Fenglong Guo

Available identifiers

Publication	Date of Publication	Type
Tail asymptotic of discounted aggregate claims with compound dependence under risky investment	2022-05-23	Paper
Ruin probability of renewal risk model with stochastic investment returns and one-sided linear time-dependent claims	2022-03-21	Paper
Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors	2021-11-16	Paper
The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks	2021-10-01	Paper
Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return	2019-06-20	Paper
The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks	2018-06-01	Paper
Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns	2017-06-23	Paper
Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims	2016-03-30	Paper
Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims	2014-05-06	Paper
Ruin probability with investment returns and dependent structures	2014-04-02	Paper
Finite- and infinite-time ruin probabilities with general stochastic investment return processes and bivariate upper tail independent and heavy-tailed claims	2013-04-11	Paper

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