| Publication | Date of Publication | Type |
|---|
| The finite-time ruin probability of a risk model with stochastic return and subexponential claim sizes* | 2024-04-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6167149 | 2023-07-07 | Paper |
| The finite-time ruin probability of a risk model with a general counting process and stochastic return | 2022-06-09 | Paper |
| Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate | 2022-05-27 | Paper |
| Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes | 2022-02-11 | Paper |
| Precise large deviations for the aggregate claims in a dependent compound renewal risk model | 2022-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3381541 | 2021-09-29 | Paper |
| The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation | 2020-04-27 | Paper |
| Interplay of financial and insurance risks in dependent discrete-time risk models | 2020-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5209419 | 2020-01-22 | Paper |
| Asymptotics for a bidimensional risk model with two geometric Lévy price processes | 2019-07-23 | Paper |
| Probability inequalities for sums of WUOD random variables and their applications | 2019-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5382017 | 2019-06-21 | Paper |
| Asymptotics for the solutions to defective renewal equations | 2019-02-14 | Paper |
| The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation | 2018-12-07 | Paper |
| Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks | 2018-05-31 | Paper |
| Precise large deviations for widely orthant dependent random variables with different distributions | 2018-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3132126 | 2018-01-29 | Paper |
| Asymptotics for the finite-time ruin probability of a risk model with a general counting process | 2017-07-19 | Paper |
| The uniform local asymptotics for a Lévy process and its overshoot and undershoot | 2016-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3462883 | 2016-01-15 | Paper |
| On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields | 2015-05-27 | Paper |
| A note on the almost sure central limit theorem for the product of some partial sums | 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 | 2014-10-27 | Paper |
| Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models | 2014-10-15 | Paper |
| Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments | 2014-08-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4980166 | 2014-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5412160 | 2014-04-25 | Paper |
| Randomly weighted sums of dependent subexponential random variables | 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 | 2014-01-15 | Paper |
| Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments | 2013-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2858630 | 2013-11-19 | Paper |
| Precise large deviations for dependent random variables with applications to the compound renewal risk model | 2013-09-20 | Paper |
| The Uniform Asymptotics of the Overshoot of a Random Walk with Light-Tailed Increments | 2013-05-13 | Paper |
| Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model | 2013-04-22 | Paper |
| Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate | 2013-04-08 | Paper |
| Estimates for the tail probability of the supremum of a random walk with independent increments | 2013-02-22 | Paper |
| Precise large deviations for widely orthant dependent random variables with dominatedly varying tails | 2012-12-06 | Paper |
| Estimates for the finite-time ruin probability with insurance and financial risks | 2012-12-06 | Paper |
| Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model | 2012-12-04 | Paper |
| On a set of orthogonal polynomials associated with a quantized physical model | 2012-05-18 | Paper |
| Uniform asymptotics of the finite-time ruin probability for all times | 2012-03-29 | Paper |
| Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments | 2012-01-27 | Paper |
| Tail behavior of sums and maxima of sums of dependent subexponential random variables | 2011-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3067602 | 2011-01-21 | Paper |
| Random walks with non-convolution equivalent increments and their applications | 2010-11-04 | Paper |
| Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with applications | 2010-09-20 | Paper |
| Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times | 2010-05-03 | Paper |
| Random time ruin probability for the renewal risk model with heavy-tailed claims | 2010-03-22 | Paper |
| Asymptotics for the moments of the overshoot and undershoot of a random walk | 2009-07-22 | Paper |
| Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case | 2009-07-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3538778 | 2008-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3516643 | 2008-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5432798 | 2007-12-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5431210 | 2007-12-07 | Paper |
| Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications | 2007-09-03 | Paper |
| Asymptotics of the density of the supremum of a random walk with heavy-tailed increments | 2007-08-23 | Paper |
| Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails | 2007-05-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3428996 | 2007-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5480492 | 2006-08-01 | Paper |
| The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process | 2006-06-29 | Paper |
