Edit Profile (opens in new tab) Yin, Chuancun Compute Distance To: Compute Author ID: yin.chuancun Published as: Yin, Chuancun; Yin, Chuan-Cun; Yin, Chuan Cun; Yin, C. C.; Yin, Chuan-cun more...less Documents Indexed: 118 Publications since 1991 Co-Authors: 54 Co-Authors with 97 Joint Publications 2,191 Co-Co-Authors all top 5 Co-Authors 17 single-authored 10 Wen, Yuzhen 7 Wang, Chunwei 7 Yuen, Kam Chuen 7 Zhao, Xianghua 5 Chiu, Sung Nok 5 Zuo, Baishuai 4 Lu, Yuhua 4 Shen, Ying 4 Zhao, Yongxia 3 Gao, Heli 3 Hu, Feng 3 Huang, Baoan 3 Shao, Xianxi 3 Wang, Yinfeng 3 Zhao, Xuelei 3 Zhou, Ming 3 Zhu, Dan 3 Zong, Zhaojun 2 Dai, Hongshuai 2 Dong, Hua 2 Fan, Qingzhu 2 Li, Peng 2 Wang, Huiqing 2 Wang, Yeshunying 2 Wu, Rong 2 Xie, Shuheng 1 Balakrishnan, Narayanaswamy 1 Bi, Xiuchun 1 Cheng, Huidong 1 Chiu, Sungnok 1 Huang, Yuxia 1 Jiang, Zhaolin 1 Li, Erqiang 1 Li, Shilong 1 Li, Yingqiu 1 Liu, Haidong 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 Wang, Zhen 1 Wu, Helin 1 Xia, Guofang 1 Xiao, Feng 1 Xu, Run 1 Zhang, Xinsheng 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 Frontiers of Mathematics in China 2 Applied Mathematics and Computation 2 Mathematics in Practice and Theory 2 Science in China. Series A 2 Communications in Statistics. Theory and Methods 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 Mathematical Research & Exposition 1 Chinese Annals of Mathematics. Series A 1 Stochastic Analysis and Applications 1 Advances in Mathematics 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 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 AIMS Mathematics all top 5 Fields 89 Probability theory and stochastic processes (60-XX) 59 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 32 Statistics (62-XX) 11 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 59 Publications have been cited 504 times in 285 Documents Cited by ▼ Year ▼ Optimal dividend problem with a terminal value for spectrally positive Lévy processes. Zbl 1290.91176Yin, Chuancun; Wen, Yuzhen 50 2013 Exit problems for jump processes with applications to dividend problems. Zbl 1267.91076Yin, Chuancun; Shen, Ying; Wen, Yuzhen 44 2013 The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. Zbl 1055.91042Chiu, S. N.; Yin, C. C. 29 2003 The perturbed compound Poisson risk process with investment and debit interest. Zbl 1231.91255Yin, Chuancun; Wang, Chunwei 27 2010 Optimality of the threshold dividend strategy for the compound Poisson model. Zbl 1225.91030Yin, Chuancun; Yuen, Kam Chuen 24 2011 Nonexponential asymptotics for the solutions of renewal equations, with applications. Zbl 1125.60090Yin, Chuancun; Zhao, Junsheng 23 2006 Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. Zbl 1310.60058Yin, Chuancun; Yuen, Kam C. 21 2014 Passage times for a spectrally negative Lévy process with applications to risk theory. Zbl 1076.60038Chiu, Sung Nok; Yin, Chuancun 21 2005 Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. Zbl 1328.93285Yin, Chuancun; Yuen, Kam Chuen 20 2015 The perturbed Sparre Andersen model with a threshold dividend strategy. Zbl 1221.91030Gao, Heli; Yin, Chuancun 19 2008 An extension of Paulsen-Gjessing’s risk model with stochastic return on investments. Zbl 1284.91281Yin, Chuancun; Wen, Yuzhen 15 2013 On the optimal dividend problem for a spectrally positive Lévy process. Zbl 1431.91430Yin, Chuancun; Wen, Yuzhen; Zhao, Yongxia 14 2014 Spectrally negative Lévy risk model under Erlangized barrier strategy. Zbl 1419.91356Dong, Hua; Yin, Chuancun; Dai, Hongshuai 12 2019 On the last exit times for spectrally