Dong Ya Cheng

Available identifiers

zbMath Open cheng.dongyaMaRDI QIDQ882737

List of research outcomes

Publication	Date of Publication	Type
Closure under infinitely divisible distribution roots and the Embrechts-Goldie conjecture	2024-04-09	Paper
Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims	2023-10-24	Paper
Complete convergence for maximum of weighted sums of WNOD random variables and its application	2023-10-24	Paper
Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations	2022-11-14	Paper
Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims	2022-07-08	Paper
Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations	2022-07-06	Paper
On the closure under infinitely divisible distribution roots	2022-05-27	Paper
Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times	2022-05-18	Paper
Elementary renewal theorems for widely dependent random variables with applications to precise large deviations	2022-05-18	Paper
Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims	2022-01-21	Paper
Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims	2021-09-30	Paper
Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims	2021-02-15	Paper
A necessary and sufficient condition for the subexponentiality of the product convolution	2020-02-05	Paper
Asymptotic behavior for sums of non-identically distributed random variables	2019-06-20	Paper
Randomly weighted sums of dependent subexponential random variables with applications to risk theory	2018-09-11	Paper
https://portal.mardi4nfdi.de/entity/Q4609295	2018-03-29	Paper
The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands	2018-03-22	Paper
Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails	2017-04-27	Paper
https://portal.mardi4nfdi.de/entity/Q2966547	2017-03-07	Paper
On the strong convergence of weighted sums of widely dependent random variables	2016-11-11	Paper
An inequality of widely dependent random variables and its applications	2016-05-12	Paper
On closedness under convolution roots related to an infinitely divisible distribution in the distribution class L(\gamma)	2015-12-06	Paper
Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return	2015-06-02	Paper
Tail behavior of the sums of dependent and heavy-tailed random variables	2015-01-29	Paper
Some properties of the exponential distribution class with applications to risk theory	2014-09-29	Paper
Randomly weighted sums of dependent random variables with dominated variation	2014-08-26	Paper
Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables	2014-01-15	Paper
Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables	2013-01-25	Paper
Basic renewal theorems for random walks with widely dependent increments	2011-10-10	Paper
https://portal.mardi4nfdi.de/entity/Q3571681	2010-07-08	Paper
https://portal.mardi4nfdi.de/entity/Q3573784	2010-07-08	Paper
Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications	2007-09-03	Paper
Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails	2007-05-24	Paper
The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process	2006-06-29	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Dong Ya Cheng