The following pages link to Dong Ya Cheng (Q882737):
Displaying 38 items.
- (Q282125) (redirect page) (← links)
- An inequality of widely dependent random variables and its applications (Q282126) (← links)
- Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables (Q392990) (← links)
- Randomly weighted sums of dependent random variables with dominated variation (Q401104) (← links)
- Some properties of the exponential distribution class with applications to risk theory (Q457627) (← links)
- Basic renewal theorems for random walks with widely dependent increments (Q719596) (← links)
- Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails (Q882738) (← links)
- Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications (Q995501) (← links)
- The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands (Q1706462) (← links)
- Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables (Q1933747) (← links)
- Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims (Q2070151) (← links)
- Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations (Q2097495) (← links)
- On the closure under infinitely divisible distribution roots (Q2142457) (← links)
- Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (Q2227313) (← links)
- Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims (Q2231611) (← links)
- Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633) (← links)
- Asymptotic behavior for sums of non-identically distributed random variables (Q2422644) (← links)
- Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
- On the strong convergence of weighted sums of widely dependent random variables (Q2832643) (← links)
- (Q2966547) (← links)
- Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails (Q2980120) (← links)
- (Q3571681) (← links)
- (Q3573784) (← links)
- Randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q4585942) (← links)
- (Q4609295) (← links)
- Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times (Q5077384) (← links)
- Elementary renewal theorems for widely dependent random variables with applications to precise large deviations (Q5077424) (← links)
- Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations (Q5086619) (← links)
- Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims (Q5087017) (← links)
- A necessary and sufficient condition for the subexponentiality of the product convolution (Q5214991) (← links)
- The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process (Q5476158) (← links)
- Closure under infinitely divisible distribution roots and the Embrechts-Goldie conjecture (Q6126095) (← links)
- Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns (Q6540872) (← links)
- Asymptotic behavior of the finite-time ruin probability in a dependent risk model with stochastic return and perturbation (Q6579946) (← links)
- Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables (Q6580267) (← links)
- Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples (Q6581336) (← links)
- Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns (Q6647783) (← links)
- On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures (Q6657862) (← links)
