Edit Profile (opens in new tab) Yin, Chuancun Co-Author Distance Author ID: yin.chuancun Published as: Yin, Chuancun; Yin, Chuan-Cun; Yin, Chuan Cun; Yin, C. C.; Yin, Chuan-cun more...less Documents Indexed: 133 Publications since 1991, including 10 Additional arXiv Preprints Co-Authors: 59 Co-Authors with 109 Joint Publications 1,853 Co-Co-Authors all top 5 Co-Authors 19 single-authored 10 Wen, Yuzhen 8 Yuen, Kam Chuen 7 Wang, Chunwei 7 Zhao, Xianghua 6 Zhu, Dan 6 Zuo, Baishuai 5 Chiu, Sung Nok 4 Lu, Yuhua 4 Shen, Ying 4 Zhao, Yongxia 4 Zhou, Ming 3 Balakrishnan, Narayanaswamy 3 Dong, Hua 3 Gao, Heli 3 Hu, Feng 3 Huang, Baoan 3 Shao, Xianxi 3 Wang, Yinfeng 3 Zhao, Xuelei 3 Zong, Zhaojun 2 Dai, Hongshuai 2 Fan, Qingzhu 2 Huang, Yuxia 2 Li, Peng 2 Pu, Tong 2 Wang, Huiqing 2 Wang, Yeshunying 2 Wu, Rong 2 Xie, Shuheng 1 Bi, Xiuchun 1 Cheng, Huidong 1 Chiu, Sungnok 1 Gao, Hui 1 Han, Xiangyu 1 Jiang, Zhaolin 1 Li, Erqiang 1 Li, Shilong 1 Li, Yingqiu 1 Liu, Haidong 1 Liu, Jiamei 1 Lu, Shuhuan 1 Perchet, R. 1 Sha, Xiuyan 1 Soupé, F. 1 Su, Yuxia 1 Tang, Zhengfeng 1 Wang, Kaiyong 1 Wang, Rongming 1 Wang, Shaofeng 1 Wang, Yuebao 1 Wu, Helin 1 Xia, Guofang 1 Xiao, Feng 1 Xu, Run 1 Zhang, Xiaoqian 1 Zhang, Xinsheng 1 Zhang, Yiying 1 Zhao, Jingdong 1 Zhao, Junsheng 1 Zhao, Xia 1 Zhou, Xiaowen all top 5 Serials 11 Journal of Qufu Normal University. Natural Science 7 Journal of Computational and Applied Mathematics 7 Statistics & Probability Letters 5 Journal of Engineering Mathematics (Xi’an) 5 Acta Mathematicae Applicatae Sinica. English Series 4 Acta Mathematicae Applicatae Sinica 4 Chinese Journal of Applied Probability and Statistics 4 Abstract and Applied Analysis 4 Acta Mathematica Scientia. Series A. (Chinese Edition) 3 Acta Mathematica Sinica 3 Journal of Applied Probability 3 Insurance Mathematics & Economics 3 Chinese Annals of Mathematics. Series B 3 Communications in Statistics. Theory and Methods 3 Frontiers of Mathematics in China 2 Applied Mathematics and Computation 2 Mathematics in Practice and Theory 2 Science in China. Series A 2 Applied Mathematics. Series A (Chinese Edition) 2 Mathematical Problems in Engineering 2 Methodology and Computing in Applied Probability 2 Applied Stochastic Models in Business and Industry 2 Journal of Applied Mathematics 2 Journal of Industrial and Management Optimization 2 Journal of Function Spaces 1 Advances in Applied Probability 1 Journal of Multivariate Analysis 1 Journal of Mathematical Research & Exposition 1 Chinese Annals of Mathematics. Series A 1 Stochastic Analysis and Applications 1 Advances in Mathematics (Beijing) 1 Journal of Nanjing University. Mathematical Biquarterly 1 Journal of Systems Science and Mathematical Sciences 1 Mathematical and Computer Modelling 1 Systems Science and Mathematical Sciences 1 Journal of Statistical Computation and Simulation 1 Chinese Science Bulletin 1 Mathematical Methods of Statistics 1 Journal of Guizhou Normal University. Natural Science 1 Bernoulli 1 Acta Mathematica Scientia. Series A. (Chinese Edition) 1 Journal of Inequalities and Applications 1 Far East Journal of Theoretical Statistics 1 Probability in the Engineering and Informational Sciences 1 Scandinavian Actuarial Journal 1 Quantitative Finance 1 Journal of Systems Science and Complexity 1 Stochastic Models 1 Acta Mathematica Scientia. Series B. (English Edition) 1 ASTIN Bulletin 1 North