Wang, Yeshunying; Yin, Chuancun A new class of multivariate elliptically contoured distributions with inconsistency property. (English) Zbl 1480.60043 Methodol. Comput. Appl. Probab. 23, No. 4, 1377-1407 (2021). MSC: 60E10 62E10 PDF BibTeX XML Cite \textit{Y. Wang} and \textit{C. Yin}, Methodol. Comput. Appl. Probab. 23, No. 4, 1377--1407 (2021; Zbl 1480.60043) Full Text: DOI arXiv OpenURL
Zuo, Baishuai; Yin, Chuancun Stein’s lemma for truncated generalized skew-elliptical random vectors. (English) Zbl 07513054 AIMS Math. 5, No. 4, 3423-3433 (2020). MSC: 62E10 62H05 PDF BibTeX XML Cite \textit{B. Zuo} and \textit{C. Yin}, AIMS Math. 5, No. 4, 3423--3433 (2020; Zbl 07513054) Full Text: DOI OpenURL
Zhu, Dan; Yin, Chuancun Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency. (English) Zbl 1427.91266 Math. Probl. Eng. 2018, Article ID 7928953, 8 p. (2018). MSC: 91G10 91G05 93E20 PDF BibTeX XML Cite \textit{D. Zhu} and \textit{C. Yin}, Math. Probl. Eng. 2018, Article ID 7928953, 8 p. (2018; Zbl 1427.91266) Full Text: DOI OpenURL
Li, Shilong; Yin, Chuancun; Zhao, Xia; Dai, Hongshuai Stochastic interest model based on compound Poisson process and applications in actuarial science. (English) Zbl 1427.91237 Math. Probl. Eng. 2017, Article ID 3472319, 8 p. (2017). MSC: 91G05 91G30 62P05 PDF BibTeX XML Cite \textit{S. Li} et al., Math. Probl. Eng. 2017, Article ID 3472319, 8 p. (2017; Zbl 1427.91237) Full Text: DOI OpenURL
Zhou, Ming; Yuen, Kam Chuen; Yin, Chuan-Cun Optimal investment and premium control in a nonlinear diffusion model. (English) Zbl 1402.91220 Acta Math. Appl. Sin., Engl. Ser. 33, No. 4, 945-958 (2017). MSC: 91B30 62P05 93E20 PDF BibTeX XML Cite \textit{M. Zhou} et al., Acta Math. Appl. Sin., Engl. Ser. 33, No. 4, 945--958 (2017; Zbl 1402.91220) Full Text: DOI Link OpenURL
Li, Peng; Zhou, Ming; Yin, Chuancun Optimal reinsurance with both proportional and fixed costs. (English) Zbl 1398.91341 Stat. Probab. Lett. 106, 134-141 (2015). MSC: 91B30 60G40 60J70 PDF BibTeX XML Cite \textit{P. Li} et al., Stat. Probab. Lett. 106, 134--141 (2015; Zbl 1398.91341) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{C. Yin} et al., Abstr. Appl. Anal. 2014, Article ID 571724, 9 p. (2014; Zbl 1474.62375) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{C. Yin} and \textit{K. C. Yuen}, Front. Math. China 9, No. 6, 1453--1471 (2014; Zbl 1310.60058) Full Text: DOI arXiv OpenURL
Li, Peng; Yin, Chuancun; Zhou, Ming The exit time and the dividend value function for one-dimensional diffusion processes. (English) Zbl 1470.60232 Abstr. Appl. Anal. 2013, Article ID 675202, 9 p. (2013). MSC: 60J70 PDF BibTeX XML Cite \textit{P. Li} et al., Abstr. Appl. Anal. 2013, Article ID 675202, 9 p. (2013; Zbl 1470.60232) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{C. Yin} and \textit{Y. Wen}, Insur. Math. Econ. 52, No. 3, 469--476 (2013; Zbl 1284.91281) Full Text: DOI arXiv OpenURL
Shen, Ying; Yin, Chuan-Cun; Yuen, Kam Chuen Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes. (English) Zbl 1286.60043 Acta Math. Appl. Sin., Engl. Ser. 29, No. 4, 705-716 (2013). MSC: 60G51 93E20 91B30 PDF BibTeX XML Cite \textit{Y. Shen} et al., Acta Math. Appl. Sin., Engl. Ser. 29, No. 4, 705--716 (2013; Zbl 1286.60043) Full Text: DOI arXiv OpenURL
Yin, Chuancun; Wang, Huiqing The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers. (English) Zbl 1260.60164 Int. J. Stoch. Anal. 2012, Article ID 971212, 15 p. (2012). MSC: 60J60 91B30 PDF BibTeX XML Cite \textit{C. Yin} and \textit{H. Wang}, Int. J. Stoch. Anal. 2012, Article ID 971212, 15 p. (2012; Zbl 1260.60164) Full Text: DOI OpenURL
Yuen, Kam Chuen; Yin, Chuancun Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables. (English) Zbl 1252.62054 Chin. Ann. Math., Ser. B 33, No. 4, 557-568 (2012). MSC: 62G32 62G20 91B30 PDF BibTeX XML Cite \textit{K. C. Yuen} and \textit{C. Yin}, Chin. Ann. Math., Ser. B 33, No. 4, 557--568 (2012; Zbl 1252.62054) Full Text: DOI arXiv OpenURL
