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Author ID: yin.chuancun Recent zbMATH articles by "Yin, Chuancun"
Published as: Yin, Chuancun; Yin, Chuan-Cun; Yin, Chuan Cun; Yin, C. C.; Yin, Chuan-cun
Documents Indexed: 118 Publications since 1991
Co-Authors: 53 Co-Authors with 97 Joint Publications
1,813 Co-Co-Authors
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

Publications by Year

Citations contained in zbMATH Open

59 Publications have been cited 497 times in 281 Documents Cited by Year
Optimal dividend problem with a terminal value for spectrally positive Lévy processes. Zbl 1290.91176
Yin, Chuancun; Wen, Yuzhen
50
2013
Exit problems for jump processes with applications to dividend problems. Zbl 1267.91076
Yin, 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 1055.91042
Chiu, S. N.; Yin, C. C.
29
2003
The perturbed compound Poisson risk process with investment and debit interest. Zbl 1231.91255
Yin, Chuancun; Wang, Chunwei
27
2010
Optimality of the threshold dividend strategy for the compound Poisson model. Zbl 1225.91030
Yin, Chuancun; Yuen, Kam Chuen
24
2011
Nonexponential asymptotics for the solutions of renewal equations, with applications. Zbl 1125.60090
Yin, Chuancun; Zhao, Junsheng
23
2006
Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. Zbl 1310.60058
Yin, Chuancun; Yuen, Kam C.
21
2014
Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. Zbl 1328.93285
Yin, Chuancun; Yuen, Kam Chuen
20
2015
Passage times for a spectrally negative Lévy process with applications to risk theory. Zbl 1076.60038
Chiu, Sung Nok; Yin, Chuancun
20
2005
The perturbed Sparre Andersen model with a threshold dividend strategy. Zbl 1221.91030
Gao, Heli; Yin, Chuancun
19
2008
An extension of Paulsen-Gjessing’s risk model with stochastic return on investments. Zbl 1284.91281
Yin, Chuancun; Wen, Yuzhen
15
2013
On the optimal dividend problem for a spectrally positive Lévy process. Zbl 1431.91430
Yin, Chuancun; Wen, Yuzhen; Zhao, Yongxia
13
2014
Spectrally negative Lévy risk model under Erlangized barrier strategy. Zbl 1419.91356
Dong, Hua; Yin, Chuancun; Dai, Hongshuai
12
2019
On the last exit times for spectrally negative Lévy processes. Zbl 1400.60068
Li, Yingqiu; Yin, Chuancun; Zhou, Xiaowen
10
2017
Optimal investment and premium control in a nonlinear diffusion model. Zbl 1402.91220
Zhou, 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 1176.60034
Yin, Chuancun; Wang, Chunwei
9
2009
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
Complete monotonicity of the probability of ruin and de Finetti’s dividend problem. Zbl 1259.91072
Dong, Hua; Yin, Chuancun
7
2012
Approximation for the ruin probabilities in a discrete time risk model with dependent risks. Zbl 1201.62119
Wang, Yinfeng; Yin, Chuancun
7
2010
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
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
Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables. Zbl 1252.62054
Yuen, Kam Chuen; Yin, Chuancun
6
2012
A unifying approach to constrained and unconstrained optimal reinsurance. Zbl 1422.91356
Huang, Yuxia; Yin, Chuancun
6
2019
On the classical risk model with credit and debit interests under absolute ruin. Zbl 1183.91078
Wang, Chunwei; Yin, Chuancun; Li, Erqiang
6
2010
On occupation times for a risk process with reserve-dependent premium. Zbl 1019.91027
Chiu, S. N.; Yin, Chuancun
6
2002
The expected discounted penalty function under a renewal risk model with stochastic income. Zbl 1242.60089
Zhao, Yongxia; 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
A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy. Zbl 1152.91579
Gao, Heli; Yin, Chuancun
5
2008
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 Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes. Zbl 1206.91048
Zhao, Xiang-Hua; Yin, Chuan-Cun
4
2010
Optimal dividends and capital injections for a spectrally positive Lévy process. Zbl 1362.93171
Zhao, Yongxia; Wang, Rongming; Yin, Chuancun
4
2017
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
Moments of the first passage time of one-dimensional diffusion with two-sided barriers. Zbl 1154.60343
Wang, Huiqing; Yin, Chuancun
3
2008
A local limit theorem for the probability of ruin. Zbl 1079.60074
Yin, Chuancun
3
2004
Some problems on balls and spheres for Brownian motion. Zbl 0862.60070
Yin, Chuancun; Wu, Rong
3
1996
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 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
Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint. Zbl 1411.91323
Wen, Yuzhen; Yin, Chuancun
2
2019
Remarks on equality of two distributions under some partial orders. Zbl 1391.60034
Yin, Chuan-cun
2
2018
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
Minimum of dependent random variables with convolution-equivalent distributions. Zbl 1226.62008
Wang, Yinfeng; Yin, Chuancun
2
2011
Hitting time and place of Brownian motion with drift. Zbl 1322.60168
Yin, Chuancun; Wang, Chunwei
2
2009
Two sufficient conditions for convex ordering on risk aggregation. Zbl 1470.60074
Zhu, Dan; Yin, Chuancun
2
2018
A local result on probability in renewal risk models. Zbl 1060.62118
Bi, Xiuchun; Yin, Chuancun
1
2005
Ruin problems for a Sparre Andersen risk model. Zbl 1165.91427
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
Stochastic interest model based on compound Poisson process and applications in actuarial science. Zbl 1427.91237
Li, Shilong; Yin, Chuancun; Zhao, Xia; Dai, Hongshuai
1
2017
Ladder height and supremum of a random walk with applications in risk theory. Zbl 1199.60170
Yin, Chuancun; Zhao, Xianghua; Hu, Feng
1
2009
A diffusion perturbed risk process with stochastic return on investments. Zbl 1151.91583
Yin, Chuancun; Chiu, S. N.
1
2004
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
On a dual model with barrier strategy. Zbl 1244.91096
Wen, Yuzhen; Yin, Chuancun
1
2012
The optimal dividend strategy in the perturbed compound Poisson risk model with investment. Zbl 1265.91098
Wang, Chunwei; Yin, Chuancun
1
2011
Comment to: “On a classical risk model with a constant dividend barrier”. Zbl 1479.91345
Yin, Chuancun
1
2006
Some generalized Volterra-Fredholm type dynamical integral inequalities in two independent variables on time scale pairs. Zbl 1487.34169
Liu, Haidong; Yin, Chuancun
1
2020
Some generalized Volterra-Fredholm type dynamical integral inequalities in two independent variables on time scale pairs. Zbl 1487.34169
Liu, Haidong; Yin, Chuancun
1
2020
Spectrally negative Lévy risk model under Erlangized barrier strategy. Zbl 1419.91356
Dong, Hua; Yin, Chuancun; Dai, Hongshuai
12
2019
A unifying approach to constrained and unconstrained optimal reinsurance. Zbl 1422.91356
Huang, Yuxia; Yin, Chuancun
6
2019
Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint. Zbl 1411.91323
Wen, Yuzhen; Yin, Chuancun
2
2019
Remarks on equality of two distributions under some partial orders. Zbl 1391.60034
Yin, Chuan-cun
2
2018
Two sufficient conditions for convex ordering on risk aggregation. Zbl 1470.60074
Zhu, Dan; Yin, Chuancun
2
2018
On the last exit times for spectrally negative Lévy processes. Zbl 1400.60068
Li, Yingqiu; Yin, Chuancun; Zhou, Xiaowen
10
2017
Optimal investment and premium control in a nonlinear diffusion model. Zbl 1402.91220
Zhou, Ming; Yuen, Kam Chuen; Yin, Chuan-Cun
10
2017
Optimal dividends and capital injections for a spectrally positive Lévy process. Zbl 1362.93171
Zhao, Yongxia; Wang, Rongming; Yin, Chuancun
4
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
1
2017
Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. Zbl 1328.93285
Yin, Chuancun; Yuen, Kam Chuen
20
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
Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. Zbl 1310.60058
Yin, Chuancun; Yuen, Kam C.
21
2014
On the optimal dividend problem for a spectrally positive Lévy process. Zbl 1431.91430
Yin, Chuancun; Wen, Yuzhen; Zhao, Yongxia
13
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
Optimal dividend problem with a terminal value for spectrally positive Lévy processes. Zbl 1290.91176
Yin, Chuancun; Wen, Yuzhen
50
2013
Exit problems for jump processes with applications to dividend problems. Zbl 1267.91076
Yin, Chuancun; Shen, Ying; Wen, Yuzhen
44
2013
An extension of Paulsen-Gjessing’s risk model with stochastic return on investments. Zbl 1284.91281
Yin, Chuancun; Wen, Yuzhen
15
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
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 expected discounted penalty function under a renewal risk model with stochastic income. Zbl 1242.60089
Zhao, Yongxia; 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
1
2012
Optimality of the threshold dividend strategy for the compound Poisson model. Zbl 1225.91030
Yin, Chuancun; Yuen, Kam Chuen
24
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
27
2010
Approximation for the ruin probabilities in a discrete time risk model with dependent risks. Zbl 1201.62119
Wang, Yinfeng; Yin, Chuancun
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
The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes. Zbl 1206.91048
Zhao, Xiang-Hua; Yin, Chuan-Cun
4
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
9
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
19
2008
A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy. Zbl 1152.91579
Gao, Heli; Yin, Chuancun
5
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
23
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
20
2005
A local result on probability in renewal risk models. Zbl 1060.62118
Bi, Xiuchun; Yin, Chuancun
1
2005
Ruin problems for a Sparre Andersen risk model. Zbl 1165.91427
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 1085.62123
Zhao, Xianghua; 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.
29
2003
On occupation times for a risk process with reserve-dependent premium. Zbl 1019.91027
Chiu, S. N.; Yin, Chuancun
6
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 top 5

