Chuancun Yin

Management Science and Operations Research · 2003–2014

A researcher in the Science corpus: 11 papers; trusts 43 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 102 citations into it; #3,024 of 11,946 by trust here, #3,047 by citations
• Finance — 65 citations into it; #3,107 of 10,518 by trust here, #3,667 by citations
• Demography — 56 citations into it; #1,807 of 4,236 by trust here, #1,883 by citations
• Statistics and Probability — 26 citations into it; #8,678 of 12,932 by trust here, #7,508 by citations
• Economics and Econometrics — 23 citations into it
• Mathematical Physics — 22 citations into it; #7,811 of 8,562 by trust here, #7,868 by citations
• Management Information Systems — 11 citations into it; #3,076 of 3,376 by trust here, #2,987 by citations

Whom Chuancun Yin trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Andreas E. Kyprianou
2. Martijn Pistorius
3. Ronnie Loeffen
4. Søren Asmussen
5. Florin Avram
6. Erhan Bayraktar
7. Pablo Azcue
8. Michael I. Taksar
9. Enrico Biffis
10. Paul Embrechts

Who trusts Chuancun Yin overall

1. Andreas E. Kyprianou
2. Ping Ma
3. Yuzhen Wen
4. Kam Chuen Yuen
5. Lei Wang
6. Xiaowen Zhou
7. Xiao Zhang
8. Shuanming Li
9. Yongxia Zhao

Papers from Chuancun Yin's perspective

Ordered by how strongly the researchers Chuancun Yin trusts endorse each paper. Same corpus, a different order for every researcher.

1. Introductory Lectures on Fluctuations of Lévy Processes with Applications
2. Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
3. Convexity and Smoothness of Scale Functions and de Finetti’s Control Problem
4. Overshoots and undershoots of Lèvy processes
5. Refracted Lévy processes
6. Optimal dividend strategies in a Cramér–Lundberg model with capital injections
7. Dividend maximization under consideration of the time value of ruin
8. Exit problems for spectrally negative Levy processes and applications to (Canadized) Russian options
9. The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function
10. Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Journal of Applied Probability)

Their papers

• Passage times for a spectrally negative Lévy process with applications to risk theory (2005) — 69 citations
• The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion (2003) — 49 citations
• ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (2013) — 92 citations
• An extension of Paulsen–Gjessing’s risk model with stochastic return on investments (2013) — 79 citations
• Optimal dividends problem with a terminal value for spectrally positive Levy processes (2013) — 127 citations
• The Perturbed Compound Poisson Risk Process with Investment and Debit Interest (2010) — 88 citations
• Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (2014) — 71 citations
• Optimality of the threshold dividend strategy for the compound Poisson model (2011) — 94 citations
• Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (2011) — 66 citations
• The perturbed Sparre Andersen model with a threshold dividend strategy (2008) — 47 citations
• Nonexponential asymptotics for the solutions of renewal equations, with applications (2006) — 69 citations