Konstantinides, Dimitrios; Leipus, Remigijus; Šiaulys, Jonas A note on product-convolution for generalized subexponential distributions. (English) Zbl 1501.60013 Nonlinear Anal., Model. Control 27, No. 6, 1054-1067 (2022). MSC: 60E05 91B38 PDF BibTeX XML Cite \textit{D. Konstantinides} et al., Nonlinear Anal., Model. Control 27, No. 6, 1054--1067 (2022; Zbl 1501.60013) Full Text: DOI OpenURL
Wang, Shijie; Qian, Huan; Sun, Huimin; Geng, Bingzhen Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims. (English) Zbl 07596362 Commun. Stat., Theory Methods 51, No. 22, 7871-7884 (2022). MSC: 62P05 60E05 PDF BibTeX XML Cite \textit{S. Wang} et al., Commun. Stat., Theory Methods 51, No. 22, 7871--7884 (2022; Zbl 07596362) Full Text: DOI OpenURL
Liu, Xijun; Gao, Qingwu Uniform asymptotics for the compound risk model with dependence structures and constant force of interest. (English) Zbl 1490.91052 Stochastics 94, No. 2, 191-211 (2022). MSC: 91B05 60K10 62E20 62P05 PDF BibTeX XML Cite \textit{X. Liu} and \textit{Q. Gao}, Stochastics 94, No. 2, 191--211 (2022; Zbl 1490.91052) Full Text: DOI OpenURL
Jing, Haojie; Peng, Jiangyan; Jiang, Zhiquan; Bao, Qian Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations. (English) Zbl 07533658 Commun. Stat., Theory Methods 51, No. 11, 3761-3786 (2022). MSC: 62P05 62E20 62-XX PDF BibTeX XML Cite \textit{H. Jing} et al., Commun. Stat., Theory Methods 51, No. 11, 3761--3786 (2022; Zbl 07533658) Full Text: DOI OpenURL
Cheng, Fengyang; Xu, Hui The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims. (English) Zbl 07533573 Commun. Stat., Theory Methods 51, No. 12, 4119-4132 (2022). MSC: 62E20 62P05 PDF BibTeX XML Cite \textit{F. Cheng} and \textit{H. Xu}, Commun. Stat., Theory Methods 51, No. 12, 4119--4132 (2022; Zbl 07533573) Full Text: DOI arXiv OpenURL
Leipus, Remigijus; Paukštys, Saulius; Šiaulys, Jonas Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure. (English) Zbl 1460.91298 Stat. Probab. Lett. 170, Article ID 108998, 12 p. (2021). MSC: 91G70 60G70 PDF BibTeX XML Cite \textit{R. Leipus} et al., Stat. Probab. Lett. 170, Article ID 108998, 12 p. (2021; Zbl 1460.91298) Full Text: DOI OpenURL
Shen, Xinmei; Ge, Mingyue; Fu, Ke-Ang Approximation of the tail probabilities for bidimensional randomly weighted sums with dependent components. (English) Zbl 07619772 Probab. Eng. Inf. Sci. 34, No. 1, 112-130 (2020). MSC: 62-XX 60-XX PDF BibTeX XML Cite \textit{X. Shen} et al., Probab. Eng. Inf. Sci. 34, No. 1, 112--130 (2020; Zbl 07619772) Full Text: DOI OpenURL
Chen, Cen; Wang, Shijie Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force. (English) Zbl 07528957 Commun. Stat., Theory Methods 49, No. 18, 4367-4377 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{C. Chen} and \textit{S. Wang}, Commun. Stat., Theory Methods 49, No. 18, 4367--4377 (2020; Zbl 07528957) Full Text: DOI OpenURL
Lin, Jianxi Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima. (English) Zbl 07528702 Commun. Stat., Theory Methods 49, No. 11, 2648-2670 (2020). MSC: 62E20 91B30 60G50 62-XX PDF BibTeX XML Cite \textit{J. Lin}, Commun. Stat., Theory Methods 49, No. 11, 2648--2670 (2020; Zbl 07528702) Full Text: DOI OpenURL
Cheng, Fengyang A note on randomly weighted sums of dependent subexponential random variables. (English) Zbl 1439.60031 Chin. Ann. Math., Ser. B 41, No. 3, 441-450 (2020). MSC: 60F15 62P05 PDF BibTeX XML Cite \textit{F. Cheng}, Chin. Ann. Math., Ser. B 41, No. 3, 441--450 (2020; Zbl 1439.60031) Full Text: DOI OpenURL
