The following pages link to Yiqing Chen (Q429980):
Displaying 27 items.
- Precise large deviations of random sums in presence of negative dependence and consistent variation (Q429982) (← links)
- The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (Q882463) (← links)
- Interplay of subexponential and dependent insurance and financial risks (Q1681088) (← links)
- A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
- Comment on the work of Zhang et al. ``Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process'' (Q2067938) (← links)
- An asymptotic study of systemic expected shortfall and marginal expected shortfall (Q2155852) (← links)
- Asymptotic results for conditional measures of association of a random sum (Q2260940) (← links)
- A Kesten-type bound for sums of randomly weighted subexponential random variables (Q2288814) (← links)
- Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
- Precise large deviations of aggregate claims in a size-dependent renewal risk model (Q2445359) (← links)
- On the maximum of randomly weighted sums with regularly varying tails (Q2493861) (← links)
- Local asymptotic behavior of the survival probability of the equilibrium renewal model with heavy tails (Q2574668) (← links)
- The finite time ruin probability with the same heavy-tailed insurance and financial risks (Q2577656) (← links)
- Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times (Q2657010) (← links)
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)
- Extinction Probability of Interacting Branching Collision Processes (Q2879914) (← links)
- The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables (Q3067835) (← links)
- The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473) (← links)
- The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance (Q3114569) (← links)
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670) (← links)
- (Q3622129) (← links)
- (Q5289229) (← links)
- Asymptotic Behaviour of Extinction Probability of Interacting Branching Collision Processes (Q5416552) (← links)
- Weighted sums of subexponential random variables and their maxima (Q5694155) (← links)
- Investor preference analysis: an online optimization approach with missing information (Q6127482) (← links)
- An Asymptotic Result on Catastrophe Insurance Losses (Q6583015) (← links)
- Asymptotic capital allocation based on the higher moment risk measure (Q6593150) (← links)