American Actuarial Journal 1 Advances in Difference Equations 1 The Open Statistics & Probability Journal 1 Chinese Journal of Engineering Mathematics 1 International Journal of Stochastic Analysis 1 Scientia Sinica. Mathematica 1 Communications in Mathematics and Statistics 1 AIMS Mathematics 1 Mathematical Foundations of Computing all top 5 Fields 93 Probability theory and stochastic processes (60-XX) 60 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 35 Statistics (62-XX) 12 Systems theory; control (93-XX) 3 Real functions (26-XX) 3 Integral equations (45-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Potential theory (31-XX) 2 Integral transforms, operational calculus (44-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Operator theory (47-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 66 Publications have been cited 674 times in 354 Documents Cited by ▼ Year ▼ Optimal dividend problem with a terminal value for spectrally positive Lévy processes. Zbl 1290.91176 Yin, Chuancun; Wen, Yuzhen 63 2013 Exit problems for jump processes with applications to dividend problems. Zbl 1267.91076 Yin, Chuancun; Shen, Ying; Wen, Yuzhen 52 2013 Optimality of the threshold dividend strategy for the compound Poisson model. Zbl 1225.91030 Yin, Chuancun; Yuen, Kam Chuen 40 2011 An extension of Paulsen-Gjessing’s risk model with stochastic return on investments. Zbl 1284.91281 Yin, Chuancun; Wen, Yuzhen 37 2013 Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. Zbl 1328.93285 Yin, Chuancun; Yuen, Kam Chuen 35 2015 On the optimal dividend problem for a spectrally positive Lévy process. Zbl 1431.91430 Yin, Chuancun; Wen, Yuzhen; Zhao, Yongxia 35 2014 The perturbed compound Poisson risk process with investment and debit interest. Zbl 1231.91255 Yin, Chuancun; Wang, Chunwei 34 2010 Nonexponential asymptotics for the solutions of renewal equations, with applications. Zbl 1125.60090 Yin, Chuancun; Zhao, Junsheng 33 2006 The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. Zbl 1055.91042 Chiu, S. N.; Yin, C. C. 31 2003 Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. Zbl 1310.60058 Yin, Chuancun; Yuen, Kam C. 28 2014 Passage times for a spectrally negative Lévy process with applications to risk theory. Zbl 1076.60038 Chiu, Sung Nok; Yin, Chuancun 27 2005 The perturbed Sparre Andersen model with a threshold dividend strategy. Zbl 1221.91030 Gao, Heli; Yin, Chuancun 21 2008 Spectrally negative Lévy risk model under Erlangized barrier strategy. Zbl 1419.91356 Dong, Hua; Yin, Chuancun; Dai, Hongshuai 18 2019 On the last exit times for spectrally negative Lévy processes. Zbl 1400.60068 Li, Yingqiu; Yin, Chuancun; Zhou, Xiaowen 14 2017 The expected discounted penalty function under a renewal risk model with stochastic income. Zbl 1242.60089 Zhao, Yongxia; Yin, Chuancun 12 2012 Optimal investment and premium control in a nonlinear diffusion model. Zbl 1402.91220 Zhou, Ming; Yuen, Kam Chuen; Yin, Chuan-Cun 12 2017 Optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes: an alternative approach. Zbl 1176.60034 Yin, Chuancun; Wang, Chunwei 10 2009 A unifying approach to constrained and unconstrained optimal reinsurance. Zbl 1422.91356 Huang, Yuxia; Yin, Chuancun 10 2019 Optimal reinsurance with both proportional and fixed costs. Zbl 1398.91341 Li, Peng; Zhou, Ming; Yin, Chuancun 8 2015 On optimality of the barrier strategy for