57 citations · 115 across the 39 of their papers we have counts for
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q-fin.RM2015
Remarks on equality of two distributions under some partial orders
Chuancun Yin
In this note we establish some appropriate conditions for stochastic equality of two random variables/vectors which are ordered with respect to convex ordering or with respect to s…
q-fin.RM2015★ 2 cited
New class of distortion risk measures and their tail asymptotics with emphasis on VaR
Chuancun Yin, Dan Zhu
Distortion risk measures are extensively used in finance and insurance applications because of their appealing properties. We present three methods to construct new class of distor…