The following pages link to Ding Cheng Wang (Q590299):
Displaying 50 items.
- (Q250789) (redirect page) (← links)
- \(L^r\) convergence for \(B\)-valued random elements (Q270313) (← links)
- A note on the complete convergence for sequences of pairwise NQD random variables (Q357663) (← links)
- A note on the strong limit theorem for weighted sums of sequences of negatively dependent random variables (Q385845) (← links)
- The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks (Q530309) (← links)
- Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
- Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory (Q880855) (← links)
- Convergence rates for probabilities of moderate deviations for moving average processes (Q943502) (← links)
- Complete moment convergence for sequence of identically distributed \(\varphi \)-mixing random variables (Q966550) (← links)
- On the strong convergence for weighted sums of negatively superadditive dependent random variables (Q1677982) (← links)
- Maxima of sums and random sums for negatively associated random variables with heavy tails (Q1771428) (← links)
- Convergence properties for arrays of rowwise pairwise negatively quadrant dependent random variables. (Q1928175) (← links)
- Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims (Q2168589) (← links)
- A note on the rate of strong convergence for weighted sums of arrays of rowwise negatively orthant dependent random variables (Q2321381) (← links)
- Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
- Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns (Q2359999) (← links)
- Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return (Q2423856) (← links)
- A risky asset model based on Lévy processes and asymptotically self-similar activity time processes with long-range dependence (Q2441148) (← links)
- A note on asymptotic behavior for negative drift random walk with dependent heavy-tailed steps and its application to risk theory (Q2463944) (← links)
- The supremum of random walk with negatively associated and heavy-tailed steps (Q2467372) (← links)
- The asymptotic distributions of sums of record values for distributions with lognormal-type tails (Q2503866) (← links)
- Infinite-time ruin probability of a renewal risk model with exponential Lévy process investment and dependent claims and inter-arrival times (Q2628198) (← links)
- An almost sure central limit theorem for self-normalized weighted sums of the φ mixing random variables (Q2790770) (← links)
- Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims (Q2796933) (← links)
- The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process (Q2892639) (← links)
- An Inverse Gamma Activity Time Process with Noninteger Parameters and a Self-Similar Limit (Q2897153) (← links)
- (Q2923813) (← links)
- (Q2928354) (← links)
- (Q2928359) (← links)
- (Q2951487) (← links)
- (Q2990924) (← links)
- (Q3016736) (← links)
- (Q3052363) (← links)
- (Q3148118) (← links)
- (Q3306301) (← links)
- (Q3371914) (← links)
- (Q3513880) (← links)
- Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims (Q3625652) (← links)
- (Q3819761) (← links)
- The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks (Q4563467) (← links)
- Complete and complete moment convergence for weighted sums of ρ̃-mixing random variables (Q4565880) (← links)
- Moderate deviations for the random weighted sums of END random variables with consistently varying tails (Q4598603) (← links)
- (Q4640679) (← links)
- (Q4901543) (← links)
- Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) (← links)
- Color Face Recognition Using Quaternion Representation of Color Image (Q4926313) (← links)
- (Q4998091) (← links)
- Pricing vulnerable options with correlated jump-diffusion processes depending on various states of the economy (Q5001195) (← links)
- Pricing vulnerable European options under a two-sided jump model via Laplace transforms (Q5018007) (← links)
- Ruin probability of renewal risk model with stochastic investment returns and one-sided linear time-dependent claims (Q5063667) (← links)
