The following pages link to Jiangyan Peng (Q251244):
Displaying 29 items.
- Ruin probability in a one-sided linear model with constant interest rate (Q962025) (← links)
- Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations (Q2111576) (← links)
- Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
- Infinite-time ruin probability of a renewal risk model with exponential Lévy process investment and dependent claims and inter-arrival times (Q2628198) (← links)
- (Q2824742) (← links)
- The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process (Q2892639) (← links)
- (Q2923813) (← links)
- (Q2928354) (← links)
- (Q2928359) (← links)
- Strong convergence for weighted sums of ρ*-mixing random variables (Q2931873) (← links)
- Further study on complete convergence for weighted sums of arrays of rowwise asymptotically almost negatively associated random variables (Q3466287) (← links)
- Some limit theorems for $m$-pairwise negative quadrant dependent random variables (Q4558756) (← links)
- WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS (Q4585032) (← links)
- (Q4640391) (← links)
- (Q4998181) (← links)
- (Q4998254) (← links)
- (Q5075221) (← links)
- Tail asymptotic of discounted aggregate claims with compound dependence under risky investment (Q5078281) (← links)
- Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations (Q5079932) (← links)
- Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) (← links)
- (Q5100358) (← links)
- (Q5128329) (← links)
- On the complete convergence for weighted sums of extended negatively dependent random variables (Q5223512) (← links)
- Limiting behaviour for arrays of row-wise END random variables under conditions of <i>h</i>-integrability (Q5265792) (← links)
- (Q5398753) (← links)
- Complete convergence and the strong laws of large numbers for pairwise NQD random variables (Q5864792) (← links)
- Complete convergence and complete moment convergence for arrays of rowwise ANA random variables (Q5964878) (← links)
- Pareto-optimal reinsurance for both the insurer and the reinsurer under the risk-adjusted value and general premium principles (Q6549213) (← links)
- Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion (Q6550287) (← links)