negative Lévy processes. Zbl 1400.60068Li, Yingqiu; Yin, Chuancun; Zhou, Xiaowen 11 2017 Optimal investment and premium control in a nonlinear diffusion model. Zbl 1402.91220Zhou, Ming; Yuen, Kam Chuen; Yin, Chuan-Cun 10 2017 Optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes: an alternative approach. Zbl 1176.60034Yin, Chuancun; Wang, Chunwei 9 2009 Optimal reinsurance with both proportional and fixed costs. Zbl 1398.91341Li, Peng; Zhou, Ming; Yin, Chuancun 8 2015 Approximation for the ruin probabilities in a discrete time risk model with dependent risks. Zbl 1201.62119Wang, Yinfeng; Yin, Chuancun 7 2010 On optimality of the barrier strategy for a general Lévy risk process. Zbl 1219.91076Yuen, Kam Chuen; Yin, Chuancun 7 2011 Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments. Zbl 1240.60238Wang, Kaiyong; Wang, Yuebao; Yin, Chuancun 7 2011 Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes. Zbl 1286.60043Shen, Ying; Yin, Chuan-Cun; Yuen, Kam Chuen 7 2013 The expected discounted penalty function under a renewal risk model with stochastic income. Zbl 1242.60089Zhao, Yongxia; Yin, Chuancun 7 2012 Complete monotonicity of the probability of ruin and de Finetti’s dividend problem. Zbl 1259.91072Dong, Hua; Yin, Chuancun 7 2012 On the complete monotonicity of the compound geometric convolution with applications in risk theory. Zbl 1401.91114Chiu, Sung Nok; Yin, Chuancun 7 2014 The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes. Zbl 1206.91048Zhao, Xiang-Hua; Yin, Chuan-Cun 6 2010 On the classical risk model with credit and debit interests under absolute ruin. Zbl 1183.91078Wang, Chunwei; Yin, Chuancun; Li, Erqiang 6 2010 Dividend payments in the classical risk model under absolute ruin with debit interest. Zbl 1224.91090Wang, Chunwei; Yin, Chuancun 6 2009 Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables. Zbl 1252.62054Yuen, Kam Chuen; Yin, Chuancun 6 2012 A unifying approach to constrained and unconstrained optimal reinsurance. Zbl 1422.91356Huang, Yuxia; Yin, Chuancun 6 2019 On occupation times for a risk process with reserve-dependent premium. Zbl 1019.91027Chiu, S. N.; Yin, Chuancun 6 2002 A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy. Zbl 1152.91579Gao, Heli; Yin, Chuancun 5 2008 The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers. Zbl 1260.60164Yin, 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 0945.60087Yin, Chuancun 4 1999 Optimal dividends and capital injections for a spectrally positive Lévy process. Zbl 1362.93171Zhao, Yongxia; Wang, Rongming; Yin, Chuancun 4 2017 Moments of the first passage time of one-dimensional diffusion with two-sided barriers. Zbl 1154.60343Wang, Huiqing; Yin, Chuancun 3 2008 Uniform estimate for the tail probabilities of randomly weighted sums. Zbl 1305.62085Wang, Yin-Feng; Yin, Chuan-Cun; Zhang, Xin-Sheng 3 2014 Some problems on balls and spheres for Brownian motion. Zbl 0862.60070Yin, Chuancun; Wu, Rong 3 1996 Exit problems for jump processes having double-sided jumps with rational Laplace transforms. Zbl 1474.60189Wen, Yuzhen; Yin, Chuancun 3 2014 A local limit theorem for the probability of ruin. Zbl 1079.60074Yin, Chuancun 3 2004 Minimum of dependent random variables with convolution-equivalent distributions. Zbl 1226.62008Wang, Yinfeng; Yin, Chuancun 2 2011 The first passage time problem for mixed-exponential jump processes with applications in insurance and finance. Zbl 1474.62375Yin, Chuancun; Wen, Yuzhen; Zong, Zhaojun; Shen, Ying 2 2014 Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint. Zbl 