5 citations · 15 across the 14 of their papers we have counts for
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q-fin.RM2019
Stochastic comparisons of sample mean differences for multivariate random variables
Xuehua Yin, Dan Zhu, Chuancun Yin
In this paper, we establish the stochastic ordering of the Gini indexes for multivariate elliptical risks which generalized the corresponding results for multivariate normal risks.…
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…
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…