| Publication | Date of Publication | Type |
|---|
| scientific article; zbMATH DE number 7580118 (Why is no real title available?) | 2022-09-01 | Paper |
Moderate deviations for the random weighted sums of WUOD random variables with consistently varying tails
Communications in Statistics: Theory and Methods | 2022-06-27 | Paper |
Some new sequences and inequalities related to Euler's constant
Results in Mathematics | 2018-12-18 | Paper |
| scientific article; zbMATH DE number 6907201 (Why is no real title available?) | 2018-07-18 | Paper |
| Precise large deviations of nonnegative, non-identical and negatively associated random variables | 2017-05-17 | Paper |
Precise large deviations of nonnegative, non-identical and negatively associated random variables
Mathematica Applicata | 2016-10-06 | Paper |
Determination of KMV model's optimal default point based on genetic algorithm
Journal of Dalian University of Technology | 2016-10-06 | Paper |
| Precise large deviations for claim surplus risk model | 2016-08-10 | Paper |
| Precise large deviations for compound renewal risk model with negative dependence claims | 2016-01-15 | Paper |
| Precise large deviations for compound renewal risk models with negative dependence claims | 2015-10-28 | Paper |
| scientific article; zbMATH DE number 6452665 (Why is no real title available?) | 2015-06-29 | Paper |
| Precise large deviations for random sum of \(UEND\) and \(\varphi\)-mixing random variables | 2015-02-11 | Paper |
| On finite time ruin probability with random interest rate in a multi-risk model | 2015-02-11 | Paper |
Local precise large deviations for independent sums in multi-risk model
Journal of Mathematical Research with Applications | 2014-11-03 | Paper |
A general asymptotic formula of the gamma function based on the Burnside's formula
Journal of Number Theory | 2014-09-12 | Paper |
| scientific article; zbMATH DE number 6129127 (Why is no real title available?) | 2013-01-24 | Paper |
| Risk evaluation and capital allocation based on TVaR and EVaR with copula | 2013-01-24 | Paper |
A note on the estimate of the beta distribution
Mathematical Inequalities & Applications | 2012-10-29 | Paper |
Empirical Likelihood for Threshold Autoregressive Models
Communications in Statistics. Theory and Methods | 2012-05-18 | Paper |
| On the expected discounted penalty function for a risk process with stochastic return on investments | 2011-07-19 | Paper |
| The stochastic transport equation driven by combined white noises | 2010-11-05 | Paper |
| scientific article; zbMATH DE number 5670877 (Why is no real title available?) | 2010-02-12 | Paper |
| Stochastic Schrödinger equation driven by pure jump Lévy white noise | 2009-11-11 | Paper |
The first exit time for a Bessel process from the minimum and maximum random domains
Statistics & Probability Letters | 2009-10-13 | Paper |
| The hedging strategies of optimization in insurance payment processes | 2009-07-22 | Paper |
| A prediction of growth rate by non-mean-square error criterion functions | 2009-07-22 | Paper |
| Application of the first hitting time to price exotic options | 2007-06-04 | Paper |
| Net premium reserve of stochastic interest | 2006-01-23 | Paper |
| scientific article; zbMATH DE number 1286339 (Why is no real title available?) | 2000-08-17 | Paper |
Packing measure functions of subordinators sample paths
Science in China. Series A | 1998-08-10 | Paper |
Constructions of the invariant sets and invariant measures
Applied Mathematics. Series B (English Edition) | 1997-10-26 | Paper |