a general Lévy risk process. Zbl 1219.91076 Yuen, Kam Chuen; Yin, Chuancun 7 2011 Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments. Zbl 1240.60238 Wang, Kaiyong; Wang, Yuebao; Yin, Chuancun 7 2011 On occupation times for a risk process with reserve-dependent premium. Zbl 1019.91027 Chiu, S. N.; Yin, Chuancun 7 2002 Complete monotonicity of the probability of ruin and de Finetti’s dividend problem. Zbl 1259.91072 Dong, Hua; Yin, Chuancun 7 2012 Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint. Zbl 1411.91323 Wen, Yuzhen; Yin, Chuancun 7 2019 Approximation for the ruin probabilities in a discrete time risk model with dependent risks. Zbl 1201.62119 Wang, Yinfeng; Yin, Chuancun 7 2010 The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes. Zbl 1206.91048 Zhao, Xiang-Hua; Yin, Chuan-Cun 7 2010 Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes. Zbl 1286.60043 Shen, Ying; Yin, Chuan-Cun; Yuen, Kam Chuen 7 2013 On the complete monotonicity of the compound geometric convolution with applications in risk theory. Zbl 1401.91114 Chiu, Sung Nok; Yin, Chuancun 7 2014 Dividend payments in the classical risk model under absolute ruin with debit interest. Zbl 1224.91090 Wang, Chunwei; Yin, Chuancun 6 2009 On the classical risk model with credit and debit interests under absolute ruin. Zbl 1183.91078 Wang, Chunwei; Yin, Chuancun; Li, Erqiang 6 2010 A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy. Zbl 1152.91579 Gao, Heli; Yin, Chuancun 6 2008 Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables. Zbl 1252.62054 Yuen, Kam Chuen; Yin, Chuancun 6 2012 Optimal dividends and capital injections for a spectrally positive Lévy process. Zbl 1362.93171 Zhao, Yongxia; Wang, Rongming; Yin, Chuancun 5 2017 The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers. Zbl 1260.60164 Yin, Chuancun; Wang, Huiqing 5 2012 The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift. Zbl 0945.60087 Yin, Chuancun 4 1999 A local limit theorem for the probability of ruin. Zbl 1079.60074 Yin, Chuancun 3 2004 Remarks on equality of two distributions under some partial orders. Zbl 1391.60034 Yin, Chuan-cun 3 2018 Moments of the first passage time of one-dimensional diffusion with two-sided barriers. Zbl 1154.60343 Wang, Huiqing; Yin, Chuancun 3 2008 Some problems on balls and spheres for Brownian motion. Zbl 0862.60070 Yin, Chuancun; Wu, Rong 3 1996 Uniform estimate for the tail probabilities of randomly weighted sums. Zbl 1305.62085 Wang, Yin-Feng; Yin, Chuan-Cun; Zhang, Xin-Sheng 3 2014 Exit problems for jump processes having double-sided jumps with rational Laplace transforms. Zbl 1474.60189 Wen, Yuzhen; Yin, Chuancun 3 2014 Some generalized Volterra-Fredholm type dynamical integral inequalities in two independent variables on time scale pairs. Zbl 1487.34169 Liu, Haidong; Yin, Chuancun 3 2020 Minimum of dependent random variables with convolution-equivalent distributions. Zbl 1226.62008 Wang, Yinfeng; Yin, Chuancun 2 2011 On a dual model with barrier strategy. Zbl 1244.91096 Wen, Yuzhen; Yin, Chuancun 2 2012 Hitting time and place of Brownian motion with drift. Zbl 1322.60168 Yin, Chuancun; Wang, Chunwei 2 2009 The first exit time and ruin time for a risk process with reserve-dependent income. Zbl 1046.91071 Chiu, Sung Nok; Yin, Chuan Cun 2 2002 On Jensen’s inequality, Hölder’s inequality, and Minkowski’s inequality for dynamically