1411.91323Wen, Yuzhen; Yin, Chuancun 2 2019 Remarks on equality of two distributions under some partial orders. Zbl 1391.60034Yin, Chuan-cun 2 2018 On a dual model with barrier strategy. Zbl 1244.91096Wen, Yuzhen; Yin, Chuancun 2 2012 Two sufficient conditions for convex ordering on risk aggregation. Zbl 1470.60074Zhu, Dan; Yin, Chuancun 2 2018 On Jensen’s inequality, Hölder’s inequality, and Minkowski’s inequality for dynamically consistent nonlinear evaluations. Zbl 1383.60023Zong, Zhaojun; Hu, Feng; Yin, Chuancun; Wu, Helin 2 2015 The first exit time and ruin time for a risk process with reserve-dependent income. Zbl 1046.91071Chiu, Sung Nok; Yin, Chuan Cun 2 2002 Hitting time and place of Brownian motion with drift. Zbl 1322.60168Yin, Chuancun; Wang, Chunwei 2 2009 Comment to: “On a classical risk model with a constant dividend barrier”. Zbl 1479.91345Yin, Chuancun 1 2006 Ladder height and supremum of a random walk with applications in risk theory. Zbl 1199.60170Yin, Chuancun; Zhao, Xianghua; Hu, Feng 1 2009 Ruin problems for a Sparre Andersen risk model. Zbl 1165.91427Zhao, Xianghua; Yin, Chuancun 1 2005 Tail equivalence relationships for ruin probabilities in several risk models. Zbl 1101.60065Hu, Feng; Yin, Chuancun; Zong, Zhaojun 1 2005 Stochastic interest model based on compound Poisson process and applications in actuarial science. Zbl 1427.91237Li, Shilong; Yin, Chuancun; Zhao, Xia; Dai, Hongshuai 1 2017 The optimal dividend strategy in the perturbed compound Poisson risk model with investment. Zbl 1265.91098Wang, Chunwei; Yin, Chuancun 1 2011 Ruin problems for a Sparre Andersen risk model. Zbl 1085.62123Zhao, Xianghua; Yin, Chuancun 1 2005 The joint density of the hitting time and place to a circle for planar Brownian motion. Zbl 0928.60065Yin, Chuancun; Shao, Xianxi; Cheng, Huidong 1 1999 A diffusion perturbed risk process with stochastic return on investments. Zbl 1151.91583Yin, Chuancun; Chiu, S. N. 1 2004 A local result on probability in renewal risk models. Zbl 1060.62118Bi, Xiuchun; Yin, Chuancun 1 2005 Some generalized Volterra-Fredholm type dynamical integral inequalities in two independent variables on time scale pairs. Zbl 1487.34169Liu, Haidong; Yin, Chuancun 1 2020 Some generalized Volterra-Fredholm type dynamical integral inequalities in two independent variables on time scale pairs. Zbl 1487.34169Liu, Haidong; Yin, Chuancun 1 2020 Spectrally negative Lévy risk model under Erlangized barrier strategy. Zbl 1419.91356Dong, Hua; Yin, Chuancun; Dai, Hongshuai 12 2019 A unifying approach to constrained and unconstrained optimal reinsurance. Zbl 1422.91356Huang, Yuxia; Yin, Chuancun 6 2019 Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint. Zbl 1411.91323Wen, Yuzhen; Yin, Chuancun 2 2019 Remarks on equality of two distributions under some partial orders. Zbl 1391.60034Yin, Chuan-cun 2 2018 Two sufficient conditions for convex ordering on risk aggregation. Zbl 1470.60074Zhu, Dan; Yin, Chuancun 2 2018 On the last exit times for spectrally negative Lévy processes. Zbl 1400.60068Li, Yingqiu; Yin, Chuancun; Zhou, Xiaowen 11 2017 Optimal investment and premium control in a nonlinear diffusion model. Zbl 1402.91220Zhou, Ming; Yuen, Kam Chuen; Yin, Chuan-Cun 10 2017 Optimal dividends and capital injections for a spectrally positive Lévy process. Zbl 1362.93171Zhao, Yongxia; Wang, Rongming; Yin, Chuancun 4 2017 Stochastic interest model based on compound Poisson process and applications in actuarial science. Zbl 1427.91237Li, Shilong; Yin, Chuancun; Zhao, Xia; Dai, Hongshuai 1 2017 Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. Zbl 1328.93285Yin, Chuancun; Yuen, Kam Chuen 20 2015 Optimal reinsurance with both proportional and fixed costs. Zbl 1398.91341Li, Peng; Zhou, Ming; Yin, Chuancun 8 2015 On Jensen’s inequality, Hölder’s inequality, and Minkowski’s inequality for dynamically consistent nonlinear evaluations. Zbl 1383.60023Zong, Zhaojun; Hu, Feng; Yin, Chuancun; Wu, Helin 2 2015 Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. Zbl 1310.60058Yin, Chuancun; Yuen, Kam C. 21 2014 On the optimal dividend problem for a spectrally positive Lévy process. Zbl 1431.91430Yin, Chuancun; Wen, Yuzhen; Zhao, Yongxia 14 2014 On the complete monotonicity of the compound geometric convolution with applications in risk theory. Zbl 1401.91114Chiu, Sung Nok; Yin, Chuancun 7 2014 Uniform estimate for the tail probabilities of randomly weighted sums. Zbl 1305.62085Wang, Yin-Feng; Yin, Chuan-Cun; Zhang, Xin-Sheng 3 2014 Exit problems for jump processes having double-sided jumps with rational Laplace transforms. Zbl 1474.60189Wen, Yuzhen; Yin, Chuancun 3 2014 The first passage time problem for mixed-exponential jump processes with applications in insurance and finance. Zbl 1474.62375Yin, Chuancun; Wen, Yuzhen; Zong, Zhaojun; Shen, Ying 2 2014 Optimal dividend problem with a terminal value for spectrally positive Lévy processes. Zbl 1290.91176Yin, Chuancun; Wen, Yuzhen 50 2013 Exit problems for jump processes with applications to dividend problems. Zbl 1267.91076Yin, Chuancun; Shen, Ying; Wen, Yuzhen 44 2013 An extension of Paulsen-Gjessing’s risk model with stochastic return on investments. Zbl 1284.91281Yin, Chuancun; Wen, Yuzhen 15 2013 Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes. Zbl 1286.60043Shen, Ying; Yin, Chuan-Cun; Yuen, Kam Chuen 7 2013 The expected discounted penalty function under a renewal risk model with stochastic income. Zbl 1242.60089Zhao, Yongxia; Yin, Chuancun 7 2012 Complete monotonicity of the probability of ruin and de Finetti’s dividend problem. Zbl 1259.91072Dong, Hua; Yin, Chuancun 7 2012 Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables. Zbl 1252.62054Yuen, 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 1260.60164Yin, Chuancun; Wang, Huiqing 5 2012 On a dual model with barrier strategy. Zbl 1244.91096Wen, Yuzhen; Yin, Chuancun 2 2012 Optimality of the threshold dividend strategy for the compound Poisson model. Zbl 1225.91030Yin, Chuancun; Yuen, Kam Chuen 24 2011 On optimality of the barrier strategy for a general Lévy risk process. Zbl 1219.91076Yuen, Kam Chuen; Yin, Chuancun 7 2011 Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments. Zbl 1240.60238Wang, Kaiyong; Wang, Yuebao; Yin, Chuancun 7 2011 Minimum of dependent random variables with convolution-equivalent distributions. Zbl 1226.62008Wang, Yinfeng; Yin, Chuancun 2 2011 The optimal dividend strategy in the perturbed compound Poisson risk model with investment. Zbl 1265.91098Wang, Chunwei; Yin, Chuancun 1 2011 The perturbed compound Poisson risk process with investment and debit interest. Zbl 1231.91255Yin, Chuancun; Wang, Chunwei 27 2010 Approximation for the ruin probabilities in a discrete time risk model with dependent risks. Zbl 1201.62119Wang, Yinfeng; Yin, Chuancun 7 2010 The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes. Zbl 1206.91048Zhao, Xiang-Hua; Yin, Chuan-Cun 6 2010 On the classical risk model with credit and debit interests under absolute ruin. Zbl 1183.91078Wang, 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 1176.60034Yin, Chuancun; Wang, Chunwei 9 2009 Dividend