Yin, Chuancun; Wen, Yuzhen; Zong, Zhaojun; Shen, Ying The first passage time problem for mixed-exponential jump processes with applications in insurance and finance. (English) Zbl 1474.62375 Abstr. Appl. Anal. 2014, Article ID 571724, 9 p. (2014). MSC: 62P05 60J76 91B05 91G20 PDFBibTeX XMLCite \textit{C. Yin} et al., Abstr. Appl. Anal. 2014, Article ID 571724, 9 p. (2014; Zbl 1474.62375) Full Text: DOI arXiv
Yin, Chuancun; Yuen, Kam C. Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. (English) Zbl 1310.60058 Front. Math. China 9, No. 6, 1453-1471 (2014). MSC: 60G51 60G50 60J75 91B30 PDFBibTeX XMLCite \textit{C. Yin} and \textit{K. C. Yuen}, Front. Math. China 9, No. 6, 1453--1471 (2014; Zbl 1310.60058) Full Text: DOI arXiv
Yin, Chuancun; Wen, Yuzhen An extension of Paulsen-Gjessing’s risk model with stochastic return on investments. (English) Zbl 1284.91281 Insur. Math. Econ. 52, No. 3, 469-476 (2013). MSC: 91B30 60J75 91G80 PDFBibTeX XMLCite \textit{C. Yin} and \textit{Y. Wen}, Insur. Math. Econ. 52, No. 3, 469--476 (2013; Zbl 1284.91281) Full Text: DOI arXiv
Wen, Yuzhen; Yin, Chuancun On a dual model with barrier strategy. (English) Zbl 1244.91096 J. Appl. Math. 2012, Article ID 343794, 13 p. (2012). MSC: 91G20 91G40 PDFBibTeX XMLCite \textit{Y. Wen} and \textit{C. Yin}, J. Appl. Math. 2012, Article ID 343794, 13 p. (2012; Zbl 1244.91096) Full Text: DOI
Yin, Chuancun; Yuen, Kam Chuen Optimality of the threshold dividend strategy for the compound Poisson model. (English) Zbl 1225.91030 Stat. Probab. Lett. 81, No. 12, 1841-1846 (2011). MSC: 91B30 60G51 93E20 60K10 PDFBibTeX XMLCite \textit{C. Yin} and \textit{K. C. Yuen}, Stat. Probab. Lett. 81, No. 12, 1841--1846 (2011; Zbl 1225.91030) Full Text: DOI
Yuen, Kam Chuen; Yin, Chuancun On optimality of the barrier strategy for a general Lévy risk process. (English) Zbl 1219.91076 Math. Comput. Modelling 53, No. 9-10, 1700-1707 (2011). MSC: 91B30 60G51 PDFBibTeX XMLCite \textit{K. C. Yuen} and \textit{C. Yin}, Math. Comput. Modelling 53, No. 9--10, 1700--1707 (2011; Zbl 1219.91076) Full Text: DOI arXiv
Yin, Chuancun; Wang, Chunwei The perturbed compound Poisson risk process with investment and debit interest. (English) Zbl 1231.91255 Methodol. Comput. Appl. Probab. 12, No. 3, 391-413 (2010). MSC: 91B30 60K05 91B70 PDFBibTeX XMLCite \textit{C. Yin} and \textit{C. Wang}, Methodol. Comput. Appl. Probab. 12, No. 3, 391--413 (2010; Zbl 1231.91255) Full Text: DOI
Wang, Chunwei; Yin, Chuancun Dividend payments in the classical risk model under absolute ruin with debit interest. (English) Zbl 1224.91090 Appl. Stoch. Models Bus. Ind. 25, No. 3, 247-262 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 91G50 PDFBibTeX XMLCite \textit{C. Wang} and \textit{C. Yin}, Appl. Stoch. Models Bus. Ind. 25, No. 3, 247--262 (2009; Zbl 1224.91090) Full Text: DOI
Gao, Heli; Yin, Chuancun A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy. (English) Zbl 1152.91579 Appl. Math. Comput. 205, No. 1, 454-464 (2008). MSC: 91B30 60J65 PDFBibTeX XMLCite \textit{H. Gao} and \textit{C. Yin}, Appl. Math. Comput. 205, No. 1, 454--464 (2008; Zbl 1152.91579) Full Text: DOI
Gao, Heli; Yin, Chuancun The perturbed Sparre Andersen model with a threshold dividend strategy. (English) Zbl 1221.91030 J. Comput. Appl. Math. 220, No. 1-2, 394-408 (2008). Reviewer: Piotr Jaworski (Warszawa) MSC: 91B30 45K05 91G10 PDFBibTeX XMLCite \textit{H. Gao} and \textit{C. Yin}, J. Comput. Appl. Math. 220, No. 1--2, 394--408 (2008; Zbl 1221.91030) Full Text: DOI
Zhao, Xianghua; Yin, Chuancun Ruin probability for Lévy risk process compounded by geometric Brownian motion. (English) Zbl 1135.60054 Front. Math. China 2, No. 2, 317-327 (2007). MSC: 60K05 62G35 91B30 PDFBibTeX XMLCite \textit{X. Zhao} and \textit{C. Yin}, Front. Math. China 2, No. 2, 317--327 (2007; Zbl 1135.60054) Full Text: DOI
Chiu, S. N.; Yin, C. C. The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (English) Zbl 1055.91042 Insur. Math. Econ. 33, No. 1, 59-66 (2003). MSC: 91B30 PDFBibTeX XMLCite \textit{S. N. Chiu} and \textit{C. C. Yin}, Insur. Math. Econ. 33, No. 1, 59--66 (2003; Zbl 1055.91042) Full Text: DOI