consistent nonlinear evaluations. Zbl 1383.60023 Zong, Zhaojun; Hu, Feng; Yin, Chuancun; Wu, Helin 2 2015 The first passage time problem for mixed-exponential jump processes with applications in insurance and finance. Zbl 1474.62375 Yin, Chuancun; Wen, Yuzhen; Zong, Zhaojun; Shen, Ying 2 2014 Two sufficient conditions for convex ordering on risk aggregation. Zbl 1470.60074 Zhu, Dan; Yin, Chuancun 2 2018 Expressions for joint moments of elliptical distributions. Zbl 1461.62063 Zuo, Baishuai; Yin, Chuancun; Balakrishnan, Narayanaswamy 2 2021 Stochastic interest model based on compound Poisson process and applications in actuarial science. Zbl 1427.91237 Li, Shilong; Yin, Chuancun; Zhao, Xia; Dai, Hongshuai 2 2017 The optimal dividend strategy in the perturbed compound Poisson risk model with investment. Zbl 1265.91098 Wang, Chunwei; Yin, Chuancun 1 2011 Ladder height and supremum of a random walk with applications in risk theory. Zbl 1199.60170 Yin, Chuancun; Zhao, Xianghua; Hu, Feng 1 2009 Ruin problems for a Sparre Andersen risk model. Zbl 1085.62123 Zhao, Xianghua; Yin, Chuancun 1 2005 The joint density of the hitting time and place to a circle for planar Brownian motion. Zbl 0928.60065 Yin, Chuancun; Shao, Xianxi; Cheng, Huidong 1 1999 Tail equivalence relationships for ruin probabilities in several risk models. Zbl 1101.60065 Hu, Feng; Yin, Chuancun; Zong, Zhaojun 1 2005 Ruin problems for a Sparre Andersen risk model. Zbl 1165.91427 Zhao, Xianghua; Yin, Chuancun 1 2005 A diffusion perturbed risk process with stochastic return on investments. Zbl 1151.91583 Yin, Chuancun; Chiu, S. N. 1 2004 A local result on probability in renewal risk models. Zbl 1060.62118 Bi, Xiuchun; Yin, Chuancun 1 2005 A practical guide to robust portfolio optimization. Zbl 1479.91369 Yin, C.; Perchet, R.; Soupé, F. 1 2021 A generalized Erlang\((n)\) risk model with a hybrid dividend strategy. Zbl 1488.91103 Wen, Yuzhen; Yin, Chuancun 1 2014 Comment to: “On a classical risk model with a constant dividend barrier”. Zbl 1479.91345 Yin, Chuancun 1 2006 Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency. Zbl 1427.91266 Zhu, Dan; Yin, Chuancun 1 2018 Stochastic orderings of multivariate elliptical distributions. Zbl 1476.60043 Yin, Chuancun 1 2021 Tail conditional risk measures for location-scale mixture of elliptical distributions. Zbl 07497693 Zuo, Baishuai; Yin, Chuancun 1 2021 Multivariate tail covariance risk measure for generalized skew-elliptical distributions. Zbl 1483.62086 Zuo, Baishuai; Yin, Chuancun 1 2022 Multivariate tail covariance risk measure for generalized skew-elliptical distributions. Zbl 1483.62086 Zuo, Baishuai; Yin, Chuancun 1 2022 Expressions for joint moments of elliptical distributions. Zbl 1461.62063 Zuo, Baishuai; Yin, Chuancun; Balakrishnan, Narayanaswamy 2 2021 A practical guide to robust portfolio optimization. Zbl 1479.91369 Yin, C.; Perchet, R.; Soupé, F. 1 2021 Stochastic orderings of multivariate elliptical distributions. Zbl 1476.60043 Yin, Chuancun 1 2021 Tail conditional risk measures for location-scale mixture of elliptical distributions. Zbl 07497693 Zuo, Baishuai; Yin, Chuancun 1 2021 Some generalized Volterra-Fredholm type dynamical integral inequalities in two independent variables on time scale pairs. Zbl 1487.34169 Liu, Haidong; Yin, Chuancun 3 2020 Spectrally negative Lévy risk model under Erlangized barrier