Chen, Yiqing A Kesten-type bound for sums of randomly weighted subexponential random variables. (English) Zbl 1440.62195 Stat. Probab. Lett. 158, Article ID 108661, 8 p. (2020). MSC: 62H10 62E20 62H05 62K10 62P05 PDF BibTeX XML Cite \textit{Y. Chen}, Stat. Probab. Lett. 158, Article ID 108661, 8 p. (2020; Zbl 1440.62195) Full Text: DOI OpenURL
Gao, Qingwu; Liu, Xijun Uniform asymptotics for a delay-claims risk model with constant force of interest and by-claims arriving according to a counting process. (English) Zbl 1435.91148 Math. Probl. Eng. 2019, Article ID 6385647, 15 p. (2019). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{Q. Gao} and \textit{X. Liu}, Math. Probl. Eng. 2019, Article ID 6385647, 15 p. (2019; Zbl 1435.91148) Full Text: DOI OpenURL
Geng, Bingzhen; Ji, Ronglin; Wang, Shijie Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory. (English) Zbl 1479.60088 J. Math. Anal. Appl. 480, No. 1, Article ID 123389, 16 p. (2019). MSC: 60G50 60K10 91G05 PDF BibTeX XML Cite \textit{B. Geng} et al., J. Math. Anal. Appl. 480, No. 1, Article ID 123389, 16 p. (2019; Zbl 1479.60088) Full Text: DOI OpenURL
Lin, Jianxi Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples. (English) Zbl 1427.62013 Stat. Probab. Lett. 153, 37-47 (2019). MSC: 62E20 60G50 62P05 62G32 91B05 PDF BibTeX XML Cite \textit{J. Lin}, Stat. Probab. Lett. 153, 37--47 (2019; Zbl 1427.62013) Full Text: DOI OpenURL
Chen, Yiqing; Yang, Yang Bivariate regular variation among randomly weighted sums in general insurance. (English) Zbl 1422.91334 Eur. Actuar. J. 9, No. 1, 301-322 (2019). MSC: 91B30 62P05 62E20 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{Y. Yang}, Eur. Actuar. J. 9, No. 1, 301--322 (2019; Zbl 1422.91334) Full Text: DOI OpenURL
Gao, Qingwu; Zhuang, Jun; Huang, Zhongquan Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest. (English) Zbl 1419.91363 J. Comput. Appl. Math. 353, 219-231 (2019). MSC: 91B30 62P05 62E20 60J60 PDF BibTeX XML Cite \textit{Q. Gao} et al., J. Comput. Appl. Math. 353, 219--231 (2019; Zbl 1419.91363) Full Text: DOI OpenURL
Wang, Shijie; Hu, Yiyu; Yang, LianQiang; Wang, Wensheng Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation. (English) Zbl 07474721 Commun. Stat., Theory Methods 47, No. 20, 5054-5063 (2018). MSC: 60G70 60G50 62E20 62P05 91G05 PDF BibTeX XML Cite \textit{S. Wang} et al., Commun. Stat., Theory Methods 47, No. 20, 5054--5063 (2018; Zbl 07474721) Full Text: DOI OpenURL
Liu, Rongfei; Wang, Dingcheng; Guo, Fenglong The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks. (English) Zbl 07405685 Commun. Stat., Theory Methods 47, No. 17, 4170-4186 (2018). MSC: 62P05 62E20 91B05 PDF BibTeX XML Cite \textit{R. Liu} et al., Commun. Stat., Theory Methods 47, No. 17, 4170--4186 (2018; Zbl 07405685) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{F. Cheng} and \textit{D. Cheng}, Scand. Actuar. J. 2018, No. 3, 191--202 (2018; Zbl 1396.62021) Full Text: DOI OpenURL
Liu, Rongfei; Wang, Dingcheng; Guo, Fenglong The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks. (English) Zbl 1390.91197 Commun. Stat., Theory Methods 47, No. 7, 1529-1550 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{R. Liu} et al., Commun. Stat., Theory Methods 47, No. 7, 1529--1550 (2018; Zbl 1390.91197) Full Text: DOI OpenURL
