Publication | Date of Publication | Type |
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Closure under infinitely divisible distribution roots and the Embrechts-Goldie conjecture | 2024-04-09 | Paper |
Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims | 2023-10-24 | Paper |
Complete convergence for maximum of weighted sums of WNOD random variables and its application | 2023-10-24 | Paper |
Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations | 2022-11-14 | Paper |
Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims | 2022-07-08 | Paper |
Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations | 2022-07-06 | Paper |
On the closure under infinitely divisible distribution roots | 2022-05-27 | Paper |
Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times | 2022-05-18 | Paper |
Elementary renewal theorems for widely dependent random variables with applications to precise large deviations | 2022-05-18 | Paper |
Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims | 2022-01-21 | Paper |
Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims | 2021-09-30 | Paper |
Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims | 2021-02-15 | Paper |
A necessary and sufficient condition for the subexponentiality of the product convolution | 2020-02-05 | Paper |
Asymptotic behavior for sums of non-identically distributed random variables | 2019-06-20 | Paper |
Randomly weighted sums of dependent subexponential random variables with applications to risk theory | 2018-09-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q4609295 | 2018-03-29 | Paper |
The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands | 2018-03-22 | Paper |
Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails | 2017-04-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q2966547 | 2017-03-07 | Paper |
On the strong convergence of weighted sums of widely dependent random variables | 2016-11-11 | Paper |
An inequality of widely dependent random variables and its applications | 2016-05-12 | Paper |
On closedness under convolution roots related to an infinitely divisible distribution in the distribution class L(\gamma) | 2015-12-06 | Paper |
Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return | 2015-06-02 | Paper |
Tail behavior of the sums of dependent and heavy-tailed random variables | 2015-01-29 | Paper |
Some properties of the exponential distribution class with applications to risk theory | 2014-09-29 | Paper |
Randomly weighted sums of dependent random variables with dominated variation | 2014-08-26 | Paper |
Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables | 2014-01-15 | Paper |
Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables | 2013-01-25 | Paper |
Basic renewal theorems for random walks with widely dependent increments | 2011-10-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q3571681 | 2010-07-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q3573784 | 2010-07-08 | Paper |
Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications | 2007-09-03 | Paper |
Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails | 2007-05-24 | Paper |
The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process | 2006-06-29 | Paper |