Chuancun Yin

29 papers Journal 29
YearRankTypeTitle / Venue / Authors
2026 J jnl
Optimal Dividend, Investment, and Risk Control Strategies in a Financial Market with Dynamic Contagion Jumps.
J. Optim. Theory Appl.
Zhongyang Sun, Xiuxian Chen, Chuancun Yin
2025 J jnl
Diffusion process with structural changes for subspace clustering.
Pattern Recognit.
Yanjiao Zhu, Qilin Li, Wanquan Liu, Chuancun Yin
2025 J jnl
Doubly truncated expectation and variance of univariate generalized skew-elliptical distributions with applications.
Commun. Stat. Simul. Comput.
Baishuai Zuo, Chuancun Yin
2025 J jnl
Joint sparse subspace clustering via fast ℓ2,0-norm constrained optimization.
Expert Syst. Appl.
Yanjiao Zhu, Xianchao Xiu, Wanquan Liu, Chuancun Yin
2025 J jnl
On the Shortfall of Tail-Based Entropy and Its Application to Capital Allocation.
Entropy
Pingyun Li, Chuancun Yin
2025 J jnl
Robust and stochastic sparse subspace clustering.
Neurocomputing
Yanjiao Zhu, Xinrong Li, Xianchao Xiu, Wanquan Liu, Chuancun Yin
2025 J jnl
Worst-case distortion riskmetrics and weighted entropy with partial information.
Eur. J. Oper. Res.
Baishuai Zuo, Chuancun Yin
2024 J jnl
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions.
J. Multivar. Anal.
Chuancun Yin, Narayanaswamy Balakrishnan
2024 J jnl
The Tail Mean-Variance optimal capital allocation under the extended skew-elliptical distribution.
J. Comput. Appl. Math.
Pingyun Li, Chuancun Yin
2023 J jnl
A Lévy risk model with ratcheting and barrier dividend strategies.
Math. Found. Comput.
Hui Gao, Chuancun Yin
2023 J jnl
Covariance Representations and Coherent Measures for Some Entropies.
Entropy
Baishuai Zuo, Chuancun Yin
2022 J jnl
A Novel Exploration of Diffusion Process based on Multi-types Galton-Watson Forests.
CoRR
Yanjiao Zhu, Qilin Li, Wanquan Liu, Chuancun Yin, Zhenlong Gao
2022 J jnl
Multivariate tail covariance risk measure for generalized skew-elliptical distributions.
J. Comput. Appl. Math.
Baishuai Zuo, Chuancun Yin
2021 J jnl
Expressions for joint moments of elliptical distributions.
J. Comput. Appl. Math.
Baishuai Zuo, Chuancun Yin, Narayanaswamy Balakrishnan
2021 J jnl
Stochastic orderings of multivariate elliptical distributions.
J. Appl. Probab.
Chuancun Yin
2019 J jnl
A unifying approach to constrained and unconstrained optimal reinsurance.
J. Comput. Appl. Math.
Yuxia Huang, Chuancun Yin
2019 J jnl
Elliptical distribution-based weight-determining method for ordered weighted averaging operators.
Int. J. Intell. Syst.
Xiuyan Sha, Zeshui Xu, Chuancun Yin
2019 J jnl
Spectrally negative Lévy risk model under Erlangized barrier strategy.
J. Comput. Appl. Math.
Hua Dong, Chuancun Yin, Hongshuai Dai
2019 J jnl
The CI-index: a new index to characterize the scientific output of researchers.
CoRR
Xuehua Yin, Xiuyan Sha, Chuancun Yin
2018 J jnl
Elliptical Distributions-Based Weights-Determining Method for OWA Operators.
CoRR
Xiuyan Sha, Zeshui Xu, Chuancun Yin
2017 J jnl
On the last exit times for spectrally negative Lévy processes.
J. Appl. Probab.
Yingqiu Li, Chuancun Yin, Xiaowen Zhou
2013 J jnl
Exit problems for jump processes with applications to dividend problems.
J. Comput. Appl. Math.
Chuancun Yin, Ying Shen, Yuzhen Wen
2013 J jnl
The Ornstein-Uhlenbeck-Type Model with a Hybrid Dividend Strategy.
J. Appl. Math.
Dan Zhu, Chuancun Yin
2012 J jnl
Complete monotonicity of the probability of ruin and de Finetti's dividend problem.
J. Syst. Sci. Complex.
Hua Dong, Chuancun Yin
2012 J jnl
On a Dual Model with Barrier Strategy.
J. Appl. Math.
Yuzhen Wen, Chuancun Yin
2012 J jnl
The expected discounted penalty function under a renewal risk model with stochastic income.
Appl. Math. Comput.
Yongxia Zhao, Chuancun Yin
2011 J jnl
On optimality of the barrier strategy for a general Lévy risk process.
Math. Comput. Model.
Kam Chuen Yuen, Chuancun Yin
2009 J jnl
Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: An alternative approach.
J. Comput. Appl. Math.
Chuancun Yin, Chunwei Wang
2008 J jnl
A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy.
Appl. Math. Comput.
Heli Gao, Chuancun Yin