Dong, Hua; Yin, Chuancun Complete monotonicity of the probability of ruin and de Finetti’s dividend problem. (English) Zbl 1259.91072 J. Syst. Sci. Complex. 25, No. 1, 178-185 (2012). MSC: 91B69 93E03 91B30 PDF BibTeX XML Cite \textit{H. Dong} and \textit{C. Yin}, J. Syst. Sci. Complex. 25, No. 1, 178--185 (2012; Zbl 1259.91072) Full Text: DOI OpenURL
Zhao, Yongxia; Yin, Chuancun The expected discounted penalty function under a renewal risk model with stochastic income. (English) Zbl 1242.60089 Appl. Math. Comput. 218, No. 10, 6144-6154 (2012). MSC: 60K15 60K25 PDF BibTeX XML Cite \textit{Y. Zhao} and \textit{C. Yin}, Appl. Math. Comput. 218, No. 10, 6144--6154 (2012; Zbl 1242.60089) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{C. Yin} and \textit{K. C. Yuen}, Stat. Probab. Lett. 81, No. 12, 1841--1846 (2011; Zbl 1225.91030) Full Text: DOI OpenURL
Zhao, Xiang-Hua; Yin, Chuan-Cun The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes. (English) Zbl 1206.91048 Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 575-586 (2010). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{X.-H. Zhao} and \textit{C.-C. Yin}, Acta Math. Appl. Sin., Engl. Ser. 26, No. 4, 575--586 (2010; Zbl 1206.91048) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{C. Yin} and \textit{C. Wang}, Methodol. Comput. Appl. Probab. 12, No. 3, 391--413 (2010; Zbl 1231.91255) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{C. Wang} and \textit{C. Yin}, Appl. Stoch. Models Bus. Ind. 25, No. 3, 247--262 (2009; Zbl 1224.91090) Full Text: DOI OpenURL
Yin, Chuancun; Wang, Chunwei Optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes: an alternative approach. (English) Zbl 1176.60034 J. Comput. Appl. Math. 233, No. 2, 482-491 (2009). MSC: 60G51 93E20 PDF BibTeX XML Cite \textit{C. Yin} and \textit{C. Wang}, J. Comput. Appl. Math. 233, No. 2, 482--491 (2009; Zbl 1176.60034) Full Text: DOI OpenURL
Yin, Chuancun; Zhao, Xianghua Asymptotics for solutions of a defective renewal equation with applications. (English) Zbl 1156.60071 Front. Math. China 3, No. 3, 443-459 (2008). MSC: 60K05 60K30 60K10 PDF BibTeX XML Cite \textit{C. Yin} and \textit{X. Zhao}, Front. Math. China 3, No. 3, 443--459 (2008; Zbl 1156.60071) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{H. Gao} and \textit{C. Yin}, Appl. Math. Comput. 205, No. 1, 454--464 (2008; Zbl 1152.91579) Full Text: DOI OpenURL
Wang, Huiqing; Yin, Chuancun Moments of the first passage time of one-dimensional diffusion with two-sided barriers. (English) Zbl 1154.60343 Stat. Probab. Lett. 78, No. 18, 3373-3380 (2008). MSC: 60J60 PDF BibTeX XML Cite \textit{H. Wang} and \textit{C. Yin}, Stat. Probab. Lett. 78, No. 18, 3373--3380 (2008; Zbl 1154.60343) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{H. Gao} and \textit{C. Yin}, J. Comput. Appl. Math. 220, No. 1--2, 394--408 (2008; Zbl 1221.91030) Full Text: DOI OpenURL
Yin, Chuancun Comment to: “On a classical risk model with a constant dividend barrier”. (English) Zbl 1479.91345 N. Am. Actuar. J. 10, No. 2, 139-143 (2006). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{C. Yin}, N. Am. Actuar. J. 10, No. 2, 139--143 (2006; Zbl 1479.91345) Full Text: DOI OpenURL
Yin, Chuancun; Zhao, Junsheng Nonexponential asymptotics for the solutions of renewal equations, with applications. (English) Zbl 1125.60090 J. Appl. Probab. 43, No. 3, 815-824 (2006). Reviewer: Florin Gorunescu (Craiova) MSC: 60K05 60K10 60K30 PDF BibTeX XML Cite \textit{C. Yin} and \textit{J. Zhao}, J. Appl. Probab. 43, No. 3, 815--824 (2006; Zbl 1125.60090) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{S. N. Chiu} and \textit{C. C. Yin}, Insur. Math. Econ. 33, No. 1, 59--66 (2003; Zbl 1055.91042) Full Text: DOI OpenURL