| Publication | Date of Publication | Type |
|---|
Closure under infinitely divisible distribution roots and the Embrechts-Goldie conjecture
Lithuanian Mathematical Journal | 2024-04-09 | Paper |
| Precise large deviations of some net loss processes in three nonstandard renewal risk models | 2023-04-30 | Paper |
Dividend and capital injection optimization with transaction cost for Lévy risk processes
Journal of Optimization Theory and Applications | 2022-08-01 | Paper |
On the closure under infinitely divisible distribution roots
Lithuanian Mathematical Journal | 2022-05-27 | Paper |
Elementary renewal theorems for widely dependent random variables with applications to precise large deviations
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
The uniform local asymptotics of the bidimensional discounted aggregate claim process
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
| scientific article; zbMATH DE number 7492000 (Why is no real title available?) | 2022-03-17 | Paper |
Some positive conclusions related to the Embrechts-Goldie conjecture
Siberian Mathematical Journal | 2022-01-28 | Paper |
| Precise large deviations of sums of widely dependent random variables and its applications | 2021-06-11 | Paper |
On the long tail property of product convolution
Lithuanian Mathematical Journal | 2021-05-06 | Paper |
A necessary and sufficient condition for the subexponentiality of the product convolution
Advances in Applied Probability | 2020-02-05 | Paper |
On the almost decrease of a subexponential density
Statistics & Probability Letters | 2019-09-05 | Paper |
Asymptotics of convolution with the semi-regular-variation tail and its application to risk
Extremes | 2018-12-20 | Paper |
| Dividend and Capital Injection Optimization with Transaction Cost for Spectrally Negative L\'{e}vy Risk Processes | 2018-07-30 | Paper |
The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands
Statistical Papers | 2018-03-22 | Paper |
| The uniform local asymptotics of the total net loss process in a new time-dependent bidimensional renewal model | 2017-06-15 | Paper |
On the strong convergence of weighted sums of widely dependent random variables
Communications in Statistics. Theory and Methods | 2016-11-11 | Paper |
| On the structure of a class of distributions obeying the principle of a single big jump | 2016-07-22 | Paper |
On the structure of a class of distributions obeying the principle of a single big jump
(available as arXiv preprint) | 2016-07-22 | Paper |
The uniform local asymptotics for a Lévy process and its overshoot and undershoot
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
An inequality of widely dependent random variables and its applications
Lithuanian Mathematical Journal | 2016-05-12 | Paper |
Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate
Communications in Statistics. Theory and Methods | 2016-03-08 | Paper |
Tail behavior of the product of two dependent random variables with applications to risk theory
Extremes | 2016-01-25 | Paper |
Some asymptotic results on extremes of incomplete samples
Extremes | 2016-01-25 | Paper |
Convolution and convolution-root properties of long-tailed distributions
Extremes | 2015-12-08 | Paper |
| On closedness under convolution roots related to an infinitely divisible distribution in the distribution class L(\gamma) | 2015-12-06 | Paper |
On asymptotic equivalence among the solutions of some defective renewal equations
Lithuanian Mathematical Journal | 2015-11-06 | Paper |
Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model
Insurance Mathematics & Economics | 2015-09-14 | Paper |
On a transformation between distributions obeying the principle of a single big jump
Journal of Mathematical Analysis and Applications | 2015-07-06 | Paper |
Tail behavior of supremum of a random walk when Cramér's condition fails
Frontiers of Mathematics in China | 2015-02-27 | Paper |
Tail behavior of the sums of dependent and heavy-tailed random variables
Journal of the Korean Statistical Society | 2015-01-29 | Paper |
Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims
Journal of Systems Science and Complexity | 2015-01-27 | Paper |
