| Publication | Date of Publication | Type |
|---|
Asymptotics for the ruin probability of a bidimensional renewal risk model with dependent main claims and delayed claims
Statistics & Probability Letters | 2025-12-19 | Paper |
On the joint tail behavior of randomly weighted sums of dependent random variables with applications to risk theory
Scandinavian Actuarial Journal | 2025-12-03 | Paper |
On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures
Methodology and Computing in Applied Probability | 2025-01-07 | Paper |
Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns
Stochastics | 2024-12-03 | Paper |
Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples
Statistical Papers | 2024-07-30 | Paper |
Asymptotic behavior of the finite-time ruin probability in a dependent risk model with stochastic return and perturbation
Advances in Mathematics (Beijing) | 2024-07-29 | Paper |
Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables
Statistics & Probability Letters | 2024-07-29 | Paper |
Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns
Statistics & Probability Letters | 2024-05-17 | Paper |
Closure under infinitely divisible distribution roots and the Embrechts-Goldie conjecture
Lithuanian Mathematical Journal | 2024-04-09 | Paper |
Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims
Communications in Statistics: Theory and Methods | 2023-10-24 | Paper |
Complete convergence for maximum of weighted sums of WNOD random variables and its application
Communications in Statistics: Theory and Methods | 2023-10-24 | Paper |
Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations
Journal of Industrial and Management Optimization | 2022-11-14 | Paper |
Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims
Stochastics | 2022-07-08 | Paper |
Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations
Stochastics | 2022-07-06 | Paper |
On the closure under infinitely divisible distribution roots
Lithuanian Mathematical Journal | 2022-05-27 | Paper |
Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times
Communications in Statistics: Theory and Methods | 2022-05-18 | 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 |
Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims
Japan Journal of Industrial and Applied Mathematics | 2022-01-21 | Paper |
Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims
Japan Journal of Industrial and Applied Mathematics | 2021-09-30 | Paper |
Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims
Japan Journal of Industrial and Applied Mathematics | 2021-02-15 | Paper |
A necessary and sufficient condition for the subexponentiality of the product convolution
Advances in Applied Probability | 2020-02-05 | Paper |
Asymptotic behavior for sums of non-identically distributed random variables
Applied Mathematics. Series B (English Edition) | 2019-06-20 | Paper |
Randomly weighted sums of dependent subexponential random variables with applications to risk theory
Scandinavian Actuarial Journal | 2018-09-11 | Paper |
| Asymptotics for the ruin probabilities of a two-dimensional renewal risk model | 2018-03-29 | Paper |
The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands
Statistical Papers | 2018-03-22 | Paper |
Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails
Communications in Statistics: Theory and Methods | 2017-04-27 | Paper |
| scientific article; zbMATH DE number 6692712 (Why is no real title available?) | 2017-03-07 | Paper |
On the strong convergence of weighted sums of widely dependent random variables
Communications in Statistics. Theory and Methods | 2016-11-11 | Paper |
An inequality of widely dependent random variables and its applications
Lithuanian Mathematical Journal | 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
Journal of Computational and Applied Mathematics | 2015-06-02 | Paper |
Tail behavior of the sums of dependent and heavy-tailed random variables
Journal of the Korean Statistical Society | 2015-01-29 | 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 of dependent random variables with dominated variation
Journal of Mathematical Analysis and Applications | 2014-08-26 | Paper |
Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables
Lithuanian Mathematical Journal | 2014-01-15 | Paper |
Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
Statistics & Probability Letters | 2013-01-25 | Paper |
Basic renewal theorems for random walks with widely dependent increments
Journal of Mathematical Analysis and Applications | 2011-10-10 | 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 |
Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
Insurance Mathematics & Economics | 2007-09-03 | 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 |
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 |
