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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
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 Statistical Papers
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

Publications by Year

Citations contained in zbMATH Open

68 Publications have been cited 801 times in 385 Documents Cited by Year
Optimal dividend problem with a terminal value for spectrally positive Lévy processes. Zbl 1290.91176
Yin, Chuancun; Wen, Yuzhen
74
2013
Exit problems for jump processes with applications to dividend problems. Zbl 1267.91076
Yin, Chuancun; Shen, Ying; Wen, Yuzhen
64
2013
On the optimal dividend problem for a spectrally positive Lévy process. Zbl 1431.91430
Yin, Chuancun; Wen, Yuzhen; Zhao, Yongxia
55
2014
Optimality of the threshold dividend strategy for the compound Poisson model. Zbl 1225.91030
Yin, Chuancun; Yuen, Kam Chuen
51
2011
An extension of Paulsen-Gjessing’s risk model with stochastic return on investments. Zbl 1284.91281
Yin, Chuancun; Wen, Yuzhen
50
2013
The perturbed compound Poisson risk process with investment and debit interest. Zbl 1231.91255
Yin, Chuancun; Wang, Chunwei
47
2010
Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs. Zbl 1328.93285
Yin, Chuancun; Yuen, Kam Chuen
45
2015
Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. Zbl 1310.60058
Yin, Chuancun; Yuen, Kam C.
38
2014
Nonexponential asymptotics for the solutions of renewal equations, with applications. Zbl 1125.60090
Yin, Chuancun; Zhao, Junsheng
37
2006
Passage times for a spectrally negative Lévy process with applications to risk theory. Zbl 1076.60038
Chiu, Sung Nok; Yin, Chuancun
31
2005
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
The perturbed Sparre Andersen model with a threshold dividend strategy. Zbl 1221.91030
Gao, Heli; Yin, Chuancun
23
2008
Spectrally negative Lévy risk model under Erlangized barrier strategy. Zbl 1419.91356
Dong, Hua; Yin, Chuancun; Dai, Hongshuai
21
2019
The expected discounted penalty function under a renewal risk model with stochastic income. Zbl 1242.60089
Zhao, Yongxia; Yin, Chuancun
15
2012
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
A unifying approach to constrained and unconstrained optimal reinsurance. Zbl 1422.91356
Huang, Yuxia; Yin, Chuancun
10
2019
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
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
8
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
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
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
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
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 perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy. Zbl 1152.91579
Gao, Heli; Yin, Chuancun
6
2008
Optimal dividends and capital injections for a spectrally positive Lévy process. Zbl 1362.93171
Zhao, Yongxia; Wang, Rongming; Yin, Chuancun
5
2017
Moments of the first passage time of one-dimensional diffusion with two-sided barriers. Zbl 1154.60343
Wang, Huiqing; Yin, Chuancun
5
2008
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 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
4
2014
Exit problems for jump processes having double-sided jumps with rational Laplace transforms. Zbl 1474.60189
Wen, Yuzhen; Yin, Chuancun
4
2014
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
Remarks on equality of two distributions under some partial orders. Zbl 1391.60034
Yin, Chuan-cun
3
2018
Uniform estimate for the tail probabilities of randomly weighted sums. Zbl 1305.62085
Wang, Yin-Feng; Yin, Chuan-Cun; Zhang, Xin-Sheng
3
2014
Hitting time and place of Brownian motion with drift. Zbl 1322.60168
Yin, Chuancun; Wang, Chunwei
3
2009
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
3
2015
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
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
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
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
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
Expressions for joint moments of elliptical distributions. Zbl 1461.62063
Zuo, Baishuai; Yin, Chuancun; Balakrishnan, Narayanaswamy
2
2021
Comment to: “On a classical risk model with a constant dividend barrier”. Zbl 1479.91345
Yin, Chuancun
2
2006
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
