Chuancun Yin
Orcid: 0000-0003-2539-5443
According to our database1,
Chuancun Yin
authored at least 24 papers
between 2008 and 2024.
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Bibliography
2024
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions.
J. Multivar. Anal., 2024
Distortion risk measures for tail-risk multicriteria decision-making based on a probabilistic linguistic environment.
J. Intell. Fuzzy Syst., 2024
The Tail Mean-Variance optimal capital allocation under the extended skew-elliptical distribution.
J. Comput. Appl. Math., 2024
2023
Entropy, November, 2023
Math. Found. Comput., 2023
2022
Multivariate tail covariance risk measure for generalized skew-elliptical distributions.
J. Comput. Appl. Math., 2022
CoRR, 2022
2021
Probabilistic hesitant fuzzy TOPSIS emergency decision-making method based on the cumulative prospect theory.
J. Intell. Fuzzy Syst., 2021
J. Comput. Appl. Math., 2021
J. Appl. Probab., 2021
2019
J. Comput. Appl. Math., 2019
J. Comput. Appl. Math., 2019
Elliptical distribution-based weight-determining method for ordered weighted averaging operators.
Int. J. Intell. Syst., 2019
CoRR, 2019
2018
CoRR, 2018
2017
J. Appl. Probab., 2017
2013
J. Comput. Appl. Math., 2013
J. Appl. Math., 2013
2012
J. Syst. Sci. Complex., 2012
The expected discounted penalty function under a renewal risk model with stochastic income.
Appl. Math. Comput., 2012
2011
Math. Comput. Model., 2011
2009
Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: An alternative approach.
J. Comput. Appl. Math., 2009
2008
A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy.
Appl. Math. Comput., 2008