Dindienė, Lina; Leipus, Remigijus; Šiaulys, Jonas Closure property and tail probability asymptotics for randomly weighted sums of dependent random variables with heavy tails. (English) Zbl 1401.60028 J. Korean Math. Soc. 54, No. 6, 1879-1903 (2017). MSC: 60E99 62E20 62H20 PDF BibTeX XML Cite \textit{L. Dindienė} et al., J. Korean Math. Soc. 54, No. 6, 1879--1903 (2017; Zbl 1401.60028) Full Text: DOI OpenURL
Li, Jinzhu A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation. (English) Zbl 1391.62195 Stat. Probab. Lett. 127, 49-55 (2017). MSC: 62P05 60K10 91B30 PDF BibTeX XML Cite \textit{J. Li}, Stat. Probab. Lett. 127, 49--55 (2017; Zbl 1391.62195) Full Text: DOI OpenURL
Roozegar, Rasool Limiting behavior of randomly weighted averages of symmetric heavy-tailed random variables. (English) Zbl 1368.60035 Commun. Stat., Theory Methods 46, No. 9, 4539-4544 (2017). MSC: 60F15 60E10 60E07 PDF BibTeX XML Cite \textit{R. Roozegar}, Commun. Stat., Theory Methods 46, No. 9, 4539--4544 (2017; Zbl 1368.60035) Full Text: DOI OpenURL
Yang, Yang; Zhang, Ting; Yuen, Kam C. Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations. (English) Zbl 1364.91072 J. Comput. Appl. Math. 321, 143-159 (2017). MSC: 91B30 62E10 62P05 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Comput. Appl. Math. 321, 143--159 (2017; Zbl 1364.91072) Full Text: DOI OpenURL
Yu, Changjun; Cheng, Dongya Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails. (English) Zbl 1360.62068 Commun. Stat., Theory Methods 46, No. 2, 591-601 (2017). MSC: 62E20 62P05 PDF BibTeX XML Cite \textit{C. Yu} and \textit{D. Cheng}, Commun. Stat., Theory Methods 46, No. 2, 591--601 (2017; Zbl 1360.62068) Full Text: DOI OpenURL
Liu, Qing; Mao, Tiantian; Hu, Taizhong Closure properties of the second-order regular variation under convolutions. (English) Zbl 1360.60099 Commun. Stat., Theory Methods 46, No. 1, 104-119 (2017). MSC: 60G70 62P05 91B30 PDF BibTeX XML Cite \textit{Q. Liu} et al., Commun. Stat., Theory Methods 46, No. 1, 104--119 (2017; Zbl 1360.60099) Full Text: DOI OpenURL
Zhang, Chenhua; Kan, Shaobai Uniform approximation of the tail probability of weighted sums of subexponential random variables. (English) Zbl 1362.62039 Commun. Stat., Theory Methods 45, No. 21, 6290-6298 (2016). Reviewer: Lutz Edler (Heidelberg) MSC: 62E20 60E05 62P05 91B30 PDF BibTeX XML Cite \textit{C. Zhang} and \textit{S. Kan}, Commun. Stat., Theory Methods 45, No. 21, 6290--6298 (2016; Zbl 1362.62039) Full Text: DOI OpenURL
Yang, Yang; Yuen, Kam C. Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims. (English) Zbl 1382.91048 J. Math. Anal. Appl. 442, No. 2, 600-626 (2016). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{K. C. Yuen}, J. Math. Anal. Appl. 442, No. 2, 600--626 (2016; Zbl 1382.91048) Full Text: DOI OpenURL
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas Asymptotics for randomly weighted and stopped dependent sums. (English) Zbl 1338.62065 Stochastics 88, No. 2, 300-319 (2016). MSC: 62E20 62P05 PDF BibTeX XML Cite \textit{Y. Yang} et al., Stochastics 88, No. 2, 300--319 (2016; Zbl 1338.62065) Full Text: DOI OpenURL
Yang, Yang; Konstantinides, Dimitrios G. Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks. (English) Zbl 1401.91205 Scand. Actuar. J. 2015, No. 8, 641-659 (2015). MSC: 91B30 62P05 62E10 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{D. G. Konstantinides}, Scand. Actuar. J. 2015, No. 8, 641--659 (2015; Zbl 1401.91205) Full Text: DOI OpenURL
