57 citations · 115 across the 39 of their papers we have counts for
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math.PR2018★ 1 cited
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…
cs.AI2018
Elliptical Distributions-Based Weights-Determining Method for OWA Operators
Xiuyan Sha, Zeshui Xu, Chuancun Yin
The ordered weighted averaging (OWA) operators play a crucial role in aggregating multiple criteria evaluations into an overall assessment supporting the decision makers' choice. O…
q-fin.RM2018
A unifying approach to constrained and unconstrained optimal reinsurance
Yuxia Huang, Chuancun Yin
In this paper, we study two classes of optimal reinsurance models from perspectives of both insurers and reinsurers by minimizing their convex combination where the risk is measure…