The following pages link to Yue-bao Wang (Q692738):
Displaying 50 items.
- (Q176726) (redirect page) (← links)
- An inequality of widely dependent random variables and its applications (Q282126) (← links)
- On the exponential inequality for acceptable random variables (Q352265) (← links)
- Some discussions on the local distribution classes (Q383924) (← links)
- Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables (Q392990) (← links)
- Uniform asymptotics of the finite-time ruin probability for all times (Q408271) (← links)
- New examples of heavy-tailed O-subexponential distributions and related closure properties (Q419144) (← links)
- A note on a dependent risk model with constant interest rate (Q434700) (← links)
- Some properties of the exponential distribution class with applications to risk theory (Q457627) (← links)
- Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (Q488895) (← links)
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model (Q495446) (← links)
- Random walks with non-convolution equivalent increments and their applications (Q601305) (← links)
- Tail behavior of random sums of negatively associated increments (Q624555) (← links)
- Almost sure central limit theorem for the maxima and sums of stationary Gaussian sequences (Q634858) (← links)
- Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times (Q646758) (← links)
- Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments (Q655770) (← links)
- Uniform estimates for ruin probabilities in the renewal risk model with upper-tail independent claims and premiums (Q656445) (← links)
- Estimates for the finite-time ruin probability with insurance and financial risks (Q692739) (← links)
- Basic renewal theorems for random walks with widely dependent increments (Q719596) (← links)
- On the long tail property of product convolution (Q829815) (← 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 sums of negatively associated random variables with common dominatedly varying tails (Q882738) (← links)
- On asymptotic equivalence among the solutions of some defective renewal equations (Q889465) (← links)
- Convolution and convolution-root properties of long-tailed distributions (Q897839) (← links)
- Some asymptotic results on extremes of incomplete samples (Q907280) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times (Q967985) (← links)
- Lower limits and upper limits for tails of random sums supported on \(\mathbb R\) (Q979201) (← links)
- A note on the properties of the reproductive dispersion model (Q988113) (← links)
- Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with applications (Q993692) (← links)
- Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications (Q995501) (← links)
- Ruin probability and local ruin probability in the random multi-delayed renewal risk model (Q1007342) (← links)
- Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case (Q1028628) (← links)
- Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications (Q1033579) (← links)
- Equivalent conditions of complete convergence for independent weighted sums (Q1286708) (← links)
- Moment inequalities and weak convergence for negatively associated sequences (Q1368270) (← 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)
- Hazard function and characterizations on distribution tails of nonnegative random variables (Q1430957) (← links)
- Equivalent conditions of complete convergence for \(m\)-dimensional products of iid random variables and application to strong law of large numbers (Q1609557) (← links)
- Asymptotics of convolution with the semi-regular-variation tail and its application to risk (Q1633430) (← links)
- The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands (Q1706462) (← links)
- Some limit theorems for processes of product sums generated by non-stationary positively dependent random variables (Q1769442) (← links)
- The strong law of large numbers and the law of the iterated logarithm for product sums of NA and AANA random variables (Q1879123) (← links)
- Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables (Q1933747) (← links)
- Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models (Q1941336) (← links)
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate (Q1945612) (← links)
- Some positive conclusions related to the Embrechts-Goldie conjecture (Q2071597) (← links)
- On the closure under infinitely divisible distribution roots (Q2142457) (← links)
- Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