Guo, Fenglong; Wang, Dingcheng Uniform asymptotic estimates for ruin probabilities with exponential Lévy process investment returns and two-sided linear heavy-tailed claims. (English) Zbl 1419.62297 Commun. Stat., Theory Methods 44, No. 20, 4278-4306 (2015). MSC: 62P05 60K10 60G51 91B30 PDF BibTeX XML Cite \textit{F. Guo} and \textit{D. Wang}, Commun. Stat., Theory Methods 44, No. 20, 4278--4306 (2015; Zbl 1419.62297) Full Text: DOI OpenURL
Bai, Xiaodong; Song, Lixin; Wang, Yuebao Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate. (English) Zbl 1334.62178 Commun. Stat., Theory Methods 44, No. 14, 2976-2983 (2015). MSC: 62P05 62E20 91B30 60K10 PDF BibTeX XML Cite \textit{X. Bai} et al., Commun. Stat., Theory Methods 44, No. 14, 2976--2983 (2015; Zbl 1334.62178) Full Text: DOI OpenURL
Lehtomaa, Jaakko Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices. (English) Zbl 1358.60028 J. Theor. Probab. 28, No. 4, 1380-1405 (2015). MSC: 60E05 60G07 60K05 91B30 PDF BibTeX XML Cite \textit{J. Lehtomaa}, J. Theor. Probab. 28, No. 4, 1380--1405 (2015; Zbl 1358.60028) Full Text: DOI arXiv OpenURL
Gao, Qingwu; Jin, Na Randomly weighted sums of pairwise quasi upper-tail independent increments with application to risk theory. (English) Zbl 1328.62082 Commun. Stat., Theory Methods 44, No. 18, 3885-3902 (2015). MSC: 62E20 62P05 91B30 PDF BibTeX XML Cite \textit{Q. Gao} and \textit{N. Jin}, Commun. Stat., Theory Methods 44, No. 18, 3885--3902 (2015; Zbl 1328.62082) Full Text: DOI OpenURL
Yang, Yang; Ignatavičiūtė, Eglė; Šiaulys, Jonas Conditional tail expectation of randomly weighted sums with heavy-tailed distributions. (English) Zbl 1328.60040 Stat. Probab. Lett. 105, 20-28 (2015). MSC: 60E05 60F10 62E20 PDF BibTeX XML Cite \textit{Y. Yang} et al., Stat. Probab. Lett. 105, 20--28 (2015; Zbl 1328.60040) Full Text: DOI OpenURL
Zhu, ChunHua; Gao, QiBing; Lin, JinGuan Uniform tail asymptotics for the aggregate claims with stochastic discount in the renewal risk models. (English) Zbl 1349.91173 Sci. China, Math. 58, No. 5, 1079-1090 (2015). MSC: 91B30 60K10 60G51 91G10 PDF BibTeX XML Cite \textit{C. Zhu} et al., Sci. China, Math. 58, No. 5, 1079--1090 (2015; Zbl 1349.91173) Full Text: DOI OpenURL
Yu, Changjun; Wang, Yuebao; Cheng, Dongya Tail behavior of the sums of dependent and heavy-tailed random variables. (English) Zbl 1311.62019 J. Korean Stat. Soc. 44, No. 1, 12-27 (2015). MSC: 62E20 60G70 PDF BibTeX XML Cite \textit{C. Yu} et al., J. Korean Stat. Soc. 44, No. 1, 12--27 (2015; Zbl 1311.62019) Full Text: DOI OpenURL
Yang, Yang; Lin, Jinguan; Tan, Zhongquan The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks. (English) Zbl 1313.91093 Appl. Math., Ser. B (Engl. Ed.) 29, No. 2, 194-204 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Yang} et al., Appl. Math., Ser. B (Engl. Ed.) 29, No. 2, 194--204 (2014; Zbl 1313.91093) Full Text: DOI OpenURL
Tang, Qihe; Yuan, Zhongyi Randomly weighted sums of subexponential random variables with application to capital allocation. (English) Zbl 1328.62089 Extremes 17, No. 3, 467-493 (2014). MSC: 62E20 60G70 91G50 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{Z. Yuan}, Extremes 17, No. 3, 467--493 (2014; Zbl 1328.62089) Full Text: DOI OpenURL
