| Publication | Date of Publication | Type |
|---|
Asymptotics for a perturbed bidimensional delay-claim risk model with heavy-tailed claims and stochastic returns
Stochastic Models | 2026-01-21 | Paper |
Estimating the minimal domains of attraction of uncertain discrete-time switched systems under state-dependent switching
Nonlinear Analysis. Hybrid Systems | 2024-11-26 | Paper |
Roundoff error problems in interpolation methods for time-fractional problems
Applied Numerical Mathematics | 2024-07-24 | Paper |
Complete consistency and asymptotic normality for the weighted estimator in a nonparametric regression model under dependent errors
Journal of Mathematical Inequalities | 2024-07-10 | Paper |
Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims
Applied Mathematics. Series B (English Edition) | 2024-05-22 | Paper |
On asymptotic ruin probability for a bidimensional renewal risk model with dependent and subexponential main claims and delayed claims
Japan Journal of Industrial and Applied Mathematics | 2024-05-07 | Paper |
On tail behavior of randomly weighted sums of dependent subexponential random variables
Communications in Statistics: Theory and Methods | 2024-04-18 | Paper |
Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims
Methodology and Computing in Applied Probability | 2023-08-16 | Paper |
Inner-estimating domains of attraction for discrete-time non-polynomial systems with piecewise difference inclusions
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2023-07-06 | Paper |
Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims
Communications in Statistics: Theory and Methods | 2023-06-27 | Paper |
A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory*
Lithuanian Mathematical Journal | 2023-05-08 | Paper |
Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
Lithuanian Mathematical Journal | 2023-03-21 | Paper |
| Roundoff error problem in L2-type methods for time-fractional problems | 2022-12-16 | Paper |
Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims
Communications in Statistics: Theory and Methods | 2022-10-04 | Paper |
Convexity and sublinearity of \(g\)-expectations
Statistics & Probability Letters | 2022-08-30 | Paper |
Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence
Stochastics | 2022-07-07 | Paper |
Closure property of consistently varying random variables based on precise large deviation principles
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims
Communications in Statistics: Theory and Methods | 2022-05-17 | Paper |
Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables
Lithuanian Mathematical Journal | 2022-03-14 | Paper |
Adaptive local polynomial estimations for heterogeneously variational regression functions
Journal of Statistical Computation and Simulation | 2022-02-24 | Paper |
Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation
Communications in Statistics: Theory and Methods | 2022-02-16 | Paper |
Inner-approximating domains of attraction for discrete-time switched systems via multi-step multiple Lyapunov-like functions
Nonlinear Analysis. Hybrid Systems | 2021-12-13 | Paper |
Synthesizing robust domains of attraction for state-constrained perturbed polynomial systems
SIAM Journal on Control and Optimization | 2021-04-09 | Paper |
| Closure property of random sum and its maximum of random variables from class \(\mathcal{D}\) based on precise large deviation principles | 2020-08-12 | Paper |
Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory
Journal of Mathematical Analysis and Applications | 2019-10-04 | Paper |
Dynamic risk measures for processes via backward stochastic differential equations
Insurance Mathematics & Economics | 2019-05-23 | Paper |
Multiscale finite element discretizations based on local defect correction for the biharmonic eigenvalue problem of plate buckling
Mathematical Methods in the Applied Sciences | 2019-02-28 | Paper |
Modelling and optimizing an open-pit truck scheduling problem
Discrete Dynamics in Nature and Society | 2019-02-19 | Paper |
Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models
Abstract and Applied Analysis | 2019-02-14 | Paper |
The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks
Acta Mathematicae Applicatae Sinica. English Series | 2018-09-18 | Paper |
| The subexponentiality for two widely dependent random variables under the operations of minimum and maximum | 2018-05-25 | Paper |
On the strong convergence properties for weighted sums of negatively orthant dependent random variables
Applied Mathematics. Series B (English Edition) | 2018-05-08 | Paper |
Almost sure convergence for END sequences and its application to \(M\) estimator in linear models
Journal of Mathematical Inequalities | 2017-12-15 | Paper |
Randomly weighted sums and their maxima with heavy-tailed increments and dependence structure
Communications in Statistics: Theory and Methods | 2017-12-06 | Paper |
Some novel results on pairwise quasi-asymptotical independence with applications to risk theory
Communications in Statistics: Theory and Methods | 2017-11-03 | Paper |
The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors
Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM | 2017-10-27 | Paper |
| Precise large deviations of a compound renewal risk model with regression-type size-dependence structure | 2017-10-20 | Paper |
Exponential inequalities for sums of unbounded ϕ-mixing sequence and their applications
Communications in Statistics: Theory and Methods | 2017-04-27 | Paper |
Precise large deviations of aggregate claims in a compound size-dependent renewal risk model
Communications in Statistics: Theory and Methods | 2017-04-25 | Paper |
Moment inequality of the minimum for nonnegative negatively orthant dependent random variables
Filomat | 2017-04-11 | Paper |
Existence results for a kind of fractional differential equation with eigenvalue
Journal of Biomathematics | 2016-10-06 | Paper |
Chow-type maximal inequality for conditional demimartingales and its applications
Chinese Annals of Mathematics. Series B | 2016-01-06 | Paper |
Reliability model of mechanical components with dependent failure modes
Mathematical Problems in Engineering | 2014-11-24 | Paper |
On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables
Stochastics | 2014-04-17 | Paper |
Precise large deviations for sums of random variables with consistent variation in dependent multi-risk models
Communications in Statistics. Theory and Methods | 2014-01-28 | Paper |
Precise large deviations for random sums of END real-valued random variables with consistent variation
Journal of Mathematical Analysis and Applications | 2013-04-22 | Paper |
Precise large deviations for partial sums of a class of negatively associated random arrays
Chinese Journal of Applied Probability and Statistics | 2012-06-01 | Paper |
Extended precise large deviations of random sums in the presence of END structure and consistent variation
Journal of Applied Mathematics | 2012-04-04 | Paper |
| scientific article; zbMATH DE number 5846891 (Why is no real title available?) | 2011-02-05 | Paper |
| Precise large deviations for sums of negatively associated heavy-tailed random variables in \(\mathcal{D}\cap \mathcal{L}\) | 2010-11-05 | Paper |
| Artifact correction of rigid translational motion in MRI | 2009-10-12 | Paper |
Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
Journal of Applied Probability | 2008-03-07 | Paper |
Numerical simulation study on gas-solid two-phase flow in pre-calciner
Communications in Nonlinear Science and Numerical Simulation | 2005-11-14 | Paper |
| scientific article; zbMATH DE number 2121685 (Why is no real title available?) | 2004-12-10 | Paper |
The exact solutions of elastic-plastic crack line field for mode II plane stress crack
Applied Mathematics and Mechanics. (English Edition) | 2000-05-21 | Paper |
Exact solutions of near crack line fields for mode I crack under plane stress condition in an elastic-perfectly plastic solid
Applied Mathematics and Mechanics. (English Edition) | 1996-12-12 | Paper |
