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2020 – today
- 2025
[j23]Yanjiao Zhu
, Xinrong Li, Xianchao Xiu, Wanquan Liu, Chuancun Yin:
Robust and stochastic sparse subspace clustering. Neurocomputing 611: 128703 (2025)- [j22]Yanjiao Zhu, Qilin Li, Wanquan Liu, Chuancun Yin:
Diffusion process with structural changes for subspace clustering. Pattern Recognit. 158: 111066 (2025) - 2024
- [j21]Pingyun Li, Chuancun Yin:
The Tail Mean-Variance optimal capital allocation under the extended skew-elliptical distribution. J. Comput. Appl. Math. 448: 115965 (2024) - [j20]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): 8389-8409 (2024) - [j19]Chuancun Yin, Narayanaswamy Balakrishnan:
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions. J. Multivar. Anal. 199: 105240 (2024) - 2023
- [j18]Baishuai Zuo, Chuancun Yin:
Covariance Representations and Coherent Measures for Some Entropies. Entropy 25(11): 1525 (2023) - [j17]Hui Gao, Chuancun Yin:
A Lévy risk model with ratcheting and barrier dividend strategies. Math. Found. Comput. 6(2): 268-279 (2023) - 2022
- [j16]Baishuai Zuo, Chuancun Yin:
Multivariate tail covariance risk measure for generalized skew-elliptical distributions. J. Comput. Appl. Math. 410: 114210 (2022) - [i3]Yanjiao Zhu, Qilin Li, Wanquan Liu, Chuancun Yin, Zhenlong Gao:
A Novel Exploration of Diffusion Process based on Multi-types Galton-Watson Forests. CoRR abs/2203.11816 (2022) - 2021
- [j15]Chuancun Yin:
Stochastic orderings of multivariate elliptical distributions. J. Appl. Probab. 58(2): 551-568 (2021) - [j14]Baishuai Zuo, Chuancun Yin, Narayanaswamy Balakrishnan:
Expressions for joint moments of elliptical distributions. J. Comput. Appl. Math. 391: 113418 (2021) - [j13]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): 4367-4383 (2021)
2010 – 2019
- 2019
- [j12]Xiuyan Sha, Zeshui Xu, Chuancun Yin:
Elliptical distribution-based weight-determining method for ordered weighted averaging operators. Int. J. Intell. Syst. 34(5): 858-877 (2019) - [j11]Hua Dong, Chuancun Yin, Hongshuai Dai:
Spectrally negative Lévy risk model under Erlangized barrier strategy. J. Comput. Appl. Math. 351: 101-116 (2019) - [j10]Yuxia Huang, Chuancun Yin:
A unifying approach to constrained and unconstrained optimal reinsurance. J. Comput. Appl. Math. 360: 1-17 (2019) - [i2]Xuehua Yin, Xiuyan Sha, Chuancun Yin:
The CI-index: a new index to characterize the scientific output of researchers. CoRR abs/1903.06422 (2019) - 2018
- [i1]Xiuyan Sha, Zeshui Xu, Chuancun Yin:
Elliptical Distributions-Based Weights-Determining Method for OWA Operators. CoRR abs/1809.02909 (2018) - 2017
- [j9]Yingqiu Li, Chuancun Yin, Xiaowen Zhou:
On the last exit times for spectrally negative Lévy processes. J. Appl. Probab. 54(2): 474-489 (2017) - 2013
- [j8]Dan Zhu, Chuancun Yin:
The Ornstein-Uhlenbeck-Type Model with a Hybrid Dividend Strategy. J. Appl. Math. 2013: 467948:1-467948:7 (2013) - [j7]Chuancun Yin, Ying Shen, Yuzhen Wen:
Exit problems for jump processes with applications to dividend problems. J. Comput. Appl. Math. 245: 30-52 (2013) - 2012
- [j6]Yongxia Zhao, Chuancun Yin:
The expected discounted penalty function under a renewal risk model with stochastic income. Appl. Math. Comput. 218(10): 6144-6154 (2012) - [j5]Yuzhen Wen, Chuancun Yin:
On a Dual Model with Barrier Strategy. J. Appl. Math. 2012: 343794:1-343794:13 (2012) - [j4]Hua Dong, Chuancun Yin:
Complete monotonicity of the probability of ruin and de Finetti's dividend problem. J. Syst. Sci. Complex. 25(1): 178-185 (2012) - 2011
- [j3]Kam Chuen Yuen, Chuancun Yin:
On optimality of the barrier strategy for a general Lévy risk process. Math. Comput. Model. 53(9-10): 1700-1707 (2011)
2000 – 2009
- 2009
- [j2]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): 482-491 (2009) - 2008
- [j1]Heli Gao, Chuancun Yin:
A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy. Appl. Math. Comput. 205(1): 454-464 (2008)
Coauthor Index
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