strategy. Zbl 1419.91356 Dong, Hua; Yin, Chuancun; Dai, Hongshuai 18 2019 A unifying approach to constrained and unconstrained optimal reinsurance. Zbl 1422.91356 Huang, Yuxia; Yin, Chuancun 10 2019 Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint. Zbl 1411.91323 Wen, Yuzhen; Yin, Chuancun 7 2019 Remarks on equality of two distributions under some partial orders. Zbl 1391.60034 Yin, Chuan-cun 3 2018 Two sufficient conditions for convex ordering on risk aggregation. Zbl 1470.60074 Zhu, Dan; Yin, Chuancun 2 2018 Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency. Zbl 1427.91266 Zhu, Dan; Yin, Chuancun 1 2018 On the last exit times for spectrally negative Lévy processes. Zbl 1400.60068 Li, Yingqiu; Yin, Chuancun; Zhou, Xiaowen 14 2017 Optimal investment and premium control in a nonlinear diffusion model. Zbl 1402.91220 Zhou, Ming; Yuen, Kam Chuen; Yin, Chuan-Cun 12 2017 Optimal dividends and capital injections for a spectrally positive Lévy process. Zbl 1362.93171 Zhao, Yongxia; Wang, Rongming; Yin, Chuancun 5 2017 Stochastic interest model based on compound Poisson process and applications in actuarial science. Zbl 1427.91237 Li, Shilong; Yin, Chuancun; Zhao, Xia; Dai, Hongshuai 2 2017 Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. Zbl 1328.93285 Yin, Chuancun; Yuen, Kam Chuen 35 2015 Optimal reinsurance with both proportional and fixed costs. Zbl 1398.91341 Li, Peng; Zhou, Ming; Yin, Chuancun 8 2015 On Jensen’s inequality, Hölder’s inequality, and Minkowski’s inequality for dynamically consistent nonlinear evaluations. Zbl 1383.60023 Zong, Zhaojun; Hu, Feng; Yin, Chuancun; Wu, Helin 2 2015 On the optimal dividend problem for a spectrally positive Lévy process. Zbl 1431.91430 Yin, Chuancun; Wen, Yuzhen; Zhao, Yongxia 35 2014 Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. Zbl 1310.60058 Yin, Chuancun; Yuen, Kam C. 28 2014 On the complete monotonicity of the compound geometric convolution with applications in risk theory. Zbl 1401.91114 Chiu, Sung Nok; Yin, Chuancun 7 2014 Uniform estimate for the tail probabilities of randomly weighted sums. Zbl 1305.62085 Wang, Yin-Feng; Yin, Chuan-Cun; Zhang, Xin-Sheng 3 2014 Exit problems for jump processes having double-sided jumps with rational Laplace transforms. Zbl 1474.60189 Wen, Yuzhen; Yin, Chuancun 3 2014 The first passage time problem for mixed-exponential jump processes with applications in insurance and finance. Zbl 1474.62375 Yin, Chuancun; Wen, Yuzhen; Zong, Zhaojun; Shen, Ying 2 2014 A generalized Erlang\((n)\) risk model with a hybrid dividend strategy. Zbl 1488.91103 Wen, Yuzhen; Yin, Chuancun 1 2014 Optimal dividend problem with a terminal value for spectrally positive Lévy processes. Zbl 1290.91176 Yin, Chuancun; Wen, Yuzhen 63 2013 Exit problems for jump processes with applications to dividend problems. Zbl 1267.91076 Yin, Chuancun; Shen, Ying; Wen, Yuzhen 52 2013 An extension of Paulsen-Gjessing’s risk model with stochastic return on investments. Zbl 1284.91281 Yin, Chuancun; Wen, Yuzhen 37 2013 Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes. Zbl 1286.60043 Shen, Ying; Yin, Chuan-Cun; Yuen, Kam Chuen 7 2013 The expected discounted penalty function under a renewal risk model with stochastic income. Zbl 1242.60089 Zhao, Yongxia; Yin, Chuancun 12 2012 Complete monotonicity of the probability of ruin and de Finetti’s dividend problem. Zbl 1259.91072 