57 citations · 115 across the 39 of their papers we have counts for
8 papers · 1 filter
Representations of the Riemann zeta function: A probabilistic approach
Jiamei Liu, Yuxia Huang, Chuancun Yin
In this paper, we give a short elementary proof of the well known Euler's recurrence formula for the Riemann zeta function at positive even integers and integral representations of…
A New Class of Symmetric Distributions Including the Elliptically Symmetric Logistic
Chuancun Yin, Xiuyan Sha
We introduce a new broad and exible class of multivariate elliptically symmetric distributions in- cluding the elliptically symmetric logistic and multivariate normal. Various prob…
On the last exit times for spectrally negative Lévy processes
Yingqiu Lia, Chuancun Yin, Xiaowen Zhou
Using a new approach, for spectrally negative Lévy processes we find joint Laplace transforms involving the last exit time (from a semi-infinite interval), the value of the process…
Finite-time ruin probabilities of bidimensional risk models with correlated Brownian motions
Dan Zhu, Ming Zhou, Chuancun Yin
The present work concerns the finite-time ruin probabilities for several bidimensional risk models with constant interest force and correlated Brownian motions.} Under the conditio…
Asymptotic results for tail probabilities of sums of dependent heavy-tailed random variables
Kam Chuen Yuen, Chuancun Yin
Let be a sequence of dependent heavy-tailed random variables with distributions on , and let be a nonnegative integer-valu…
On optimality of the barrier strategy for a general Levy risk process
Kam Chuen Yuen, Chuancun Yin
We consider the optimal dividend problem for the insurance risk process in a general Levy process setting. The objective is to find a strategy which maximizes the expected total di…
Convexity of ruin probability and optimal dividend strategies for a general Levy process
Chuancun Yin, Kam Chuen Yuen, Ying Shen
In this paper, we consider the optimal dividends problem for a company whose cash reserves follow a general Levy process with certain positive jumps and arbitrary negative jumps. T…
Exact joint laws associated with spectrally negative Levy processes and applications to insurance risk theory
Chuancun Yin, Kam Chuen Yuen
We consider the spectrally negative Levy processes and determine the joint laws for the quantities such as the first and last passage times over a fixed level, the overshoots and u…