| Publication | Date of Publication | Type |
|---|
Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return
Communications in Statistics. Theory and Methods | 2024-07-26 | Paper |
Asymptotic results on tail moment and tail central moment for dependent risks
Advances in Applied Probability | 2024-02-20 | Paper |
Asymptotic results on tail moment for light-tailed risks
Insurance Mathematics & Economics | 2024-02-13 | Paper |
Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims
Journal of Industrial and Management Optimization | 2023-03-29 | Paper |
Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model
Insurance Mathematics & Economics | 2023-02-01 | Paper |
Asymptotic results on marginal expected shortfalls for dependent risks
Insurance Mathematics & Economics | 2022-03-10 | Paper |
On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims
Statistics & Probability Letters | 2019-09-05 | Paper |
Nonlinear finite strain consolidation analysis with secondary consolidation behavior
Mathematical Problems in Engineering | 2019-02-08 | Paper |
Asymptotic ruin probabilities for a bidimensional renewal risk model
Stochastics | 2018-09-04 | Paper |
Asymptotics for large claims reinsurance in a time-dependent renewal risk model
Scandinavian Actuarial Journal | 2018-07-10 | Paper |
A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model
Statistics & Probability Letters | 2018-06-21 | Paper |
Systemic risk: an asymptotic evaluation
ASTIN Bulletin | 2018-06-06 | Paper |
Measuring the tail risk: an asymptotic approach
Journal of Mathematical Analysis and Applications | 2018-04-25 | Paper |
On the joint tail behavior of randomly weighted sums of heavy-tailed random variables
Journal of Multivariate Analysis | 2017-12-21 | Paper |
A note on a by-claim risk model: Asymptotic results
Communications in Statistics: Theory and Methods | 2017-12-06 | Paper |
A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation
Statistics & Probability Letters | 2017-10-06 | Paper |
Asymptotics for a discrete-time risk model with the emphasis on financial risk
Probability in the Engineering and Informational Sciences | 2017-08-24 | Paper |
The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims
Communications in Statistics: Theory and Methods | 2017-04-27 | Paper |
Extremes for coherent risk measures
Insurance Mathematics & Economics | 2016-12-14 | Paper |
Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return
Insurance Mathematics & Economics | 2016-12-14 | Paper |
Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
Insurance Mathematics & Economics | 2016-11-21 | Paper |
Interplay of insurance and financial risks in a discrete-time model with strongly regular variation
Bernoulli | 2015-08-05 | Paper |
Interplay of insurance and financial risks in a discrete-time model with strongly regular variation
Bernoulli | 2015-08-05 | Paper |
The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims
Acta Mathematicae Applicatae Sinica. English Series | 2015-05-06 | Paper |
Tail behavior of weighted sums of order statistics of dependent risks
Stochastic Models | 2015-03-20 | Paper |
Tail behavior of weighted sums of order statistics of dependent risks
Stochastic Models | 2015-03-20 | Paper |
Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims
Journal of Mathematical Analysis and Applications | 2015-02-11 | Paper |
Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
Insurance Mathematics & Economics | 2015-01-28 | Paper |
ECOMOR and LCR reinsurance with gamma-like claims
Insurance Mathematics & Economics | 2014-04-15 | Paper |
On pairwise quasi-asymptotically independent random variables and their applications
Statistics & Probability Letters | 2014-02-11 | Paper |
On a discrete-time risk model with delayed claims and dividends
Risk and Decision Analysis | 2013-05-23 | Paper |
Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies
Acta Mathematica Sinica, English Series | 2012-11-07 | Paper |
Asymptotics in a time-dependent renewal risk model with stochastic return
Journal of Mathematical Analysis and Applications | 2012-01-04 | Paper |
Upper bound for finite-time ruin probability in a Markov-modulated market
Journal of Systems Science and Complexity | 2011-11-17 | Paper |
Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims
Acta Mathematicae Applicatae Sinica. English Series | 2011-04-08 | Paper |
Optimal investment problem with stochastic interest rate and stochastic volatility: maximizing a power utility
Applied Stochastic Models in Business and Industry | 2011-02-22 | Paper |
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
Advances in Applied Probability | 2011-02-09 | Paper |
A note on max-sum equivalence
Statistics & Probability Letters | 2010-12-20 | Paper |