Dong, Hua; Yin, Chuancun 7 2012 Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables. Zbl 1252.62054 Yuen, Kam Chuen; Yin, Chuancun 6 2012 The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers. Zbl 1260.60164 Yin, Chuancun; Wang, Huiqing 5 2012 On a dual model with barrier strategy. Zbl 1244.91096 Wen, Yuzhen; Yin, Chuancun 2 2012 Optimality of the threshold dividend strategy for the compound Poisson model. Zbl 1225.91030 Yin, Chuancun; Yuen, Kam Chuen 40 2011 On optimality of the barrier strategy for a general Lévy risk process. Zbl 1219.91076 Yuen, Kam Chuen; Yin, Chuancun 7 2011 Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments. Zbl 1240.60238 Wang, Kaiyong; Wang, Yuebao; Yin, Chuancun 7 2011 Minimum of dependent random variables with convolution-equivalent distributions. Zbl 1226.62008 Wang, Yinfeng; Yin, Chuancun 2 2011 The optimal dividend strategy in the perturbed compound Poisson risk model with investment. Zbl 1265.91098 Wang, Chunwei; Yin, Chuancun 1 2011 The perturbed compound Poisson risk process with investment and debit interest. Zbl 1231.91255 Yin, Chuancun; Wang, Chunwei 34 2010 Approximation for the ruin probabilities in a discrete time risk model with dependent risks. Zbl 1201.62119 Wang, Yinfeng; Yin, Chuancun 7 2010 The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes. Zbl 1206.91048 Zhao, Xiang-Hua; Yin, Chuan-Cun 7 2010 On the classical risk model with credit and debit interests under absolute ruin. Zbl 1183.91078 Wang, Chunwei; Yin, Chuancun; Li, Erqiang 6 2010 Optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes: an alternative approach. Zbl 1176.60034 Yin, Chuancun; Wang, Chunwei 10 2009 Dividend payments in the classical risk model under absolute ruin with debit interest. Zbl 1224.91090 Wang, Chunwei; Yin, Chuancun 6 2009 Hitting time and place of Brownian motion with drift. Zbl 1322.60168 Yin, Chuancun; Wang, Chunwei 2 2009 Ladder height and supremum of a random walk with applications in risk theory. Zbl 1199.60170 Yin, Chuancun; Zhao, Xianghua; Hu, Feng 1 2009 The perturbed Sparre Andersen model with a threshold dividend strategy. Zbl 1221.91030 Gao, Heli; Yin, Chuancun 21 2008 A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy. Zbl 1152.91579 Gao, Heli; Yin, Chuancun 6 2008 Moments of the first passage time of one-dimensional diffusion with two-sided barriers. Zbl 1154.60343 Wang, Huiqing; Yin, Chuancun 3 2008 Nonexponential asymptotics for the solutions of renewal equations, with applications. Zbl 1125.60090 Yin, Chuancun; Zhao, Junsheng 33 2006 Comment to: “On a classical risk model with a constant dividend barrier”. Zbl 1479.91345 Yin, Chuancun 1 2006 Passage times for a spectrally negative Lévy process with applications to risk theory. Zbl 1076.60038 Chiu, Sung Nok; Yin, Chuancun 27 2005 Ruin problems for a Sparre Andersen risk model. Zbl 1085.62123 Zhao, Xianghua; Yin, Chuancun 1 2005 Tail equivalence relationships for ruin probabilities in several risk models. Zbl 1101.60065 Hu, Feng; Yin, Chuancun; Zong, Zhaojun 1 2005 Ruin problems for a Sparre Andersen risk model. Zbl 1165.91427 Zhao, Xianghua; Yin, Chuancun 1 2005 A local result on probability in renewal risk models. Zbl 1060.62118 Bi, Xiuchun; Yin, Chuancun 1 2005 A local limit theorem for the probability of ruin. Zbl 1079.60074 Yin, Chuancun 3 2004 A diffusion perturbed risk process with stochastic return