Worst-cases of distortion riskmetrics and weighted entropy with partial information

no code implementations • 29 May 2024 • Baishuai Zuo, Chuancun Yin

In this paper, we discuss the worst-case of distortion riskmetrics for general distributions when only partial information (mean and variance) is known.

Extremal cases of distortion risk measures with partial information

no code implementations • 21 Apr 2024 • Mengshuo Zhao, Narayanaswamy Balakrishnan, Chuancun Yin

This paper considers the best- and worst-case of a general class of distortion risk measures when only partial information regarding the underlying distributions is available.

A Novel Exploration of Diffusion Process based on Multi-types Galton-Watson Forests

no code implementations • 17 Mar 2022 • Yanjiao Zhu, Qilin Li, Wanquan Liu, Chuancun Yin, Zhenlong Gao

With the two-phase setting of the MGWF, one can interpret the diffusion process and the Google PageRank system explicitly.

Multivariate tail covariance for generalized skew-elliptical distributions

no code implementations • 9 Mar 2021 • Baishuai Zuo, Chuancun Yin

In this paper, the multivariate tail covariance (MTCov) for generalized skew-elliptical distributions is considered.

Elliptical Distributions-Based Weights-Determining Method for OWA Operators

no code implementations • 9 Sep 2018 • 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.