| Publication | Date of Publication | Type |
|---|
| Closure under infinitely divisible distribution roots and the Embrechts-Goldie conjecture | 2024-04-09 | Paper |
| Precise large deviations of some net loss processes in three nonstandard renewal risk models | 2023-04-30 | Paper |
| Dividend and capital injection optimization with transaction cost for Lévy risk processes | 2022-08-01 | Paper |
| On the closure under infinitely divisible distribution roots | 2022-05-27 | Paper |
| Elementary renewal theorems for widely dependent random variables with applications to precise large deviations | 2022-05-18 | Paper |
| The uniform local asymptotics of the bidimensional discounted aggregate claim process | 2022-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5062637 | 2022-03-17 | Paper |
| Some positive conclusions related to the Embrechts-Goldie conjecture | 2022-01-28 | Paper |
| Precise large deviations of sums of widely dependent random variables and its applications | 2021-06-11 | Paper |
| On the long tail property of product convolution | 2021-05-06 | Paper |
| A necessary and sufficient condition for the subexponentiality of the product convolution | 2020-02-05 | Paper |
| On the almost decrease of a subexponential density | 2019-09-05 | Paper |
| Asymptotics of convolution with the semi-regular-variation tail and its application to risk | 2018-12-20 | Paper |
| Dividend and Capital Injection Optimization with Transaction Cost for Spectrally Negative L\'{e}vy Risk Processes | 2018-07-30 | Paper |
| The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands | 2018-03-22 | Paper |
| The uniform local asymptotics of the total net loss process in a new time-dependent bidimensional renewal model | 2017-06-15 | Paper |
| On the strong convergence of weighted sums of widely dependent random variables | 2016-11-11 | Paper |
| On the structure of a class of distributions obeying the principle of a single big jump | 2016-07-22 | Paper |
| The uniform local asymptotics for a Lévy process and its overshoot and undershoot | 2016-05-25 | Paper |
| An inequality of widely dependent random variables and its applications | 2016-05-12 | Paper |
| Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate | 2016-03-08 | Paper |
| Some asymptotic results on extremes of incomplete samples | 2016-01-25 | Paper |
| Tail behavior of the product of two dependent random variables with applications to risk theory | 2016-01-25 | Paper |
| Convolution and convolution-root properties of long-tailed distributions | 2015-12-08 | Paper |
| On closedness under convolution roots related to an infinitely divisible distribution in the distribution class L(\gamma) | 2015-12-06 | Paper |
| On asymptotic equivalence among the solutions of some defective renewal equations | 2015-11-06 | Paper |
| Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model | 2015-09-14 | Paper |
| On a transformation between distributions obeying the principle of a single big jump | 2015-07-06 | Paper |
| Tail behavior of supremum of a random walk when Cramér's condition fails | 2015-02-27 | Paper |
| Tail behavior of the sums of dependent and heavy-tailed random variables | 2015-01-29 | Paper |
| Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims | 2015-01-27 | Paper |
| Some properties of the exponential distribution class with applications to risk theory | 2014-09-29 | Paper |
| Randomly weighted sums with dominated varying-tailed increments and application to risk theory | 2014-08-06 | Paper |
| Almost sure asymptotics for extremes of non-stationary Gaussian random fields | 2014-04-30 | Paper |
| Max-sum equivalence of conditionally dependent random variables | 2014-04-09 | Paper |
| Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables | 2014-01-15 | Paper |
| Some discussions on the local distribution classes | 2013-12-06 | Paper |
| Extremes Values of Discrete and Continuous Time Strongly Dependent Gaussian Processes | 2013-11-07 | Paper |
| On the exponential inequality for acceptable random variables | 2013-07-04 | Paper |
| Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model | 2013-04-22 | Paper |
| Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate | 2013-04-08 | Paper |
| Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models | 2013-03-12 | Paper |
| Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables | 2013-01-25 | Paper |
| Estimates for the finite-time ruin probability with insurance and financial risks | 2012-12-06 | Paper |
| A note on a dependent risk model with constant interest rate | 2012-07-16 | Paper |
| New examples of heavy-tailed O-subexponential distributions and related closure properties | 2012-05-18 | Paper |
| Uniform asymptotics of the finite-time ruin probability for all times | 2012-03-29 | Paper |
| Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments | 2012-01-27 | Paper |
| Uniform estimates for ruin probabilities in the renewal risk model with upper-tail independent claims and premiums | 2012-01-18 | Paper |
| Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times | 2011-11-17 | Paper |
| Basic renewal theorems for random walks with widely dependent increments | 2011-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3169940 | 2011-09-29 | Paper |
| Almost sure central limit theorem for the maxima and sums of stationary Gaussian sequences | 2011-08-17 | Paper |
| Tail behavior of random sums of negatively associated increments | 2011-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3072854 | 2011-02-05 | Paper |
| Random walks with non-convolution equivalent increments and their applications | 2010-11-04 | Paper |
| Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with applications | 2010-09-20 | Paper |
| A note on the properties of the reproductive dispersion model | 2010-08-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3570764 | 2010-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3571681 | 2010-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3573784 | 2010-07-08 | Paper |