on investments. Zbl 1151.91583 Yin, Chuancun; Chiu, S. N. 1 2004 The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. Zbl 1055.91042 Chiu, S. N.; Yin, C. C. 31 2003 On occupation times for a risk process with reserve-dependent premium. Zbl 1019.91027 Chiu, S. N.; Yin, Chuancun 7 2002 The first exit time and ruin time for a risk process with reserve-dependent income. Zbl 1046.91071 Chiu, Sung Nok; Yin, Chuan Cun 2 2002 The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift. Zbl 0945.60087 Yin, Chuancun 4 1999 The joint density of the hitting time and place to a circle for planar Brownian motion. Zbl 0928.60065 Yin, Chuancun; Shao, Xianxi; Cheng, Huidong 1 1999 Some problems on balls and spheres for Brownian motion. Zbl 0862.60070 Yin, Chuancun; Wu, Rong 3 1996 all cited Publications top 5 cited Publications all top 5 Cited by 459 Authors 32 Ding, Feng 32 Yin, Chuancun 15 Zhang, Zhimin 12 Hayat, Tasawar 11 Xu, Ling 11 Yuen, Kam Chuen 10 Wu, Rong 10 Zhou, Xiaowen 9 Yamazaki, Kazutoshi 8 Chen, Ping 8 Li, Yingqiu 8 Wang, Wenyuan 8 Wang, Yuebao 7 Dong, Hua 7 Wang, Kaiyong 6 Al-saedi, Ahmed Eid Salem 6 Jin, Zhuo 6 Li, Shuanming 6 Pérez Garmendia, Jose Luis 6 Wen, Yuzhen 6 Yang, Erfu 6 Yu, Wenguang 6 Zhao, Yongxia 5 He, Jingmin 5 Hu, Yijun 5 Huang, Yujuan 5 Ji, Yan 5 Palmowski, Zbigniew 5 Wan, Lijuan 5 Yang, Hu 5 Yin, Li 5 Zhang, Xiao 4 Chen, Ye 4 Frostig, Esther 4 Jiang, Wuyuan 4 Li, Bin 4 Liu, Lijuan 4 Liu, Zaiming 4 Qian, Linyi 4 Wang, Rongming 4 Xu, Lin 4 Yang, Hailiang 4 Zhao, Xianghua 4 Zhou, Ming 4 Zhu, Quanmin 3 Avanzi, Benjamin 3 Breuer, Lothar 3 Chen, Feiyan 3 Dong, Yinghui 3 Gao, Zhongqin 3 Huang, Liguo 3 Kyprianou, Andreas E. 3 Landriault, David 3 Li, Bo 3 Li, Peng 3 Lin, Xiuli 3 Lkabous, Mohamed Amine 3 Papaioannou, Apostolos D. 3 Sheng, Jie 3 Song, Shiyu 3 Su, Wen 3 Wang, Wei 3 Wang, Yongjin 3 Xu, Ran 3 Yang, Xiangqun 3 Yang, Yang 3 Yao, Dingjun 3 Yu, Changjun 3 Zhang, Nan 3 Zhang, Xin 3 Zhou, Jieming 3 Zhou, Yihong 2 Badescu, Andrei L. 2 Baurdoux, Erik Jan 2 Bazyari, Abouzar 2 Bi, Xiuchun 2 Boxma, Onno Johan 2 Cai, Chunhao 2 Cai, Jun 2 Chen, Mi 2 Chen, Yanhong 2 Cheng, Gongpin 2 Cossette, Hélène 2 Cui, Chaoran 2 Cui, Ting 2 Cui, Zhaolei 2 Cui, Zhenyu 2 Dai, Hongshuai 2 Deng, Yingchun 2 Fang, Ying 2 Farkas, Walter 2 Gao, Heli 2 Gao, Qingwu 2 Grahovac, Danijel 2 Gu, Ya 2 Guo, Junyi 2 Hamana, Yuji 2 Hu, Kang 2 Huang, Ya 2 Hüsler, Jürg ...and 359 more Authors all top 5 Cited in 90 Serials 31 Journal of Computational and Applied Mathematics 31 Insurance Mathematics & Economics 17 Journal of Industrial and Management Optimization 15 Statistics & Probability Letters 15 Communications in Statistics. Theory and Methods 14 Journal of the Franklin Institute 12 Methodology and Computing in Applied Probability 11 International Journal of Robust and Nonlinear Control 10 Advances in Applied Probability 10 Acta Mathematicae Applicatae Sinica. English Series 9 Frontiers of Mathematics in China 8 Applied Mathematics and Computation 8 Journal of Applied Probability 8 International Journal of Adaptive Control and Signal Processing 8 Scandinavian Actuarial Journal 7 Applied Mathematics. Series B (English Edition) 6 Abstract and Applied Analysis 6 Journal of Inequalities and Applications 5 Stochastic Analysis and Applications 5 North American Actuarial Journal 5 Advances in Difference Equations 5 International Journal of Systems