Some properties of the exponential distribution class with applications to risk theory
Journal of the Korean Statistical Society | 2014-09-29 | Paper |
Randomly weighted sums with dominated varying-tailed increments and application to risk theory
Journal of the Korean Statistical Society | 2014-08-06 | Paper |
Almost sure asymptotics for extremes of non-stationary Gaussian random fields
Chinese Annals of Mathematics. Series B | 2014-04-30 | Paper |
Max-sum equivalence of conditionally dependent random variables
Statistics & Probability Letters | 2014-04-09 | Paper |
Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables
Lithuanian Mathematical Journal | 2014-01-15 | Paper |
Some discussions on the local distribution classes
Statistics & Probability Letters | 2013-12-06 | Paper |
Extremes values of discrete and continuous time strongly dependent Gaussian processes
Communications in Statistics. Theory and Methods | 2013-11-07 | Paper |
On the exponential inequality for acceptable random variables
Journal of Inequalities and Applications | 2013-07-04 | Paper |
Asymptotic results for ruin probability of a two-dimensional renewal risk model
Stochastic Analysis and Applications | 2013-04-22 | Paper |
Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
Methodology and Computing in Applied Probability | 2013-04-08 | Paper |
Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
Journal of Mathematical Analysis and Applications | 2013-03-12 | Paper |
Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
Statistics & Probability Letters | 2013-01-25 | Paper |
Estimates for the finite-time ruin probability with insurance and financial risks
Acta Mathematicae Applicatae Sinica. English Series | 2012-12-06 | Paper |
A note on a dependent risk model with constant interest rate
Statistics & Probability Letters | 2012-07-16 | Paper |
New examples of heavy-tailed O-subexponential distributions and related closure properties
Statistics & Probability Letters | 2012-05-18 | Paper |
Uniform asymptotics of the finite-time ruin probability for all times
Journal of Mathematical Analysis and Applications | 2012-03-29 | Paper |
Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments
Acta Mathematica Scientia. Series B. (English Edition) | 2012-01-27 | Paper |
Uniform estimates for ruin probabilities in the renewal risk model with upper-tail independent claims and premiums
Journal of Industrial and Management Optimization | 2012-01-18 | Paper |
Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times
Journal of Systems Science and Complexity | 2011-11-17 | Paper |
Basic renewal theorems for random walks with widely dependent increments
Journal of Mathematical Analysis and Applications | 2011-10-10 | Paper |
| scientific article; zbMATH DE number 5952273 (Why is no real title available?) | 2011-09-29 | Paper |
Almost sure central limit theorem for the maxima and sums of stationary Gaussian sequences
Journal of the Korean Statistical Society | 2011-08-17 | Paper |
Tail behavior of random sums of negatively associated increments
Journal of Mathematical Analysis and Applications | 2011-02-09 | Paper |
| Precise large deviations for sums of negatively quadrant dependent random variables belonging to the \(\mathcal{D}\) class | 2011-02-05 | Paper |
Random walks with non-convolution equivalent increments and their applications
Journal of Mathematical Analysis and Applications | 2010-11-04 | Paper |
Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with applications
Acta Mathematicae Applicatae Sinica. English Series | 2010-09-20 | Paper |
A note on the properties of the reproductive dispersion model
Statistics & Probability Letters | 2010-08-26 | Paper |
| Asymptotic estimate for the probability of an exceedance over negatively associated renewal thresholds and the ruin probability in dividend barrier models | 2010-07-08 | Paper |
| Asymptotics for the density of the supremum of a certain kind of random walks | 2010-07-08 | Paper |
| Tail asymptotics and local asymptotics for the supremum of a random walk with an infinite mean | 2010-07-08 | Paper |
Lower limits and upper limits for tails of random sums supported on \(\mathbb R\)
Statistics & Probability Letters | 2010-06-25 | Paper |
Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times
Journal of Systems Science and Complexity | 2010-05-03 | Paper |
Random time ruin probability for the renewal risk model with heavy-tailed claims
Journal of Industrial and Management Optimization | 2010-03-22 | Paper |
The closure of the convolution equivalent distribution class under convolution roots with applications to random sums
Statistics & Probability Letters | 2010-03-01 | Paper |
| Sufficient conditions and necessary conditions for local closedness and local asymptotics for the convolutions of non-identical distributions | 2010-02-12 | Paper |
| Large deviations for random variables with two-sided distributions | 2010-02-12 | Paper |
Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
Statistics & Probability Letters | 2010-02-05 | Paper |
Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications
Lithuanian Mathematical Journal | 2009-11-06 | Paper |
The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments
Stochastic Models | 2009-09-18 | Paper |
| scientific article; zbMATH DE number 5583459 (Why is no real title available?) | 2009-07-22 | Paper |
Asymptotics for the moments of the overshoot and undershoot of a random walk
Advances in Applied Probability | 2009-07-22 | Paper |
| scientific article; zbMATH DE number 5583846 (Why is no real title available?) | 2009-07-22 | Paper |
Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case
Journal of Theoretical Probability | 2009-07-06 | Paper |
| The dominant relations and their applications on some subclasses of heavy-tailed distributions | 2009-04-28 | Paper |
Ruin probability and local ruin probability in the random multi-delayed renewal risk model
Statistics & Probability Letters | 2009-03-20 | Paper |
| scientific article; zbMATH DE number 5504795 (Why is no real title available?) | 2009-02-09 | Paper |
| scientific article; zbMATH DE number 5504875 (Why is no real title available?) | 2009-02-09 | Paper |
| Asymptotical normality of the renewal process generated by identically distributed NA random variables | 2008-11-24 | Paper |
| Local asymptotics for random sums with different distributed increments | 2008-11-24 | Paper |
| Notes on the asymptotics of tail probabilities of sums for negatively associated random variables with heavy tails | 2008-08-06 | Paper |
| A remark on the precise asymptotics in the Baum-Katz laws of large numbers | 2008-04-03 | Paper |
| scientific article; zbMATH DE number 5221435 (Why is no real title available?) | 2007-12-18 | Paper |
Precise asymptotics for a type of order statistics
Extremes | 2007-12-16 | Paper |
| scientific article; zbMATH DE number 5218729 (Why is no real title available?) | 2007-12-07 | Paper |
| The law of iterated logarithm and strong law of large numbers for product sums of PA sequences | 2007-11-20 | Paper |
Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
Insurance Mathematics & Economics | 2007-09-03 | Paper |
Asymptotics of the density of the supremum of a random walk with heavy-tailed increments
Journal of Applied Probability | 2007-08-23 | Paper |
| Precise asymptotics of partial sums for i.i.d. and NA sequences | 2007-07-16 | Paper |
Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
Acta Mathematica Sinica, English Series | 2007-05-24 | Paper |
| A sufficient condition and a necessary condition of a class of subexponential distribution functions | 2007-03-30 | Paper |
| Some notes on the positive lattice long-tailed family | 2007-01-19 | Paper |
| scientific article; zbMATH DE number 5116743 (Why is no real title available?) | 2007-01-19 | Paper |
| Complete convergence for weighted sums of arrays of NA random variables | 2006-10-04 | Paper |
The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process
Journal of Applied Probability | 2006-06-29 | Paper |
| Precise asymptotics for order statistics of a non-random sample and a random sample | 2006-06-15 | Paper |
The structure and precise moderate deviations of random variables with dominatedly varying tails
Journal of Systems Science and Complexity | 2005-11-29 | Paper |
| scientific article; zbMATH DE number 2163943 (Why is no real title available?) | 2005-05-03 | Paper |
