| Publication | Date of Publication | Type |
|---|
Asymptotic capital allocation based on the higher moment risk measure
European Actuarial Journal | 2024-08-26 | Paper |
An Asymptotic Result on Catastrophe Insurance Losses
North American Actuarial Journal | 2024-08-05 | Paper |
Investor preference analysis: an online optimization approach with missing information
Information Sciences | 2024-04-12 | Paper |
An asymptotic study of systemic expected shortfall and marginal expected shortfall
Insurance Mathematics & Economics | 2022-07-15 | Paper |
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
Journal of Inequalities and Applications | 2022-01-19 | Paper |
Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times
Insurance Mathematics & Economics | 2021-03-17 | Paper |
A Kesten-type bound for sums of randomly weighted subexponential random variables
Statistics & Probability Letters | 2020-01-20 | Paper |
Bivariate regular variation among randomly weighted sums in general insurance
European Actuarial Journal | 2019-09-03 | Paper |
A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks
Insurance Mathematics & Economics | 2017-11-23 | Paper |
Interplay of subexponential and dependent insurance and financial risks
Insurance Mathematics & Economics | 2017-11-23 | Paper |
Asymptotic results for conditional measures of association of a random sum
Insurance Mathematics & Economics | 2015-03-13 | Paper |
Asymptotic behaviour of extinction probability of interacting branching collision processes
Journal of Applied Probability | 2014-05-14 | Paper |
Precise large deviations of aggregate claims in a size-dependent renewal risk model
Insurance Mathematics & Economics | 2014-04-14 | Paper |
Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
Applied Stochastic Models in Business and Industry | 2013-11-15 | Paper |
Precise large deviations of random sums in presence of negative dependence and consistent variation
Methodology and Computing in Applied Probability | 2012-06-20 | Paper |
Extinction probability of interacting branching collision processes
Advances in Applied Probability | 2012-04-10 | Paper |
The maximum of randomly weighted sums with long tails in insurance and finance
Stochastic Analysis and Applications | 2012-02-19 | Paper |
The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
Journal of Applied Probability | 2012-01-04 | Paper |
The strong law of large numbers for extended negatively dependent random variables
Journal of Applied Probability | 2011-01-13 | Paper |
| Explicit asymptotics for the ruin probability with risky investment included | 2009-04-28 | Paper |
Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
Stochastic Models | 2009-04-08 | Paper |
The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
Insurance Mathematics & Economics | 2007-05-23 | Paper |
On the maximum of randomly weighted sums with regularly varying tails
Statistics & Probability Letters | 2006-06-16 | Paper |
The finite time ruin probability with the same heavy-tailed insurance and financial risks
Acta Mathematicae Applicatae Sinica. English Series | 2006-01-05 | Paper |
Local asymptotic behavior of the survival probability of the equilibrium renewal model with heavy tails
Science in China. Series A | 2005-11-30 | Paper |
Weighted sums of subexponential random variables and their maxima
Advances in Applied Probability | 2005-09-29 | Paper |
| scientific article; zbMATH DE number 279223 (Why is no real title available?) | 1993-08-19 | Paper |