Science. Principles and Applications of Systems and Integration 4 Journal of Mathematical Analysis and Applications 4 Stochastic Processes and their Applications 3 Circuits, Systems, and Signal Processing 3 Communications in Statistics. Simulation and Computation 3 Mathematical Problems in Engineering 3 Discrete Dynamics in Nature and Society 3 ASTIN Bulletin 2 Computers & Mathematics with Applications 2 Lithuanian Mathematical Journal 2 Journal of Optimization Theory and Applications 2 Journal of Statistical Planning and Inference 2 Optimal Control Applications & Methods 2 Journal of Theoretical Probability 2 Mathematical and Computer Modelling 2 Annals of Operations Research 2 Journal of Statistical Computation and Simulation 2 Bernoulli 2 Mathematical Finance 2 Acta Mathematica Sinica. English Series 2 Probability in the Engineering and Informational Sciences 2 Quantitative Finance 2 Journal of Systems Science and Complexity 2 Stochastic Models 2 Journal of the Korean Statistical Society 2 Mathematical Control and Related Fields 2 AIMS Mathematics 1 International Journal of Control 1 Journal of Mathematical Biology 1 Mathematical Methods in the Applied Sciences 1 Physica A 1 Ukrainian Mathematical Journal 1 Mathematics of Operations Research 1 Proceedings of the American Mathematical Society 1 Proceedings of the Japan Academy. Series A 1 Ricerche di Matematica 1 Operations Research Letters 1 Applied Mathematics and Mechanics. (English Edition) 1 Optimization 1 Probability Theory and Related Fields 1 Science in China. Series A 1 The Annals of Applied Probability 1 Chinese Science Bulletin 1 Mathematical Methods of Statistics 1 Complexity 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Soft Computing 1 Mathematical Methods of Operations Research 1 Wuhan University Journal of Natural Sciences (WUJNS) 1 Extremes 1 Optimization and Engineering 1 Applied Stochastic Models in Business and Industry 1 Journal of Applied Mathematics 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Stochastics and Dynamics 1 Hacettepe Journal of Mathematics and Statistics 1 Journal of Mathematical Inequalities 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM 1 Journal of Probability and Statistics 1 Symmetry 1 Communications in Mathematics and Statistics 1 Journal of Applied Mathematics, Statistics and Informatics 1 Journal of Function Spaces 1 Open Mathematics 1 Cogent Mathematics 1 Mathematical Foundations of Computing 1 Frontiers of Mathematical Finance 1 Frontiers of Mathematics all top 5 Cited in 24 Fields 217 Probability theory and stochastic processes (60-XX) 210 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 88 Systems theory; control (93-XX) 54 Statistics (62-XX) 13 Integral equations (45-XX) 13 Calculus of variations and optimal control; optimization (49-XX) 8 Numerical analysis (65-XX) 7 Real functions (26-XX) 7 Special functions (33-XX) 6 Partial differential equations (35-XX) 5 Integral transforms, operational calculus (44-XX) 3 Ordinary differential equations (34-XX) 3 Biology and other natural sciences (92-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Operations research, mathematical programming (90-XX) 2 Information and communication theory, circuits (94-XX) 2 Mathematics education (97-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Geometry (51-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) Citations by Year