57 citations · 115 across the 39 of their papers we have counts for
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math.PR2016★ 1 cited
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…
q-fin.RM2016
Sharp convex bounds on the aggregate sums--An alternative proof
Chuancun Yin, Dan Zhu
It is well known that a random vector with given marginal distributions is comonotonic if and only if it has the largest sum with respect to the convex order [ Kaas, Dhaene, Vyncke…