| Publication | Date of Publication | Type |
|---|
Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion
Stochastics | 2024-06-05 | Paper |
Pareto-optimal reinsurance for both the insurer and the reinsurer under the risk-adjusted value and general premium principles
Communications in Statistics. Theory and Methods | 2024-06-03 | Paper |
Uniform asymptotics for ruin probabilities of a delayed renewal risk model with one-sided linear dependence and stochastic returns
Communications in Statistics: Theory and Methods | 2024-04-18 | Paper |
Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns
Communications in Statistics: Theory and Methods | 2023-07-11 | Paper |
Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations
Japan Journal of Industrial and Applied Mathematics | 2023-01-17 | Paper |
scientific article; zbMATH DE number 7580539 (Why is no real title available?)
| 2022-09-01 | 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 the strong laws of large numbers for pairwise NQD random variables
Communications in Statistics: Theory and Methods | 2022-06-10 | Paper |
Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations
Communications in Statistics: Theory and Methods | 2022-05-30 | Paper |
Tail asymptotic of discounted aggregate claims with compound dependence under risky investment
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Tail asymptotic of discrete-time risk model with compound dependence and numerical simulation
| 2022-05-10 | Paper |
Asymptotic estimates of finite-time ruin probabilities with dependent risks and CMC simulations
| 2021-07-01 | Paper |
Asymptotic estimates for ruin probabilities of a discrete-time risk model under double dependence structures and numerical simulations
| 2021-07-01 | Paper |
scientific article; zbMATH DE number 7267384 (Why is no real title available?)
| 2020-10-27 | Paper |
On the complete convergence for weighted sums of extended negatively dependent random variables
Journal of Mathematical Inequalities | 2019-07-18 | Paper |
Some limit theorems for \(m\)-pairwise negative quadrant dependent random variables.
Kybernetika | 2018-11-29 | Paper |
Weak convergence to stochastic integrals under primitive conditions in nonlinear econometric models
Econometric Theory | 2018-09-06 | Paper |
Bounds for ruin probability in a dependent risk model with a Markov chain interest rate
| 2018-05-25 | 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 |
Integral equations and bounds for ruin probability in a dependent risk model with stochastic interest rate
Journal of Zhengzhou University. Natural Science Edition | 2016-10-06 | Paper |
Complete convergence and complete moment convergence for arrays of rowwise ANA random variables
Journal of Inequalities and Applications | 2016-03-01 | Paper |
Further study on complete convergence for weighted sums of arrays of rowwise asymptotically almost negatively associated random variables.
Kybernetika | 2016-02-01 | Paper |
Limiting behaviour for arrays of row-wise END random variables under conditions of \(h\)-integrability
Stochastics | 2015-07-29 | Paper |
Strong convergence for weighted sums of ρ*-mixing random variables
Glasnik Matematicki | 2014-11-28 | Paper |
A supplement to the strong laws for weighted sums of \(\varphi\)-mixing random variables
Journal of Mathematical Inequalities | 2014-11-07 | Paper |
On the strong law of large numbers for weighted sums of \(\varphi\)-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 |
scientific article; zbMATH DE number 6262720 (Why is no real title available?)
| 2014-02-28 | 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 in a one-sided linear model with constant interest rate
Statistics & Probability Letters | 2010-04-01 | Paper |
