Bingzhen Geng

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Asymptotics of systemic risk in a renewal model with multiple business lines and heterogeneous claims Insurance Mathematics & Economics	2026-01-13	Paper
Second-order asymptotics for discounted aggregate claims of continuous-time renewal risk models with constant interest force Journal of Computational and Applied Mathematics	2025-11-05	Paper
Vector-type precise large deviations for a nonstandard multidimensional risk model with some arbitrary dependence structures Acta Mathematica Hungarica	2025-04-08	Paper
Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims Applied Mathematics. Series B (English Edition)	2024-05-22	Paper
On asymptotic ruin probability for a bidimensional renewal risk model with dependent and subexponential main claims and delayed claims Japan Journal of Industrial and Applied Mathematics	2024-05-07	Paper
On tail behavior of randomly weighted sums of dependent subexponential random variables Communications in Statistics: Theory and Methods	2024-04-18	Paper
Uniform asymptotics for ruin probabilities of a time-dependent bidimensional renewal risk model with dependent subexponential claims Stochastics	2023-10-04	Paper
Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims Communications in Statistics: Theory and Methods	2023-06-27	Paper
A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory* Lithuanian Mathematical Journal	2023-05-08	Paper
Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims Communications in Statistics: Theory and Methods	2022-10-04	Paper
Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence Stochastics	2022-07-07	Paper
Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims Communications in Statistics: Theory and Methods	2022-05-17	Paper
Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables Lithuanian Mathematical Journal	2022-03-14	Paper
Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory Journal of Mathematical Analysis and Applications	2019-10-04	Paper

Research outcomes over time

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