Some limit theorems for processes of product sums generated by non-stationary positively dependent random variables
Southeast Asian Bulletin of Mathematics | 2005-03-21 | Paper |
| scientific article; zbMATH DE number 2119983 (Why is no real title available?) | 2004-11-29 | Paper |
The strong law of large numbers and the law of the iterated logarithm for product sums of NA and AANA random variables
Southeast Asian Bulletin of Mathematics | 2004-09-22 | Paper |
Hazard function and characterizations on distribution tails of nonnegative random variables
Applied Mathematics. Series B (English Edition) | 2004-05-27 | Paper |
A random functional central limit theorem for processes of product sums of linear processes generated by martingale differences
Chinese Annals of Mathematics. Series B | 2004-03-07 | Paper |
A general law of precise asymptotics for the counting process of record times
Journal of Mathematical Analysis and Applications | 2003-11-20 | Paper |
| scientific article; zbMATH DE number 1894929 (Why is no real title available?) | 2003-09-24 | Paper |
| scientific article; zbMATH DE number 1874689 (Why is no real title available?) | 2003-03-13 | Paper |
| scientific article; zbMATH DE number 1816755 (Why is no real title available?) | 2003-02-06 | Paper |
| scientific article; zbMATH DE number 1829597 (Why is no real title available?) | 2002-11-14 | Paper |
On strong stability for weighted sums of Chow and Lai
Journal of Mathematics. Wuhan University | 2002-08-28 | Paper |
Equivalent conditions of complete convergence for \(m\)-dimensional products of iid random variables and application to strong law of large numbers
Science in China. Series A | 2002-08-15 | Paper |
| scientific article; zbMATH DE number 1743706 (Why is no real title available?) | 2002-07-02 | Paper |
Strong stability of generalized Jamison's weighted sums of NA sequences
Chinese Science Bulletin | 2002-02-18 | Paper |
Convergence rates in the law of logarithm of random elements
Acta Mathematicae Applicatae Sinica. English Series | 2002-01-17 | Paper |
| scientific article; zbMATH DE number 1932338 (Why is no real title available?) | 2002-01-01 | Paper |
| scientific article; zbMATH DE number 1497339 (Why is no real title available?) | 2001-03-27 | Paper |
| scientific article; zbMATH DE number 1559066 (Why is no real title available?) | 2001-01-31 | Paper |
| scientific article; zbMATH DE number 1559089 (Why is no real title available?) | 2001-01-31 | Paper |
| scientific article; zbMATH DE number 1559161 (Why is no real title available?) | 2001-01-31 | Paper |
| scientific article; zbMATH DE number 1536277 (Why is no real title available?) | 2000-11-28 | Paper |
| scientific article; zbMATH DE number 1536438 (Why is no real title available?) | 2000-11-28 | Paper |
| scientific article; zbMATH DE number 1536444 (Why is no real title available?) | 2000-11-28 | Paper |
| scientific article; zbMATH DE number 1322891 (Why is no real title available?) | 2000-02-15 | Paper |
| scientific article; zbMATH DE number 1383136 (Why is no real title available?) | 2000-01-04 | Paper |
| scientific article; zbMATH DE number 1376897 (Why is no real title available?) | 1999-12-09 | Paper |
Equivalent conditions of complete convergence for independent weighted sums
Science in China. Series A | 1999-04-29 | Paper |
Moment inequalities and weak convergence for negatively associated sequences
Science in China. Series A | 1999-03-09 | Paper |
| scientific article; zbMATH DE number 1062308 (Why is no real title available?) | 1998-04-27 | Paper |
| scientific article; zbMATH DE number 979886 (Why is no real title available?) | 1997-07-24 | Paper |
| scientific article; zbMATH DE number 934405 (Why is no real title available?) | 1997-03-03 | Paper |
| scientific article; zbMATH DE number 500345 (Why is no real title available?) | 1994-02-24 | Paper |
| scientific article; zbMATH DE number 205879 (Why is no real title available?) | 1993-10-11 | Paper |
| scientific article; zbMATH DE number 24437 (Why is no real title available?) | 1992-06-26 | Paper |
A Breiman's theorem for conditional dependent random vector and its applications to risk theory
(available as arXiv preprint) | N/A | Paper |