Cited by 384 Authors

24 Yin, Chuancun
14 Ding, Feng
11 Yuen, Kam Chuen
11 Zhang, Zhimin
10 Wu, Rong
10 Zhou, Xiaowen
8 Hayat, Tasawar
8 Wang, Yuebao
7 Chen, Ping
7 Wang, Kaiyong
6 Dong, Hua
6 Li, Shuanming
6 Li, Yingqiu
6 Wang, Wenyuan
6 Wen, Yuzhen
6 Yu, Wenguang
5 Al-saedi, Ahmed Eid Salem
5 He, Jingmin
5 Hu, Yijun
5 Huang, Yujuan
5 Jin, Zhuo
5 Yamazaki, Kazutoshi
5 Yang, Hu
5 Yin, Li
5 Zhao, Yongxia
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 Li, Bin
3 Li, Bo
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
2 Avanzi, Benjamin
2 Badescu, Andrei L.
2 Bi, Xiuchun
2 Cai, Chunhao
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 Landriault, David
2 Lefebvre, Mario
2 Leipus, Remigijus
2 Li, Rong
2 Liu, Donghai
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
2 Šiaulys, Jonas
2 Song, Min
2 Song, Renming
2 Sun, Zhongyang
2 Tan, Jiyang
...and 284 more Authors
all top 5

Cited in 77 Serials

27 Insurance Mathematics & Economics
26 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 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 Communications in Statistics. Simulation and Computation
2 Stochastic Processes and their Applications
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

Citations by Year