| Publication | Date of Publication | Type |
|---|
Uniform asymptotic estimates in a bidimensional time-dependent risk model with proportional reinsurance and general investment returns
Stochastics | 2025-12-03 | Paper |
Asymptotic finite-time ruin probability for a bidimensional perturbed risk model with general investment returns and time-dependent claim sizes
Acta Mathematica Scientia. Series A. (Chinese Edition) | 2025-04-14 | Paper |
Uniform asymptotic estimate for the finite-time ruin probability in a risk model with stochastic investment returns
Chinese Journal of Applied Probability and Statistics | 2025-02-25 | Paper |
Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks
Communications in Statistics. Theory and Methods | 2025-02-06 | Paper |
Multivariate regularly varying insurance and financial risks in multidimensional risk models
Journal of Applied Probability | 2024-11-15 | Paper |
Strong limit theorems for weighted sums under the sub-linear expectations
Acta Mathematicae Applicatae Sinica. English Series | 2024-07-02 | Paper |
Complete moment convergence for ND random variables under the sub-linear expectations
Applied Mathematics. Series B (English Edition) | 2023-10-25 | Paper |
Convergence of asymptotically almost negatively associated random variables with random coefficients
Communications in Statistics: Theory and Methods | 2023-06-27 | Paper |
Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims
Applied Mathematics and Computation | 2022-08-26 | Paper |
Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments
Stochastics | 2022-06-30 | Paper |
Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables
Communications in Statistics: Theory and Methods | 2022-05-30 | Paper |
Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity
Communications in Statistics: Theory and Methods | 2022-05-27 | Paper |
Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
Tail asymptotic of discounted aggregate claims with compound dependence under risky investment
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Complete convergence for weighted sums of negatively dependent random variables under the sub-linear expectations
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Ruin probability of renewal risk model with stochastic investment returns and one-sided linear time-dependent claims
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Pricing vulnerable European options under a two-sided jump model via Laplace transforms
SCIENTIA SINICA Mathematica | 2021-12-17 | Paper |
Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns
Journal of Inequalities and Applications | 2021-12-15 | Paper |
Complete convergence and complete moment convergence for arrays of rowwise negatively superadditive dependent random variables
Communications in Statistics: Theory and Methods | 2021-10-01 | Paper |
The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks
Communications in Statistics: Theory and Methods | 2021-10-01 | Paper |
Pricing vulnerable options with correlated jump-diffusion processes depending on various states of the economy
Quantitative Finance | 2021-07-16 | Paper |
| scientific article; zbMATH DE number 7365759 (Why is no real title available?) | 2021-07-01 | Paper |
| Convergence for sums of asymptotically almost negatively associated random variables | 2020-08-12 | Paper |
A note on the rate of strong convergence for weighted sums of arrays of rowwise negatively orthant dependent random variables
Discrete Dynamics in Nature and Society | 2019-08-23 | Paper |
Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return
Science China. Mathematics | 2019-06-20 | Paper |
Complete and complete moment convergence for weighted sums of \(\tilde{\rho}\)-mixing random variables
Journal of Mathematical Inequalities | 2018-06-13 | Paper |
The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks
Communications in Statistics: Theory and Methods | 2018-06-01 | Paper |
| Complete convergence for arrays of rowwise m-NSD random variables | 2018-05-25 | Paper |
Moderate deviations for the random weighted sums of END random variables with consistently varying tails
Communications in Statistics: Theory and Methods | 2017-12-15 | Paper |
On the strong convergence for weighted sums of negatively superadditive dependent random variables
Journal of Inequalities and Applications | 2017-11-14 | Paper |
Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns
Journal of Computational and Applied Mathematics | 2017-06-23 | Paper |
Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns
Journal of Industrial and Management Optimization | 2017-06-15 | Paper |
Infinite-time ruin probability of a renewal risk model with exponential Lévy process investment and dependent claims and inter-arrival times
Journal of Industrial and Management Optimization | 2017-06-12 | Paper |
| scientific article; zbMATH DE number 6672523 (Why is no real title available?) | 2017-01-06 | Paper |
| Mixed noise removal for color images using quaternion representation | 2016-08-10 | Paper |
The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks
Journal of Mathematical Analysis and Applications | 2016-07-29 | Paper |
\(L^r\) convergence for \(B\)-valued random elements
