Dong Ya Cheng

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Person:882737

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zbMath Open cheng.dongyaMaRDI QIDQ882737

List of research outcomes

PublicationDate of PublicationType
Closure under infinitely divisible distribution roots and the Embrechts-Goldie conjecture2024-04-09Paper
Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims2023-10-24Paper
Complete convergence for maximum of weighted sums of WNOD random variables and its application2023-10-24Paper
Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations2022-11-14Paper
Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims2022-07-08Paper
Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations2022-07-06Paper
On the closure under infinitely divisible distribution roots2022-05-27Paper
Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times2022-05-18Paper
Elementary renewal theorems for widely dependent random variables with applications to precise large deviations2022-05-18Paper
Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims2022-01-21Paper
Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims2021-09-30Paper
Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims2021-02-15Paper
A necessary and sufficient condition for the subexponentiality of the product convolution2020-02-05Paper
Asymptotic behavior for sums of non-identically distributed random variables2019-06-20Paper
Randomly weighted sums of dependent subexponential random variables with applications to risk theory2018-09-11Paper
https://portal.mardi4nfdi.de/entity/Q46092952018-03-29Paper
The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands2018-03-22Paper
Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails2017-04-27Paper
https://portal.mardi4nfdi.de/entity/Q29665472017-03-07Paper
On the strong convergence of weighted sums of widely dependent random variables2016-11-11Paper
An inequality of widely dependent random variables and its applications2016-05-12Paper
On closedness under convolution roots related to an infinitely divisible distribution in the distribution class L(\gamma)2015-12-06Paper
Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return2015-06-02Paper
Tail behavior of the sums of dependent and heavy-tailed random variables2015-01-29Paper
Some properties of the exponential distribution class with applications to risk theory2014-09-29Paper
Randomly weighted sums of dependent random variables with dominated variation2014-08-26Paper
Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables2014-01-15Paper
Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables2013-01-25Paper
Basic renewal theorems for random walks with widely dependent increments2011-10-10Paper
https://portal.mardi4nfdi.de/entity/Q35716812010-07-08Paper
https://portal.mardi4nfdi.de/entity/Q35737842010-07-08Paper
Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications2007-09-03Paper
Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails2007-05-24Paper
The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process2006-06-29Paper

Research outcomes over time


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