| Publication | Date of Publication | Type |
|---|
Asymptotic finite-time ruin probabilities for a multidimensional risk model with subexponential claims
Methodology and Computing in Applied Probability | 2024-11-26 | Paper |
Approximation of beta-Jacobi ensembles by beta-Laguerre ensembles
Frontiers of Mathematics | 2023-11-01 | Paper |
Uniform asymptotics for ruin probabilities of multidimensional risk models with stochastic returns and regular variation claims
Communications in Statistics: Theory and Methods | 2023-09-11 | Paper |
Uniform approximation for the tail behavior of bidimensional randomly weighted sums
Methodology and Computing in Applied Probability | 2023-07-04 | Paper |
APPROXIMATION OF THE TAIL PROBABILITIES FOR BIDIMENSIONAL RANDOMLY WEIGHTED SUMS WITH DEPENDENT COMPONENTS
Probability in the Engineering and Informational Sciences | 2022-11-18 | Paper |
Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model
Acta Mathematicae Applicatae Sinica. English Series | 2021-08-17 | Paper |
Ruin problems of multidimensional risk models under constant interest rates and dependent risks with heavy tails
Mathematical Problems in Engineering | 2021-05-14 | Paper |
Some multivariate goodness-of-fit tests based on data depth
Journal of Applied Statistics | 2020-10-21 | Paper |
Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model
Applied Mathematics. Series B (English Edition) | 2019-06-20 | Paper |
Moderate deviations for sums of dependent claims in a size-dependent renewal risk model
Communications in Statistics: Theory and Methods | 2017-07-27 | Paper |
Precise large deviations for sums of random vectors with dependent components of consistently varying tails
Frontiers of Mathematics in China | 2017-06-14 | Paper |
Precise large deviations for sums of two-dimensional random vectors with dependent components of heavy tails
Communications in Statistics. Theory and Methods | 2016-11-11 | Paper |
Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model
Statistics & Probability Letters | 2016-05-04 | Paper |
Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail
Statistics & Probability Letters | 2013-12-06 | Paper |
Approximation of the tail probability of dependent random sums under consistent variation and applications
Methodology and Computing in Applied Probability | 2013-04-08 | Paper |
Moderate deviations for a risk model based on the customer-arrival process
Statistics & Probability Letters | 2011-12-28 | Paper |
The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims
Acta Mathematica Sinica, English Series | 2010-11-17 | Paper |
Uniform estimate for maximum of randomly weighted sums with applications to ruin theory
Methodology and Computing in Applied Probability | 2009-12-02 | Paper |
Precise Large Deviations for the Actual Aggregate Loss Process
Stochastic Analysis and Applications | 2009-10-08 | Paper |
Approximation of the tail probability of randomly weighted sums and applications
Stochastic Processes and their Applications | 2009-03-10 | Paper |
Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails
Statistics & Probability Letters | 2008-12-10 | Paper |
Asymptotic Distributions of Innovation Density Estimators in Linear Processes
Communications in Statistics: Theory and Methods | 2008-09-24 | Paper |
A note on strong law of large numbers of random variables
Journal of Zhejiang University. Science A | 2006-10-09 | Paper |
