Xu, Hui; Cheng, Fengyang; Wang, Yuebao; Cheng, Dongya A necessary and sufficient condition for the subexponentiality of the product convolution. (English) Zbl 1443.60018 Adv. Appl. Probab. 50, No. 1, 57-73 (2018). MSC: 60E05 91G40 62E20 PDFBibTeX XMLCite \textit{H. Xu} et al., Adv. Appl. Probab. 50, No. 1, 57--73 (2018; Zbl 1443.60018) Full Text: DOI arXiv
Cheng, Fengyang; Cheng, Dongya Randomly weighted sums of dependent subexponential random variables with applications to risk theory. (English) Zbl 1396.62021 Scand. Actuar. J. 2018, No. 3, 191-202 (2018). MSC: 62E20 91B30 PDFBibTeX XMLCite \textit{F. Cheng} and \textit{D. Cheng}, Scand. Actuar. J. 2018, No. 3, 191--202 (2018; Zbl 1396.62021) Full Text: DOI