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Basic renewal theorems for random walks with widely dependent increments

Journal of mathematical analysis and applications, 2011-12, Vol.384 (2), p.597-606

2011

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Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models

Journal of mathematical analysis and applications, 2013-05, Vol.401 (1), p.114-129

2013

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Uniform asymptotics of the finite-time ruin probability for all times

Journal of mathematical analysis and applications, 2012-06, Vol.390 (1), p.208-223

2012

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On the long tail property of product convolution

Lithuanian mathematical journal, 2020-07, Vol.60 (3), p.315-329

2020

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Closure under infinitely divisible distribution roots and the Embrechts–Goldie conjecture

Lithuanian mathematical journal, 2024, Vol.64 (1), p.101-114

2024

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On the closure under infinitely divisible distribution roots

Lithuanian mathematical journal, 2022, Vol.62 (2), p.259-287

2022

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Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model

Insurance, mathematics & economics, 2015-09, Vol.64, p.45-53

2015

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Local Closure under Infinitely Divisible Distribution Roots and Esscher Transform

Mathematics (Basel), 2022-11, Vol.10 (21), p.4128

2022

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Almost Sure Asymptotics for Extremes of Non-stationary Gaussian Random Fields

Chinese annals of mathematics. Serie B, 2014, Vol.35 (1), p.125-138

2014

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Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims

Statistics & probability letters, 2010-02, Vol.80 (3), p.143-154

2010

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Random walks with non-convolution equivalent increments and their applications

Journal of mathematical analysis and applications, 2011-02, Vol.374 (1), p.88-105

2011

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Randomly weighted sums with dominated varying-tailed increments and application to risk theory

Journal of the Korean Statistical Society, 2010, 39(3), , pp.305-314

2010

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HCFNN: High-order coverage function neural network for image classification

Pattern recognition, 2022-11, Vol.131, p.108873, Article 108873

2022

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Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate

Methodology and computing in applied probability, 2013-03, Vol.15 (1), p.109-124

2013

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Elementary renewal theorems for widely dependent random variables with applications to precise large deviations

Communications in statistics. Theory and methods, 2020-07, Vol.49 (14), p.3352-3374

2020

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Tail behavior of random sums of negatively associated increments

Journal of mathematical analysis and applications, 2011-04, Vol.376 (1), p.64-73

2011

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Tail behavior of the sums of dependent and heavy-tailed random variables

Journal of the Korean Statistical Society, 2015, 44(1), , pp.12-27

2015

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Tail behavior of the product of two dependent random variables with applications to risk theory

Extremes (Boston), 2013-03, Vol.16 (1), p.55-74

2013

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On the exponential inequality for acceptable random variables

Journal of inequalities and applications, 2011-08, Vol.2011 (1), p.1-40, Article 40

2011

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Dividend and Capital Injection Optimization with Transaction Cost for Lévy Risk Processes

Journal of optimization theory and applications, 2022-09, Vol.194 (3), p.924-965

2022

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Lower limits and upper limits for tails of random sums supported on R

Statistics & probability letters, 2010-07, Vol.80 (13), p.1111-1120

2010

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RUIN PROBABILITIES WITH PAIRWISE QUASI-ASYMPTOTICALLY INDEPENDENT AND DOMINATEDLY-VARYING TAILED CLAIMS

Journal of systems science and complexity, 2012-04, Vol.25 (2), p.303-314

2012

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Some properties of the exponential distribution class with applications to risk theory

Journal of the Korean Statistical Society, 2012, 41(4), , pp.515-527

2012

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The closure of the convolution equivalent distribution class under convolution roots with applications to random sums

Statistics & probability letters, 2010-03, Vol.80 (5), p.462-472

2010

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A note on the properties of the reproductive dispersion model

Statistics & probability letters, 2010-09, Vol.80 (17), p.1397-1404

2010

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Basic renewal theorems for random walks with widely dependent increments

Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models

Uniform asymptotics of the finite-time ruin probability for all times

On the long tail property of product convolution

Closure under infinitely divisible distribution roots and the Embrechts–Goldie conjecture

On the closure under infinitely divisible distribution roots

Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model

Local Closure under Infinitely Divisible Distribution Roots and Esscher Transform

Almost Sure Asymptotics for Extremes of Non-stationary Gaussian Random Fields

Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims

Random walks with non-convolution equivalent increments and their applications

Randomly weighted sums with dominated varying-tailed increments and application to risk theory

HCFNN: High-order coverage function neural network for image classification

Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate

Elementary renewal theorems for widely dependent random variables with applications to precise large deviations

Tail behavior of random sums of negatively associated increments

Tail behavior of the sums of dependent and heavy-tailed random variables

Tail behavior of the product of two dependent random variables with applications to risk theory

On the exponential inequality for acceptable random variables

Dividend and Capital Injection Optimization with Transaction Cost for Lévy Risk Processes

Lower limits and upper limits for tails of random sums supported on R

RUIN PROBABILITIES WITH PAIRWISE QUASI-ASYMPTOTICALLY INDEPENDENT AND DOMINATEDLY-VARYING TAILED CLAIMS

Some properties of the exponential distribution class with applications to risk theory

The closure of the convolution equivalent distribution class under convolution roots with applications to random sums

A note on the properties of the reproductive dispersion model

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