Gao, Qingwu; Jin, Na; Shen, Houcai Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force. (English) Zbl 1309.91075 Rocky Mt. J. Math. 44, No. 5, 1505-1528 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60K20 62P05 PDF BibTeX XML Cite \textit{Q. Gao} et al., Rocky Mt. J. Math. 44, No. 5, 1505--1528 (2014; Zbl 1309.91075) Full Text: DOI Euclid OpenURL
Zhang, Chenhua Uniform asymptotics for the tail probability of weighted sums with heavy tails. (English) Zbl 1381.62045 Stat. Probab. Lett. 94, 221-229 (2014). MSC: 62E20 62G32 62P05 PDF BibTeX XML Cite \textit{C. Zhang}, Stat. Probab. Lett. 94, 221--229 (2014; Zbl 1381.62045) Full Text: DOI arXiv OpenURL
Cheng, Dongya Randomly weighted sums of dependent random variables with dominated variation. (English) Zbl 1415.60055 J. Math. Anal. Appl. 420, No. 2, 1617-1633 (2014). MSC: 60G70 62E20 91B30 PDF BibTeX XML Cite \textit{D. Cheng}, J. Math. Anal. Appl. 420, No. 2, 1617--1633 (2014; Zbl 1415.60055) Full Text: DOI OpenURL
Gao, Qingwu; Yang, Xiuzhu Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest. (English) Zbl 1291.91109 J. Math. Anal. Appl. 419, No. 2, 1193-1213 (2014). MSC: 91B30 60J60 PDF BibTeX XML Cite \textit{Q. Gao} and \textit{X. Yang}, J. Math. Anal. Appl. 419, No. 2, 1193--1213 (2014; Zbl 1291.91109) Full Text: DOI OpenURL
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas Closure property and maximum of randomly weighted sums with heavy-tailed increments. (English) Zbl 1288.62078 Stat. Probab. Lett. 91, 162-170 (2014). MSC: 62G32 62H20 62E20 PDF BibTeX XML Cite \textit{Y. Yang} et al., Stat. Probab. Lett. 91, 162--170 (2014; Zbl 1288.62078) Full Text: DOI OpenURL
Yang, Yang; Liu, Jun-Feng; Zhang, Yu-Lin A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables. (English) Zbl 1291.91135 Abstr. Appl. Anal. 2013, Article ID 273217, 4 p. (2013). MSC: 91B30 60G70 PDF BibTeX XML Cite \textit{Y. Yang} et al., Abstr. Appl. Anal. 2013, Article ID 273217, 4 p. (2013; Zbl 1291.91135) Full Text: DOI OpenURL
Guo, Fenglong; Wang, Dingcheng Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims. (English) Zbl 1288.91119 Appl. Stoch. Models Bus. Ind. 29, No. 3, 295-313 (2013). MSC: 91B30 60K10 60G51 PDF BibTeX XML Cite \textit{F. Guo} and \textit{D. Wang}, Appl. Stoch. Models Bus. Ind. 29, No. 3, 295--313 (2013; Zbl 1288.91119) Full Text: DOI OpenURL
Ranjbar, Vahid; Amini, Mohammad; Geluk, Jaap; Bozorgnia, Abolghasem Asymptotic behavior of product of two heavy-tailed dependent random variables. (English) Zbl 1261.60020 Acta Math. Sin., Engl. Ser. 29, No. 2, 355-364 (2013). MSC: 60E05 60F99 PDF BibTeX XML Cite \textit{V. Ranjbar} et al., Acta Math. Sin., Engl. Ser. 29, No. 2, 355--364 (2013; Zbl 1261.60020) Full Text: DOI OpenURL
Yang, Yang; Lin, Jinguan; Huang, Chao; Ma, Xin The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims. (English) Zbl 1296.91171 J. Korean Stat. Soc. 41, No. 2, 213-224 (2012). MSC: 91B30 60K10 62E20 62P05 60F10 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Korean Stat. Soc. 41, No. 2, 213--224 (2012; Zbl 1296.91171) Full Text: DOI OpenURL
Tang, Qihe; Yuan, Zhongyi A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization. (English) Zbl 1291.91128 N. Am. Actuar. J. 16, No. 3, 378-397 (2012). MSC: 91B30 62M10 91G10 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{Z. Yuan}, N. Am. Actuar. J. 16, No. 3, 378--397 (2012; Zbl 1291.91128) Full Text: DOI OpenURL
