| Publication | Date of Publication | Type |
|---|
The finite-time ruin probability of a risk model with stochastic return and subexponential claim sizes*
Communications in Statistics: Theory and Methods | 2024-04-18 | Paper |
scientific article; zbMATH DE number 7708735 (Why is no real title available?)
| 2023-07-07 | Paper |
The finite-time ruin probability of a risk model with a general counting process and stochastic return
Journal of Industrial and Management Optimization | 2022-06-09 | Paper |
Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate
Communications in Statistics: Theory and Methods | 2022-05-27 | Paper |
Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes
Journal of Mathematical Inequalities | 2022-02-11 | Paper |
Precise large deviations for the aggregate claims in a dependent compound renewal risk model
Journal of Inequalities and Applications | 2022-01-19 | Paper |
Precise large deviations of aggregate claims in a size-dependent and delayed risk model with WOD claims
| 2021-09-29 | Paper |
Estimates for the finite-time ruin probability of a time-dependent risk model with a Brownian perturbation
Mathematical Problems in Engineering | 2021-05-18 | Paper |
The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation
Japan Journal of Industrial and Applied Mathematics | 2020-04-27 | Paper |
Interplay of financial and insurance risks in dependent discrete-time risk models
Statistics & Probability Letters | 2020-04-22 | Paper |
Asymptotics of the finite-time ruin probability of a risk model with Brownian perturbation
| 2020-01-22 | Paper |
Asymptotics for a bidimensional risk model with two geometric Lévy price processes
Journal of Industrial and Management Optimization | 2019-07-23 | Paper |
Probability inequalities for sums of WUOD random variables and their applications
Journal of Mathematical Inequalities | 2019-07-18 | Paper |
Finite-time ruin probability of a compound risk model with dependent claim sizes
| 2019-06-21 | Paper |
Asymptotics for the solutions to defective renewal equations
Abstract and Applied Analysis | 2019-02-14 | Paper |
The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation
Japan Journal of Industrial and Applied Mathematics | 2018-12-07 | Paper |
Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks
Lithuanian Mathematical Journal | 2018-05-31 | Paper |
Precise large deviations for widely orthant dependent random variables with different distributions
Journal of Inequalities and Applications | 2018-01-29 | Paper |
scientific article; zbMATH DE number 6831553 (Why is no real title available?)
| 2018-01-29 | Paper |
Asymptotics for the finite-time ruin probability of a risk model with a general counting process
Japan Journal of Industrial and Applied Mathematics | 2017-07-19 | Paper |
The uniform local asymptotics for a Lévy process and its overshoot and undershoot
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
The key renewal theorem with multi-delay and applications to risk theory
| 2016-01-15 | Paper |
On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields
Journal of Mathematical Analysis and Applications | 2015-05-27 | Paper |
A note on the almost sure central limit theorem for the product of some partial sums
Journal of Inequalities and Applications | 2015-02-26 | Paper |
Asymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes
Bulletin of the Iranian Mathematical Society | 2014-10-27 | Paper |
Uniform asymptotics for discounted aggregate claims in dependent risk models
Journal of Applied Probability | 2014-10-15 | Paper |
Asymptotics for tail probability of random sums with a heavy-tailed number and dependent increments
Communications in Statistics. Theory and Methods | 2014-08-18 | Paper |
Finite-time ruin probability of a compound dependent discrete-time risk model
| 2014-06-30 | Paper |
scientific article; zbMATH DE number 6288723 (Why is no real title available?)
| 2014-04-25 | Paper |
Randomly weighted sums of dependent subexponential random variables
Lithuanian Mathematical Journal | 2014-01-15 | Paper |
Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims
Lithuanian Mathematical Journal | 2014-01-15 | Paper |
Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments
Statistics & Probability Letters | 2013-12-09 | Paper |
Finite-time ruin probability of a dependent risk model with a constant interest rate
Journal of Southeast University. Natural Science Edition | 2013-11-19 | Paper |
Precise large deviations for dependent random variables with applications to the compound renewal risk model
Rocky Mountain Journal of Mathematics | 2013-09-20 | Paper |
The uniform asymptotics of the overshoot of a random walk with light-tailed increments
Communications in Statistics: Theory and Methods | 2013-05-13 | 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 |
Estimates for the tail probability of the supremum of a random walk with independent increments
Chinese Annals of Mathematics. Series B | 2013-02-22 | Paper |
Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
Frontiers of Mathematics in China | 2012-12-06 | Paper |
Estimates for the finite-time ruin probability with insurance and financial risks
Acta Mathematicae Applicatae Sinica. English Series | 2012-12-06 | Paper |
Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model
Journal of Mathematical Analysis and Applications | 2012-12-04 | Paper |
On a set of orthogonal polynomials associated with a quantized physical model
Applied Mathematics and Computation | 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 |
Tail behavior of sums and maxima of sums of dependent subexponential random variables
Acta Applicandae Mathematicae | 2011-05-25 | Paper |
Large deviations and finite time ruin probabilities for generalized renewal risk models
| 2011-01-21 | 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 |
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 |
Asymptotics for the moments of the overshoot and undershoot of a random walk
Advances in Applied Probability | 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 |
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 |
scientific article; zbMATH DE number 5221435 (Why is no real title available?)
| 2007-12-18 | Paper |
scientific article; zbMATH DE number 5218729 (Why is no real title available?)
| 2007-12-07 | 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 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 |
A converse proposition about a heavy-tailed random walk
| 2006-08-01 | 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 |
