Fengyang Cheng

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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!

PublicationDate of PublicationType
The product distribution of dependent random variables with applications to a discrete-time risk model
Communications in Statistics: Theory and Methods
2022-06-10Paper
The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims
Communications in Statistics: Theory and Methods
2022-05-30Paper
Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims
Japan Journal of Industrial and Applied Mathematics
2021-09-30Paper
A note on randomly weighted sums of dependent subexponential random variables
Chinese Annals of Mathematics. Series B
2020-05-19Paper
A necessary and sufficient condition for the subexponentiality of the product convolution
Advances in Applied Probability
2020-02-05Paper
Randomly weighted sums of dependent subexponential random variables with applications to risk theory
Scandinavian Actuarial Journal
2018-09-11Paper
Precise local large deviations for heavy-tailed random sums with applications to risk models
Scandinavian Actuarial Journal
2018-08-31Paper
Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands
Communications in Statistics: Theory and Methods
2017-08-23Paper
Local precise large and moderate deviations for sums of independent random variables
Chinese Annals of Mathematics. Series B
2016-11-02Paper
The product of dependent random variables with applications to a discrete-time risk model
(available as arXiv preprint)
2016-06-11Paper
Tail probability of a random sum with a heavy-tailed random number and dependent summands
Journal of Mathematical Analysis and Applications
2015-09-09Paper
Strong law of large numbers for pair-wise extended lower/upper negatively dependent random variables
Frontiers of Mathematics in China
2015-03-02Paper
Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands
Chinese Annals of Mathematics. Series B
2014-04-30Paper
Tail behavior of random sums of negatively associated increments
Journal of Mathematical Analysis and Applications
2011-02-09Paper
The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments
Stochastic Models
2009-09-18Paper
The dominant relations and their applications on some subclasses of heavy-tailed distributions2009-04-28Paper
scientific article; zbMATH DE number 5504795 (Why is no real title available?)2009-02-09Paper
A remark on the precise asymptotics in the Baum-Katz laws of large numbers2008-04-03Paper
Precise asymptotics of partial sums for i.i.d. and NA sequences2007-07-16Paper
Complete convergence for weighted sums of arrays of NA random variables2006-10-04Paper
Precise asymptotics for order statistics of a non-random sample and a random sample2006-06-15Paper
scientific article; zbMATH DE number 2163943 (Why is no real title available?)2005-05-03Paper
Ruin probabilities for large claims in generalized delayed renewal risk model
Southeast Asian Bulletin of Mathematics
2005-03-11Paper
The strong law of large numbers and the law of the iterated logarithm for product sums of NA and AANA random variables
Southeast Asian Bulletin of Mathematics
2004-09-22Paper
Hazard function and characterizations on distribution tails of nonnegative random variables
Applied Mathematics. Series B (English Edition)
2004-05-27Paper
scientific article; zbMATH DE number 1894929 (Why is no real title available?)2003-09-24Paper
scientific article; zbMATH DE number 1816755 (Why is no real title available?)2003-02-06Paper
On strong stability for weighted sums of Chow and Lai
Journal of Mathematics. Wuhan University
2002-08-28Paper
Equivalent conditions of complete convergence for \(m\)-dimensional products of iid random variables and application to strong law of large numbers
Science in China. Series A
2002-08-15Paper
scientific article; zbMATH DE number 1743706 (Why is no real title available?)2002-07-02Paper


Research outcomes over time


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