Olvera-Cravioto, Mariana Asymptotics for weighted random sums. (English) Zbl 1263.60042 Adv. Appl. Probab. 44, No. 4, 1142-1172 (2012). Reviewer: Valentin Topchii (Omsk) MSC: 60G50 60F10 60J80 60G70 91B30 PDF BibTeX XML Cite \textit{M. Olvera-Cravioto}, Adv. Appl. Probab. 44, No. 4, 1142--1172 (2012; Zbl 1263.60042) Full Text: DOI arXiv Euclid OpenURL
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas Tail probability of randomly weighted sums of subexponential random variables under a dependence structure. (English) Zbl 1334.62029 Stat. Probab. Lett. 82, No. 9, 1727-1736 (2012). MSC: 62E20 60E05 PDF BibTeX XML Cite \textit{Y. Yang} et al., Stat. Probab. Lett. 82, No. 9, 1727--1736 (2012; Zbl 1334.62029) Full Text: DOI OpenURL
Fougeres, Anne-Laure; Mercadier, Cecile Risk measures and multivariate extensions of Breiman’s theorem. (English) Zbl 1246.91060 J. Appl. Probab. 49, No. 2, 364-384 (2012). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{A.-L. Fougeres} and \textit{C. Mercadier}, J. Appl. Probab. 49, No. 2, 364--384 (2012; Zbl 1246.91060) Full Text: DOI Euclid OpenURL
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas On the ruin probability in a dependent discrete time risk model with insurance and financial risks. (English) Zbl 1237.91142 J. Comput. Appl. Math. 236, No. 13, 3286-3295 (2012). MSC: 91B30 62P05 62E20 60F10 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Comput. Appl. Math. 236, No. 13, 3286--3295 (2012; Zbl 1237.91142) Full Text: DOI OpenURL
Wang, Kaiyong Randomly weighted sums of dependent subexponential random variables. (English) Zbl 1322.60076 Lith. Math. J. 51, No. 4, 573-586 (2011). MSC: 60G70 60E05 62H20 91B30 PDF BibTeX XML Cite \textit{K. Wang}, Lith. Math. J. 51, No. 4, 573--586 (2011; Zbl 1322.60076) Full Text: DOI OpenURL
Peng, Jiangyan; Huang, Jin; Wang, Dingcheng The ruin probability of a discrete-time risk model with a one-sided linear claim process. (English) Zbl 1241.91063 Commun. Stat., Theory Methods 40, No. 22-24, 4387-4399 (2011). MSC: 91B30 62P05 62M10 PDF BibTeX XML Cite \textit{J. Peng} et al., Commun. Stat., Theory Methods 40, No. 22--24, 4387--4399 (2011; Zbl 1241.91063) Full Text: DOI OpenURL
Yang, Yang; Ma, Xin; Lin, Jin-Guan Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims. (English) Zbl 1235.91111 Math. Probl. Eng. 2011, Article ID 852852, 14 p. (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{Y. Yang} et al., Math. Probl. Eng. 2011, Article ID 852852, 14 p. (2011; Zbl 1235.91111) Full Text: DOI OpenURL
Chen, Yiqing; Ng, Kai W.; Yuen, Kam C. The maximum of randomly weighted sums with long tails in insurance and finance. (English) Zbl 1232.62136 Stochastic Anal. Appl. 29, No. 6, 1033-1044 (2011). MSC: 62P05 91B30 62E99 PDF BibTeX XML Cite \textit{Y. Chen} et al., Stochastic Anal. Appl. 29, No. 6, 1033--1044 (2011; Zbl 1232.62136) Full Text: DOI Link OpenURL
Bai, Xiaodong; Song, Lixin The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails. (English) Zbl 1232.91339 Stat. Probab. Lett. 81, No. 12, 1891-1898 (2011). MSC: 91B30 60E05 62H20 PDF BibTeX XML Cite \textit{X. Bai} and \textit{L. Song}, Stat. Probab. Lett. 81, No. 12, 1891--1898 (2011; Zbl 1232.91339) Full Text: DOI OpenURL