payments in the classical risk model under absolute ruin with debit interest. Zbl 1224.91090Wang, Chunwei; Yin, Chuancun 6 2009 Hitting time and place of Brownian motion with drift. Zbl 1322.60168Yin, Chuancun; Wang, Chunwei 2 2009 Ladder height and supremum of a random walk with applications in risk theory. Zbl 1199.60170Yin, Chuancun; Zhao, Xianghua; Hu, Feng 1 2009 The perturbed Sparre Andersen model with a threshold dividend strategy. Zbl 1221.91030Gao, Heli; Yin, Chuancun 19 2008 A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy. Zbl 1152.91579Gao, Heli; Yin, Chuancun 5 2008 Moments of the first passage time of one-dimensional diffusion with two-sided barriers. Zbl 1154.60343Wang, Huiqing; Yin, Chuancun 3 2008 Nonexponential asymptotics for the solutions of renewal equations, with applications. Zbl 1125.60090Yin, Chuancun; Zhao, Junsheng 23 2006 Comment to: “On a classical risk model with a constant dividend barrier”. Zbl 1479.91345Yin, Chuancun 1 2006 Passage times for a spectrally negative Lévy process with applications to risk theory. Zbl 1076.60038Chiu, Sung Nok; Yin, Chuancun 21 2005 Ruin problems for a Sparre Andersen risk model. Zbl 1165.91427Zhao, Xianghua; Yin, Chuancun 1 2005 Tail equivalence relationships for ruin probabilities in several risk models. Zbl 1101.60065Hu, Feng; Yin, Chuancun; Zong, Zhaojun 1 2005 Ruin problems for a Sparre Andersen risk model. Zbl 1085.62123Zhao, Xianghua; Yin, Chuancun 1 2005 A local result on probability in renewal risk models. Zbl 1060.62118Bi, Xiuchun; Yin, Chuancun 1 2005 A local limit theorem for the probability of ruin. Zbl 1079.60074Yin, Chuancun 3 2004 A diffusion perturbed risk process with stochastic return on investments. Zbl 1151.91583Yin, 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 1055.91042Chiu, S. N.; Yin, C. C. 29 2003 On occupation times for a risk process with reserve-dependent premium. Zbl 1019.91027Chiu, S. N.; Yin, Chuancun 6 2002 The first exit time and ruin time for a risk process with reserve-dependent income. Zbl 1046.91071Chiu, 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 0945.60087Yin, Chuancun 4 1999 The joint density of the hitting time and place to a circle for planar Brownian motion. Zbl 0928.60065Yin, Chuancun; Shao, Xianxi; Cheng, Huidong 1 1999 Some problems on balls and spheres for Brownian motion. Zbl 0862.60070Yin, Chuancun; Wu, Rong 3 1996 all cited Publications top 5 cited Publications all top 5 Cited by 399 Authors 24 Yin, Chuancun 14 Ding, Feng 11 Yuen, Kam Chuen 11 Zhang, Zhimin 10 Wu, Rong 10 Zhou, Xiaowen 8 Chen, Ping 8 Hayat, Tasawar 8 Wang, Yuebao 7 Wang, Kaiyong 7 Wang, Wenyuan 6 Dong, Hua 6 Li, Shuanming 6 Li, Yingqiu 6 Wen, Yuzhen 6 Yamazaki, Kazutoshi 6 Yu, Wenguang 5 Al-saedi, Ahmed Eid Salem 5 He, Jingmin 5 Hu, Yijun 5 Huang, Yujuan 5 Jin, Zhuo 5 Yang, Hu 5 Yin, Li 5 Zhao, Yongxia 4 Li, Bin 4 Liu, Zaiming 4 Pérez Garmendia, Jose Luis 4 Qian, Linyi 4 Xu, Ling 4 Yang, Hailiang 4 Zhao, Xianghua 4 Zhou, Ming 4 Zhu, Quanmin 3 Breuer, Lothar 3 Cai, Jun 3 Chen, Ye 3 Dong, Yinghui 3 Frostig, Esther 3 Gao, Zhongqin 3 Huang, Liguo 3 Ji, Yan 3 Jiang, Wuyuan 3 Kyprianou, Andreas E. 3 Landriault, David 3 Li, Bo 3 Li, Peng 3 Lin, Xiuli 3 Liu, Lijuan 3 Papaioannou, Apostolos D. 3 Song, Shiyu 3 Su, Wen 3 Wan, Lijuan 3 Wang, Wei 3 Wang, Yongjin 3 Wu, Lan 3 Xu, Lin 3 Xu, Ran 3 Yang, Xiangqun 3 Yao, Dingjun 3 Yu, Changjun 3 Zhang, Nan 3 Zhang, Xin 2 Avanzi, Benjamin 2 Badescu, Andrei L. 2 Bi, Xiuchun 2 Cai, Chunhao 2 Chen, Mi 2 Chen, Yanhong 2 Cui, Chaoran 2 Cui, Zhaolei 2 Cui, Zhenyu 2 Fang, Ying 2 Gao, Heli 