A local result on probability in renewal risk models. Zbl 1060.62118
Bi, Xiuchun; 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
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 optimal dividend strategy in the perturbed compound Poisson risk model with investment. Zbl 1265.91098
Wang, Chunwei; Yin, Chuancun
1
2011
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
Ruin problems for a Sparre Andersen risk model. Zbl 1165.91427
Zhao, Xianghua; Yin, Chuancun
1
2005
Ladder height and supremum of a random walk with applications in risk theory. Zbl 1199.60170
Yin, Chuancun; Zhao, Xianghua; Hu, Feng
1
2009
Tail conditional risk measures for location-scale mixture of elliptical distributions. Zbl 07497693
Zuo, Baishuai; Yin, Chuancun
1
2021
A new class of symmetric distributions including the elliptically symmetric logistic. Zbl 07562247
Yin, Chuancun; Wang, Yeshunying; Sha, Xiuyan
1
2022
A practical guide to robust portfolio optimization. Zbl 1479.91369
Yin, C.; Perchet, R.; Soupé, F.
1
2021
A new class of multivariate elliptically contoured distributions with inconsistency property. Zbl 1480.60043
Wang, Yeshunying; Yin, Chuancun
1
2021
A generalized Erlang\((n)\) risk model with a hybrid dividend strategy. Zbl 1488.91103
Wen, Yuzhen; Yin, Chuancun
1
2014
Multivariate tail covariance risk measure for generalized skew-elliptical distributions. Zbl 1483.62086
Zuo, Baishuai; Yin, Chuancun
1
2022
Stochastic orderings of multivariate elliptical distributions. Zbl 1476.60043
Yin, Chuancun
1
2021
A new class of symmetric distributions including the elliptically symmetric logistic. Zbl 07562247
Yin, Chuancun; Wang, Yeshunying; Sha, Xiuyan
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
Tail conditional risk measures for location-scale mixture of elliptical distributions. Zbl 07497693
Zuo, Baishuai; Yin, Chuancun
1
2021
A practical guide to robust portfolio optimization. Zbl 1479.91369
Yin, C.; Perchet, R.; Soupé, F.
1
2021
A new class of multivariate elliptically contoured distributions with inconsistency property. Zbl 1480.60043
Wang, Yeshunying; Yin, Chuancun
1
2021
Stochastic orderings of multivariate elliptical distributions. Zbl 1476.60043
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
21
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
45
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
3
2015
On the optimal dividend problem for a spectrally positive Lévy process. Zbl 1431.91430
Yin, Chuancun; Wen, Yuzhen; Zhao, Yongxia
55
2014
Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. Zbl 1310.60058
Yin, Chuancun; Yuen, Kam C.
38
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
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
4
2014
Exit problems for jump processes having double-sided jumps with rational Laplace transforms. Zbl 1474.60189
Wen, Yuzhen; Yin, Chuancun
4
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
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
74
2013
Exit problems for jump processes with applications to dividend problems. Zbl 1267.91076
Yin, Chuancun; Shen, Ying; Wen, Yuzhen
64
2013
An extension of Paulsen-Gjessing’s risk model with stochastic return on investments. Zbl 1284.91281
Yin, Chuancun; Wen, Yuzhen
50
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
15
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
51
2011
On optimality of the barrier strategy for a general Lévy risk process. Zbl 1219.91076
Yuen, Kam Chuen; Yin, Chuancun
8
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
47
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
3
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
23
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
5
2008
Nonexponential asymptotics for the solutions of renewal equations, with applications. Zbl 1125.60090
Yin, Chuancun; Zhao, Junsheng
37
2006
Comment to: “On a classical risk model with a constant dividend barrier”. Zbl 1479.91345
Yin, Chuancun
2
2006
Passage times for a spectrally negative Lévy process with applications to risk theory. Zbl 1076.60038
Chiu, Sung Nok; Yin, Chuancun
31
2005
A local result on probability in renewal risk models. Zbl 1060.62118
Bi, Xiuchun; 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
Ruin problems for a Sparre Andersen risk model. Zbl 1165.91427
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.
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 top 5

