Jiangyan Peng

Available identifiers

zbMath Open peng.jiangyanMaRDI QIDQ251244

List of research outcomes

Publication	Date of Publication	Type
Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion	2024-06-05	Paper
Pareto-optimal reinsurance for both the insurer and the reinsurer under the risk-adjusted value and general premium principles	2024-06-03	Paper
Uniform asymptotics for ruin probabilities of a delayed renewal risk model with one-sided linear dependence and stochastic returns	2024-04-18	Paper
Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns	2023-07-11	Paper
Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations	2023-01-17	Paper
https://portal.mardi4nfdi.de/entity/Q5100358	2022-09-01	Paper
Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments	2022-06-30	Paper
Complete convergence and the strong laws of large numbers for pairwise NQD random variables	2022-06-10	Paper
Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations	2022-05-30	Paper
Tail asymptotic of discounted aggregate claims with compound dependence under risky investment	2022-05-23	Paper
https://portal.mardi4nfdi.de/entity/Q5075221	2022-05-10	Paper
https://portal.mardi4nfdi.de/entity/Q4998254	2021-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q4998181	2021-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q5128329	2020-10-27	Paper
On the complete convergence for weighted sums of extended negatively dependent random variables	2019-07-18	Paper
Some limit theorems for $m$-pairwise negative quadrant dependent random variables	2018-11-29	Paper
WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS	2018-09-06	Paper
https://portal.mardi4nfdi.de/entity/Q4640391	2018-05-25	Paper
Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns	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	2017-06-12	Paper
Integral equations and bounds for ruin probability in a dependent risk model with stochastic interest rate	2016-10-06	Paper
Complete convergence and complete moment convergence for arrays of rowwise ANA random variables	2016-03-01	Paper
Further study on complete convergence for weighted sums of arrays of rowwise asymptotically almost negatively associated random variables	2016-02-01	Paper
Limiting behaviour for arrays of row-wise END random variables under conditions of h-integrability	2015-07-29	Paper
Strong convergence for weighted sums of ρ*-mixing random variables	2014-11-28	Paper
A supplement to the strong laws for weighted sums of \(\varphi\)-mixing random variables	2014-11-07	Paper
On the strong law of large numbers for weighted sums of \(\varphi\)-mixing random variables	2014-11-07	Paper
Complete convergence for weighted sums of \(\widetilde{\varphi}\)-mixing random variables	2014-11-03	Paper
https://portal.mardi4nfdi.de/entity/Q5398753	2014-02-28	Paper
The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process	2012-06-19	Paper
Ruin probability in a one-sided linear model with constant interest rate	2010-04-01	Paper

Research outcomes over time

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