The following pages link to Kai Yong Wang (Q882736):
Displaying 50 items.
- (Q370870) (redirect page) (← links)
- Precise large deviations for dependent random variables with applications to the compound renewal risk model (Q370871) (← links)
- Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments (Q386279) (← links)
- Randomly weighted sums of dependent subexponential random variables (Q392984) (← 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)
- Uniform asymptotics of the finite-time ruin probability for all times (Q408271) (← links)
- On a set of orthogonal polynomials associated with a quantized physical model (Q422857) (← links)
- Asymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes (Q464575) (← links)
- Tail behavior of sums and maxima of sums of dependent subexponential random variables (Q538392) (← links)
- Random walks with non-convolution equivalent increments and their applications (Q601305) (← links)
- Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments (Q655770) (← links)
- Precise large deviations for widely orthant dependent random variables with different distributions (Q680876) (← 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)
- Estimates for the finite-time ruin probability with insurance and financial risks (Q692739) (← links)
- Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails (Q882738) (← links)
- Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times (Q967985) (← links)
- (Q993691) (redirect page) (← 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)
- Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case (Q1028628) (← links)
- The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233) (← links)
- Asymptotics for the solutions to defective renewal equations (Q1724847) (← links)
- Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
- Estimates for the tail probability of the supremum of a random walk with independent increments (Q1938738) (← links)
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate (Q1945612) (← links)
- Precise large deviations for the aggregate claims in a dependent compound renewal risk model (Q2068032) (← links)
- Interplay of financial and insurance risks in dependent discrete-time risk models (Q2173360) (← links)
- The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (Q2174800) (← links)
- A note on the almost sure central limit theorem for the product of some partial sums (Q2258641) (← links)
- Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745) (← links)
- On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields (Q2347425) (← links)
- Asymptotics for the finite-time ruin probability of a risk model with a general counting process (Q2364360) (← links)
- Random time ruin probability for the renewal risk model with heavy-tailed claims (Q2379816) (← links)
- The finite-time ruin probability of a risk model with a general counting process and stochastic return (Q2673377) (← links)
- The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
- (Q2858630) (← links)
- Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments (Q2876234) (← links)
- Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models (Q2923428) (← links)
- (Q3067602) (← links)
- (Q3132126) (← links)
- (Q3381541) (← links)
- (Q3428996) (← links)
- (Q3462883) (← links)
- (Q3516643) (← links)
- (Q3538778) (← links)
- Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model (Q4916402) (← links)
- The Uniform Asymptotics of the Overshoot of a Random Walk with Light-Tailed Increments (Q4921642) (← links)
- (Q4980166) (← links)
- Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes (Q5028925) (← links)