| Lower limits and upper limits for tails of random sums supported on \(\mathbb R\) | 2010-06-25 | Paper |
| Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times | 2010-05-03 | Paper |
| Random time ruin probability for the renewal risk model with heavy-tailed claims | 2010-03-22 | Paper |
| The closure of the convolution equivalent distribution class under convolution roots with applications to random sums | 2010-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3403834 | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3404591 | 2010-02-12 | Paper |
| Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims | 2010-02-05 | Paper |
| Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications | 2009-11-06 | Paper |
| The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments | 2009-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5318928 | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5319370 | 2009-07-22 | Paper |
| Asymptotics for the moments of the overshoot and undershoot of a random walk | 2009-07-22 | Paper |
| Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case | 2009-07-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3622110 | 2009-04-28 | Paper |
| Ruin probability and local ruin probability in the random multi-delayed renewal risk model | 2009-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599589 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599694 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3537110 | 2008-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3538778 | 2008-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3516643 | 2008-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5454926 | 2008-04-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5432798 | 2007-12-18 | Paper |
| Precise asymptotics for a type of order statistics | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5431210 | 2007-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5427324 | 2007-11-20 | Paper |
| Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications | 2007-09-03 | Paper |
| Asymptotics of the density of the supremum of a random walk with heavy-tailed increments | 2007-08-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5298023 | 2007-07-16 | Paper |
| Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails | 2007-05-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3428996 | 2007-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3415696 | 2007-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3415706 | 2007-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5489990 | 2006-10-04 | Paper |
| The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process | 2006-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5474932 | 2006-06-15 | Paper |
| The structure and precise moderate deviations of random variables with dominatedly varying tails | 2005-11-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4672595 | 2005-05-03 | Paper |
| Some limit theorems for processes of product sums generated by non-stationary positively dependent random variables | 2005-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4829269 | 2004-11-29 | Paper |
| The strong law of large numbers and the law of the iterated logarithm for product sums of NA and AANA random variables | 2004-09-22 | Paper |
| Hazard function and characterizations on distribution tails of nonnegative random variables | 2004-05-27 | Paper |
| A random functional central limit theorem for processes of product sums of linear processes generated by martingale differences | 2004-03-07 | Paper |
| A general law of precise asymptotics for the counting process of record times | 2003-11-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4801951 | 2003-09-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4796091 | 2003-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3151719 | 2003-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4778284 | 2002-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2779147 | 2002-08-28 | Paper |
| Equivalent conditions of complete convergence for \(m\)-dimensional products of iid random variables and application to strong law of large numbers | 2002-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4529215 | 2002-07-02 | Paper |
| Strong stability of generalized Jamison's weighted sums of NA sequences | 2002-02-18 | Paper |
| Convergence rates in the law of logarithm of random elements | 2002-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4709611 | 2002-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4499020 | 2001-03-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4528312 | 2001-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4528335 | 2001-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4528410 | 2001-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516483 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516665 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516672 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4253912 | 2000-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718999 | 2000-01-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4702868 | 1999-12-09 | Paper |
| Equivalent conditions of complete convergence for independent weighted sums | 1999-04-29 | Paper |
| Moment inequalities and weak convergence for negatively associated sequences | 1999-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4354901 | 1998-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4333072 | 1997-07-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4895100 | 1997-03-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4278883 | 1994-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4693701 | 1993-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3982523 | 1992-06-26 | Paper |
| A Breiman's theorem for conditional dependent random vector and its applications to risk theory | 0001-01-03 | Paper |