Cited by 497 Authors

43 Ding, Feng
32 Yin, Chuancun
21 Hayat, Tasawar
20 Xu, Ling
15 Zhang, Zhimin
11 Al-saedi, Ahmed Eid Salem
11 Yuen, Kam Chuen
10 Wu, Rong
10 Yamazaki, Kazutoshi
10 Zhou, Xiaowen
9 Ji, Yan
8 Chen, Ping
8 Li, Yingqiu
8 Wang, Wenyuan
8 Wang, Yuebao
7 Dong, Hua
7 Pérez Garmendia, Jose Luis
7 Wang, Kaiyong
7 Yang, Erfu
6 Jin, Zhuo
6 Li, Shuanming
6 Wen, Yuzhen
6 Yu, Wenguang
6 Zhang, Xiao
6 Zhao, Yongxia
5 Chen, Feiyan
5 He, Jingmin
5 Hu, Yijun
5 Huang, Yujuan
5 Palmowski, Zbigniew
5 Wan, Lijuan
5 Yang, Hu
5 Yin, Li
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 Zhou, Yihong
4 Zhu, Quanmin
3 Avanzi, Benjamin
3 Baurdoux, Erik Jan
3 Breuer, Lothar
3 Cui, Ting
3 Dong, Yinghui
3 Gao, Zhongqin
3 Gu, Ya
3 Huang, Liguo
3 Kyprianou, Andreas E.
3 Landriault, David
3 Li, Bo
3 Li, Peng
3 Lin, Xiuli
3 Liu, Qinyao
3 Liu, Ximei
3 Lkabous, Mohamed Amine
3 Papaioannou, Apostolos D.
3 Sheng, Jie
3 Song, Shiyu
3 Su, Wen
3 Wang, Wei
3 Wang, Yongjin
3 Xia, Huafeng
3 Xu, Ran
3 Yang, Xiangqun
3 Yang, Yang
3 Yao, Dingjun
3 Yu, Changjun
3 Zhang, Nan
3 Zhang, Xin
3 Zhou, Jieming
2 Albrecher, Hansjörg
2 Badescu, Andrei L.
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, Zhaolei
2 Cui, Zhenyu
2 Dai, Hongshuai
2 Deng, Yingchun
2 Fan, Yamin
2 Fang, Ying
2 Farkas, Walter
2 Gao, Heli
2 Gao, Qingwu
2 Grahovac, Danijel
...and 397 more Authors
all top 5

Cited in 96 Serials

34 Insurance Mathematics & Economics
31 Journal of Computational and Applied Mathematics
18 International Journal of Robust and Nonlinear Control
17 Journal of Industrial and Management Optimization
15 Statistics & Probability Letters
15 International Journal of Adaptive Control and Signal Processing
15 Communications in Statistics. Theory and Methods
14 Journal of the Franklin Institute
13 Methodology and Computing in Applied Probability
10 Advances in Applied Probability
10 Acta Mathematicae Applicatae Sinica. English Series
9 Applied Mathematics and Computation
9 Scandinavian Actuarial Journal
9 Frontiers of Mathematics in China
8 Journal of Applied Probability
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 Journal of Systems Science and Complexity
3 ASTIN Bulletin
2 International Journal of Modern Physics B
2 Computers & Mathematics with Applications
2 Lithuanian Mathematical Journal
2 Mathematical Methods in the Applied Sciences
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 The Annals of Applied Probability
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 Stochastic Models
2 Journal of the Korean Statistical Society
2 IET Control Theory & Applications
2 Mathematical Control and Related Fields
2 AIMS Mathematics
1 International Journal of Control
1 Journal of Mathematical Biology
1 Physica A
1 Scandinavian Journal of Statistics
1 Ukrainian Mathematical Journal
1 Econometrica
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 International Journal of Approximate Reasoning
1 Science in China. Series A
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 Dependence Modeling
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

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