Acta Mathematica Sinica, English Series | 2016-04-07 | Paper |
Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims
Communications in Statistics. Theory and Methods | 2016-03-30 | Paper |
An almost sure central limit theorem for self-normalized weighted sums of the mixing random variables
Journal of Mathematical Inequalities | 2016-03-08 | Paper |
Almost sure central limit theorem for products of sums of partial sums
Journal of Inequalities and Applications | 2016-03-01 | Paper |
| A wind speed forecasting model based on support vector regression with data dependent kernel | 2015-06-29 | Paper |
Further study on the Marcinkiewicz strong laws for linear statistics of \(\rho^\ast\)-mixing sequences of random variables
Communications in Statistics: Theory and Methods | 2015-04-29 | Paper |
A supplement to the strong laws for weighted sums of -mixing random variables
Journal of Mathematical Inequalities | 2014-11-07 | Paper |
On the strong law of large numbers for weighted sums of -mixing random variables
Journal of Mathematical Inequalities | 2014-11-07 | Paper |
Complete convergence for weighted sums of \(\widetilde{\varphi}\)-mixing random variables
Journal of Mathematics. Wuhan University | 2014-11-03 | Paper |
Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims
Applied Stochastic Models in Business and Industry | 2014-05-06 | Paper |
| Ruin probability with investment returns and dependent structures | 2014-04-02 | Paper |
A risky asset model based on Lévy processes and asymptotically self-similar activity time processes with long-range dependence
Science China. Mathematics | 2014-03-21 | Paper |
| scientific article; zbMATH DE number 6262720 (Why is no real title available?) | 2014-02-28 | Paper |
| scientific article; zbMATH DE number 6263026 (Why is no real title available?) | 2014-02-28 | Paper |
A note on the strong limit theorem for weighted sums of sequences of negatively dependent random variables
Journal of Inequalities and Applications | 2013-12-11 | Paper |
A note on the complete convergence for sequences of pairwise NQD random variables
Journal of Inequalities and Applications | 2013-08-13 | Paper |
Color face recognition using quaternion representation of a color image
Acta Automatica Sinica | 2013-06-20 | Paper |
Finite- and infinite-time ruin probabilities with general stochastic investment return processes and bivariate upper tail independent and heavy-tailed claims
Advances in Applied Probability | 2013-04-11 | Paper |
| Strong convergence laws for \(\widetilde{\varphi}\)-mixing sequences of random variables | 2013-01-24 | Paper |
Convergence properties for arrays of rowwise pairwise negatively quadrant dependent random variables.
Applications of Mathematics | 2013-01-02 | Paper |
The ruin probability of a discrete-time risk model with a one-sided linear claim process
Communications in Statistics. Theory and Methods | 2012-06-19 | Paper |
| Ruin probability for the classical renewal model with stochastic interest rate | 2011-07-19 | Paper |
| Research of ultimate ruin probability problems with portfolio investment | 2010-11-05 | Paper |
Complete moment convergence for sequence of identically distributed -mixing random variables
Acta Mathematica Sinica, English Series | 2010-04-23 | Paper |
Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims
Advances in Applied Probability | 2009-05-06 | Paper |
Convergence rates for probabilities of moderate deviations for moving average processes
Acta Mathematica Sinica, English Series | 2008-09-09 | Paper |
| scientific article; zbMATH DE number 5308323 (Why is no real title available?) | 2008-08-06 | Paper |
| Moment complete convergence for sums of a sequence of NA random variables | 2008-05-14 | Paper |
Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
Stochastic Models | 2008-03-31 | Paper |
The supremum of random walk with negatively associated and heavy-tailed steps
Statistics & Probability Letters | 2008-01-21 | Paper |
A note on asymptotic behavior for negative drift random walk with dependent heavy-tailed steps and its application to risk theory
Acta Mathematica Scientia. Series B. (English Edition) | 2007-12-07 | Paper |
Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory
Science in China. Series A | 2007-05-29 | Paper |
The asymptotic distributions of sums of record values for distributions with lognormal-type tails
Science in China. Series A | 2006-09-22 | Paper |
Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
Stochastic Models | 2006-07-13 | Paper |
| scientific article; zbMATH DE number 5008829 (Why is no real title available?) | 2006-02-21 | Paper |
| scientific article; zbMATH DE number 2219162 (Why is no real title available?) | 2005-10-27 | Paper |
| scientific article; zbMATH DE number 2188845 (Why is no real title available?) | 2005-07-27 | Paper |
Maxima of sums and random sums for negatively associated random variables with heavy tails
Statistics & Probability Letters | 2005-04-21 | Paper |
| scientific article; zbMATH DE number 1810261 (Why is no real title available?) | 2002-12-09 | Paper |
| scientific article; zbMATH DE number 4092439 (Why is no real title available?) | 1988-01-01 | Paper |
