Fengyang Cheng

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Person:335048

Available identifiers

zbMath Open cheng.fengyangMaRDI QIDQ335048

List of research outcomes





PublicationDate of PublicationType
The product distribution of dependent random variables with applications to a discrete-time risk model2022-06-10Paper
The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims2022-05-30Paper
Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims2021-09-30Paper
A note on randomly weighted sums of dependent subexponential random variables2020-05-19Paper
A necessary and sufficient condition for the subexponentiality of the product convolution2020-02-05Paper
Randomly weighted sums of dependent subexponential random variables with applications to risk theory2018-09-11Paper
Precise local large deviations for heavy-tailed random sums with applications to risk models2018-08-31Paper
Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands2017-08-23Paper
Local precise large and moderate deviations for sums of independent random variables2016-11-02Paper
The product of dependent random variables with applications to a discrete-time risk model2016-06-11Paper
Tail probability of a random sum with a heavy-tailed random number and dependent summands2015-09-09Paper
Strong law of large numbers for pair-wise extended lower/upper negatively dependent random variables2015-03-02Paper
Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands2014-04-30Paper
Tail behavior of random sums of negatively associated increments2011-02-09Paper
The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments2009-09-18Paper
The dominant relations and their applications on some subclasses of heavy-tailed distributions2009-04-28Paper
https://portal.mardi4nfdi.de/entity/Q35995892009-02-09Paper
A remark on the precise asymptotics in the Baum-Katz laws of large numbers2008-04-03Paper
Precise asymptotics of partial sums for i.i.d. and NA sequences2007-07-16Paper
Complete convergence for weighted sums of arrays of NA random variables2006-10-04Paper
Precise asymptotics for order statistics of a non-random sample and a random sample2006-06-15Paper
https://portal.mardi4nfdi.de/entity/Q46725952005-05-03Paper
Ruin probabilities for large claims in generalized delayed renewal risk model2005-03-11Paper
The strong law of large numbers and the law of the iterated logarithm for product sums of NA and AANA random variables2004-09-22Paper
Hazard function and characterizations on distribution tails of nonnegative random variables2004-05-27Paper
https://portal.mardi4nfdi.de/entity/Q48019512003-09-24Paper
https://portal.mardi4nfdi.de/entity/Q31517192003-02-06Paper
On strong stability for weighted sums of Chow and Lai2002-08-28Paper
Equivalent conditions of complete convergence for \(m\)-dimensional products of iid random variables and application to strong law of large numbers2002-08-15Paper
https://portal.mardi4nfdi.de/entity/Q45292152002-07-02Paper

Research outcomes over time

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