Yang, Hai-Zhong Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation. (English) Zbl 1209.62117 Acta Math. Appl. Sin., Engl. Ser. 27, No. 2, 277-280 (2011); erratum ibid. 27, No. 3, 560 (2011). MSC: 62G20 62G32 60E15 62E20 PDF BibTeX XML Cite \textit{H.-Z. Yang}, Acta Math. Appl. Sin., Engl. Ser. 27, No. 2, 277--280 (2011; Zbl 1209.62117) Full Text: DOI OpenURL
Yi, Lan; Chen, Yu; Su, Chun Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation. (English) Zbl 1206.60039 J. Math. Anal. Appl. 376, No. 1, 365-372 (2011). MSC: 60F99 60E99 91B30 PDF BibTeX XML Cite \textit{L. Yi} et al., J. Math. Anal. Appl. 376, No. 1, 365--372 (2011; Zbl 1206.60039) Full Text: DOI OpenURL
Jiang, Tao Asymptotics of discounted aggregate claims for renewal risk model with risky investment. (English) Zbl 1237.62153 Appl. Math., Ser. B (Engl. Ed.) 25, No. 2, 209-216 (2010). MSC: 62P05 91B30 60K10 PDF BibTeX XML Cite \textit{T. Jiang}, Appl. Math., Ser. B (Engl. Ed.) 25, No. 2, 209--216 (2010; Zbl 1237.62153) Full Text: DOI OpenURL
Li, Jinzhu; Tang, Qihe; Wu, Rong Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. (English) Zbl 1205.62061 Adv. Appl. Probab. 42, No. 4, 1126-1146 (2010). MSC: 62G32 62P05 60K10 62H20 62H05 91B30 PDF BibTeX XML Cite \textit{J. Li} et al., Adv. Appl. Probab. 42, No. 4, 1126--1146 (2010; Zbl 1205.62061) Full Text: DOI OpenURL
Peng, Jiangyan; Huang, Jin Ruin probability in a one-sided linear model with constant interest rate. (English) Zbl 1189.91078 Stat. Probab. Lett. 80, No. 7-8, 662-669 (2010). MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{J. Peng} and \textit{J. Huang}, Stat. Probab. Lett. 80, No. 7--8, 662--669 (2010; Zbl 1189.91078) Full Text: DOI OpenURL
Yang, Yang; Wang, Yuebao Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims. (English) Zbl 1180.62154 Stat. Probab. Lett. 80, No. 3-4, 143-154 (2010). MSC: 62P05 62E20 91B30 60F10 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{Y. Wang}, Stat. Probab. Lett. 80, No. 3--4, 143--154 (2010; Zbl 1180.62154) Full Text: DOI OpenURL
Chen, Yiqing; Yuen, Kam C. Sums of pairwise quasi-asymptotically independent random variables with consistent variation. (English) Zbl 1181.62011 Stoch. Models 25, No. 1, 76-89 (2009). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 62E20 60G50 62G32 62H20 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{K. C. Yuen}, Stoch. Models 25, No. 1, 76--89 (2009; Zbl 1181.62011) Full Text: DOI OpenURL
Shen, Xinmei; Lin, Zhengyan Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails. (English) Zbl 1154.60316 Stat. Probab. Lett. 78, No. 18, 3222-3229 (2008). MSC: 60F10 PDF BibTeX XML Cite \textit{X. Shen} and \textit{Z. Lin}, Stat. Probab. Lett. 78, No. 18, 3222--3229 (2008; Zbl 1154.60316) Full Text: DOI OpenURL
Zhu, Chun-Hua; Gao, Qi-Bing The uniform approximation of the tail probability of the randomly weighted sums of subexponential random variables. (English) Zbl 1171.62011 Stat. Probab. Lett. 78, No. 15, 2552-2558 (2008). MSC: 62E20 PDF BibTeX XML Cite \textit{C.-H. Zhu} and \textit{Q.-B. Gao}, Stat. Probab. Lett. 78, No. 15, 2552--2558 (2008; Zbl 1171.62011) Full Text: DOI OpenURL
Hao, Xuemiao; Tang, Qihe A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. (English) Zbl 1142.62090 Insur. Math. Econ. 43, No. 1, 116-120 (2008). MSC: 62P05 60K10 91B30 PDF BibTeX XML Cite \textit{X. Hao} and \textit{Q. Tang}, Insur. Math. Econ. 43, No. 1, 116--120 (2008; Zbl 1142.62090) Full Text: DOI OpenURL