2 Gao, Qingwu 2 Grahovac, Danijel 2 Gu, Ya 2 Guo, Junyi 2 Hamana, Yuji 2 Hüsler, Jürg 2 Ivanovs, Jevgeņijs 2 Kim, Bara 2 Kim, Jerim 2 Lefebvre, Mario 2 Leipus, Remigijus 2 Li, Rong 2 Liu, Donghai 2 Liu, Zhang 2 Lkabous, Mohamed Amine 2 Lu, Yuhua 2 Ma, Hao 2 Ming, Ruixing 2 Palmowski, Zbigniew 2 Pan, Jian 2 Peng, Zhaohui 2 Psarrakos, Georgios 2 Qu, Zhongfeng 2 Ramsden, Lewis 2 Renaud, Jean-François 2 Shen, Ying ...and 299 more Authors all top 5 Cited in 77 Serials 28 Insurance Mathematics & Economics 27 Journal of Computational and Applied Mathematics 15 Statistics & Probability Letters 14 Journal of Industrial and Management Optimization 13 Journal of the Franklin Institute 12 Communications in Statistics. Theory and Methods 11 Methodology and Computing in Applied Probability 9 Acta Mathematicae Applicatae Sinica. English Series 9 Frontiers of Mathematics in China 8 Journal of Applied Probability 7 Applied Mathematics. Series B (English Edition) 7 Scandinavian Actuarial Journal 6 Applied Mathematics and Computation 6 Abstract and Applied Analysis 5 Advances in Applied Probability 5 Stochastic Analysis and Applications 5 Journal of Inequalities and Applications 5 North American Actuarial Journal 5 Advances in Difference Equations 4 Journal of Mathematical Analysis and Applications 4 International Journal of Systems Science. Principles and Applications of Systems and Integration 3 Communications in Statistics. Simulation and Computation 3 Stochastic Processes and their Applications 3 Mathematical Problems in Engineering 3 ASTIN Bulletin 2 Computers & Mathematics with Applications 2 Physica A 2 Journal of Optimization Theory and Applications 2 Journal of Theoretical Probability 2 Mathematical and Computer Modelling 2 Annals of Operations Research 2 Bernoulli 2 Discrete Dynamics in Nature and Society 2 Acta Mathematica Sinica. English Series 2 Journal of Systems Science and Complexity 2 Stochastic Models 2 Journal of the Korean Statistical Society 2 AIMS Mathematics 1 Journal of Mathematical Biology 1 Lithuanian Mathematical Journal 1 Ukrainian Mathematical Journal 1 Journal of Statistical Planning and Inference 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 Circuits, Systems, and Signal Processing 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 Journal of Statistical Computation and Simulation 1 Chinese Science Bulletin 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 Quantitative Finance 1 Journal of Applied Mathematics 1 Acta Mathematica Scientia. Series B. (English Edition) 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 Mathematical Control and Related Fields 1 Journal of Applied Mathematics, Statistics and Informatics 1 Journal of Function Spaces 1 Open Mathematics 1 Cogent Mathematics 1 Frontiers of Mathematical Finance all top 5 Cited in 22 Fields 187 Probability theory and stochastic processes (60-XX) 181 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 53 Systems theory; control (93-XX) 45 Statistics (62-XX) 11 Integral equations (45-XX) 10 Calculus of variations and optimal control; optimization (49-XX) 7 Special functions (33-XX) 7 Numerical analysis (65-XX) 6 Real functions (26-XX) 5 Partial differential equations (35-XX) 4 Integral transforms, operational calculus (44-XX) 3 Operations research, mathematical programming (90-XX) 2 Ordinary differential equations (34-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Biology and other natural sciences (92-XX) 2 Mathematics education (97-XX) 1 Combinatorics (05-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year