The following pages link to Yang Yang (Q294113):
Displaying 50 items.
- Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114) (← links)
- (Q356107) (redirect page) (← links)
- Precise large deviations for compound random sums in the presence of dependence structures (Q356108) (← links)
- Precise large deviations for dependent random variables with applications to the compound renewal risk model (Q370871) (← links)
- Large deviations for random sums of differences between two sequences of random variables with applications to risk theory (Q385821) (← links)
- Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments (Q386279) (← links)
- Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims (Q392997) (← links)
- Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails (Q393013) (← links)
- (Q406626) (redirect page) (← links)
- On closure properties of heavy-tailed distributions for random sums (Q406627) (← links)
- Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims (Q410562) (← links)
- On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837) (← links)
- Tail probability of randomly weighted sums of subexponential random variables under a dependence structure (Q452892) (← links)
- The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims (Q459487) (← links)
- (Q498133) (redirect page) (← links)
- Extremes of Shepp statistics for fractional Brownian motion (Q498134) (← links)
- Weak convergence for the fourth-order stochastic heat equation with fractional noises (Q523207) (← links)
- Tail behavior of sums and maxima of sums of dependent subexponential random variables (Q538392) (← links)
- Uniform estimates for the finite-time ruin probability in the dependent renewal risk model (Q549849) (← links)
- (Q554468) (redirect page) (← links)
- Corrigendum to ``Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times'' (Q554469) (← links)
- Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times (Q646758) (← links)
- Sharp asymptotics for large portfolio losses under extreme risks (Q666988) (← links)
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839) (← links)
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails (Q692651) (← links)
- A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model (Q779818) (← links)
- Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims (Q844862) (← links)
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model (Q889470) (← links)
- Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (Q894569) (← links)
- The maxima and sums of multivariate non-stationary Gaussian sequences (Q904134) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- Local precise large deviations for sums of random variables with \(O\)-regularly varying densities (Q990926) (← links)
- Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications (Q995501) (← links)
- (Q1033578) (redirect page) (← links)
- Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications (Q1033579) (← links)
- A general law of precise asymptotics for the counting process of record times (Q1414232) (← links)
- A random functional central limit theorem for processes of product sums of linear processes generated by martingale differences (Q1423914) (← links)
- The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233) (← links)
- Normal limiting distribution of the size of binary interval trees (Q1666510) (← links)
- Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
- Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion (Q1726860) (← links)
- Uniform asymptotics for ruin probabilities in a nonstandard compound renewal risk model (Q1747427) (← links)
- Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
- Some limit theorems for processes of product sums generated by non-stationary positively dependent random variables (Q1769442) (← links)
- Uniform asymptotics for finite-time ruin probability of a bidimensional risk model (Q1799143) (← links)
- Estimates for the tail probability of the supremum of a random walk with independent increments (Q1938738) (← links)
- A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296) (← links)
- Large portfolio losses in a turbulent market (Q2030632) (← links)
- Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model (Q2076397) (← links)
- Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