Ko, Bangwon; Tang, Qihe Sums of dependent nonnegative random variables with subexponential tails. (English) Zbl 1137.62310 J. Appl. Probab. 45, No. 1, 85-94 (2008). MSC: 62E20 62G32 60G70 PDF BibTeX XML Cite \textit{B. Ko} and \textit{Q. Tang}, J. Appl. Probab. 45, No. 1, 85--94 (2008; Zbl 1137.62310) Full Text: DOI OpenURL
Barbe, Ph.; McCormick, W. P. Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions. (English) Zbl 1142.60034 Probab. Theory Relat. Fields 141, No. 1-2, 155-180 (2008). Reviewer: Josef Steinebach (Köln) MSC: 60G50 60F99 62E20 62M10 PDF BibTeX XML Cite \textit{Ph. Barbe} and \textit{W. P. McCormick}, Probab. Theory Relat. Fields 141, No. 1--2, 155--180 (2008; Zbl 1142.60034) Full Text: DOI arXiv OpenURL
Wang, D. Finite-time ruin probability with heavy-tailed claims and constant interest rate. (English) Zbl 1132.91502 Stoch. Models 24, No. 1, 41-57 (2008). MSC: 91B30 62P05 62E20 60F10 PDF BibTeX XML Cite \textit{D. Wang}, Stoch. Models 24, No. 1, 41--57 (2008; Zbl 1132.91502) Full Text: DOI OpenURL
Tang, Qihe Heavy tails of discounted aggregate claims in the continuous-time renewal model. (English) Zbl 1211.91152 J. Appl. Probab. 44, No. 2, 285-294 (2007). MSC: 91B30 60G55 60G70 PDF BibTeX XML Cite \textit{Q. Tang}, J. Appl. Probab. 44, No. 2, 285--294 (2007; Zbl 1211.91152) Full Text: DOI OpenURL
Tang, Qihe The subexponentiality of products revisited. (English) Zbl 1142.60012 Extremes 9, No. 3-4, 231-241 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60E05 60G70 PDF BibTeX XML Cite \textit{Q. Tang}, Extremes 9, No. 3--4, 231--241 (2006; Zbl 1142.60012) Full Text: DOI OpenURL
Geluk, J. L.; De Vries, C. G. Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities. (English) Zbl 1112.62011 Insur. Math. Econ. 38, No. 1, 39-56 (2006). MSC: 62E20 91B30 PDF BibTeX XML Cite \textit{J. L. Geluk} and \textit{C. G. De Vries}, Insur. Math. Econ. 38, No. 1, 39--56 (2006; Zbl 1112.62011) Full Text: DOI Link OpenURL
Wang, Dingcheng; Tang, Qihe Tail probabilities of randomly weighted sums of random variables with dominated variation. (English) Zbl 1095.60008 Stoch. Models 22, No. 2, 253-272 (2006). Reviewer: Ryszard Doman (Poznan) MSC: 60E05 60G70 91B30 PDF BibTeX XML Cite \textit{D. Wang} and \textit{Q. Tang}, Stoch. Models 22, No. 2, 253--272 (2006; Zbl 1095.60008) Full Text: DOI OpenURL
Chen, Yiqing; Ng, Kai W.; Xie, Xiangsheng On the maximum of randomly weighted sums with regularly varying tails. (English) Zbl 1090.62046 Stat. Probab. Lett. 76, No. 10, 971-975 (2006). MSC: 62G32 PDF BibTeX XML Cite \textit{Y. Chen} et al., Stat. Probab. Lett. 76, No. 10, 971--975 (2006; Zbl 1090.62046) Full Text: DOI OpenURL
Tang, Qihe Asymptotic ruin probabilities in finite horizon with subexponential losses and associated discount factors. (English) Zbl 1136.91490 Probab. Eng. Inf. Sci. 20, No. 1, 103-113 (2006). MSC: 91B30 62E20 62P05 PDF BibTeX XML Cite \textit{Q. Tang}, Probab. Eng. Inf. Sci. 20, No. 1, 103--113 (2006; Zbl 1136.91490) Full Text: DOI OpenURL
Tang, Qihe The finite-time ruin probability of the compound Poisson model with constant interest force. (English) Zbl 1132.91500 J. Appl. Probab. 42, No. 3, 608-619 (2005). MSC: 91B30 60G70 62P05 PDF BibTeX XML Cite \textit{Q. Tang}, J. Appl. Probab. 42, No. 3, 608--619 (2005; Zbl 1132.91500) Full Text: DOI OpenURL