (1) (2008)