Yang, Yang; Yuen, Kam C.; Liu, Jun-Feng Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims. (English) Zbl 1412.91059 J. Ind. Manag. Optim. 14, No. 1, 231-247 (2018). MSC: 91B30 60G51 60K05 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Ind. Manag. Optim. 14, No. 1, 231--247 (2018; Zbl 1412.91059) Full Text: DOI
Maller, R. A. Extensions of regularity for a Lévy process. (English. Russian original) Zbl 1405.60061 Theory Probab. Appl. 62, No. 4, 575-603 (2018); translation from Teor. Veroyatn. Primen. 62, No. 4, 719-752 (2017). MSC: 60G51 60G17 PDF BibTeX XML Cite \textit{R. A. Maller}, Theory Probab. Appl. 62, No. 4, 575--603 (2018; Zbl 1405.60061); translation from Teor. Veroyatn. Primen. 62, No. 4, 719--752 (2017) Full Text: DOI
Li, Jinzhu On the joint tail behavior of randomly weighted sums of heavy-tailed random variables. (English) Zbl 06820943 J. Multivariate Anal. 164, 40-53 (2018). MSC: 62E20 60E05 PDF BibTeX XML Cite \textit{J. Li}, J. Multivariate Anal. 164, 40--53 (2018; Zbl 06820943) Full Text: DOI
Wang, Shijie; Hu, Yiyu; He, Jijiao; Wang, Xuejun Randomly weighted sums and their maxima with heavy-tailed increments and dependence structure. (English) Zbl 1386.60166 Commun. Stat., Theory Methods 46, No. 21, 10851-10863 (2017). MSC: 60G50 60G70 60E05 PDF BibTeX XML Cite \textit{S. Wang} et al., Commun. Stat., Theory Methods 46, No. 21, 10851--10863 (2017; Zbl 1386.60166) Full Text: DOI
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
Zhang, Ting; Fang, Xi-Nian; Liu, Jie; Yang, Yang Asymptotics for the partial sum and its maximum of dependent random variables. (English) Zbl 1381.60073 Lith. Math. J. 57, No. 1, 142-153 (2017). MSC: 60F05 60E05 60G70 62E20 PDF BibTeX XML Cite \textit{T. Zhang} et al., Lith. Math. J. 57, No. 1, 142--153 (2017; Zbl 1381.60073) Full Text: DOI
Yang, Haizhong; Gao, Wei; Li, Jinzhu Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks. (English) Zbl 1401.91204 Scand. Actuar. J. 2016, No. 1, 1-17 (2016). MSC: 91B30 60F05 62P05 62E10 41A60 PDF BibTeX XML Cite \textit{H. Yang} et al., Scand. Actuar. J. 2016, No. 1, 1--17 (2016; Zbl 1401.91204) Full Text: DOI
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
Yang, Yang; Zhang, Zhimin; Jiang, Tao; Cheng, Dongya Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return. (English) Zbl 1314.91148 J. Comput. Appl. Math. 287, 32-43 (2015). MSC: 91B30 60G51 60K05 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Comput. Appl. Math. 287, 32--43 (2015; Zbl 1314.91148) Full Text: DOI
Bai, Xiaodong; Song, Lixing; Hu, Tao Large deviations for randomly weighted sums with dominantly varying tails and widely orthant dependent structure. (English) Zbl 1307.62037 J. Inequal. Appl. 2014, Paper No. 140, 16 p. (2014). MSC: 62E20 60F10 62H20 62P05 PDF BibTeX XML Cite \textit{X. Bai} et al., J. Inequal. Appl. 2014, Paper No. 140, 16 p. (2014; Zbl 1307.62037) Full Text: DOI
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
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
Li, Jinzhu On pairwise quasi-asymptotically independent random variables and their applications. (English) Zbl 1279.62212 Stat. Probab. Lett. 83, No. 9, 2081-2087 (2013). MSC: 62P05 62G20 PDF BibTeX XML Cite \textit{J. Li}, Stat. Probab. Lett. 83, No. 9, 2081--2087 (2013; Zbl 1279.62212) Full Text: DOI
Yang, Yang; Wang, Kaiyong Precise large deviations for dependent random variables with applications to the compound renewal risk model. (English) Zbl 1276.60030 Rocky Mt. J. Math. 43, No. 4, 1395-1414 (2013). MSC: 60F10 62E20 90B30 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{K. Wang}, Rocky Mt. J. Math. 43, No. 4, 1395--1414 (2013; Zbl 1276.60030) Full Text: DOI Euclid
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails. (English) Zbl 1286.60089 Lith. Math. J. 52, No. 2, 222-232 (2012). MSC: 60K10 60G50 60F10 91B30 62P05 62E20 PDF BibTeX XML Cite \textit{Y. Yang} et al., Lith. Math. J. 52, No. 2, 222--232 (2012; Zbl 1286.60089) Full Text: DOI
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas Precise large deviations for compound random sums in the presence of dependence structures. (English) Zbl 1268.60036 Comput. Math. Appl. 64, No. 6, 2074-2083 (2012). MSC: 60F10 60K05 PDF BibTeX XML Cite \textit{Y. Yang} et al., Comput. Math. Appl. 64, No. 6, 2074--2083 (2012; Zbl 1268.60036) Full Text: DOI
Ming, Ruixing; Shi, Jianhui; Hu, Yijun Moderate deviations for sums of negatively associated random variables. (Chinese. English summary) Zbl 1265.60041 J. Wuhan Univ., Nat. Sci. Ed. 58, No. 3, 229-234 (2012). MSC: 60F10 PDF BibTeX XML Cite \textit{R. Ming} et al., J. Wuhan Univ., Nat. Sci. Ed. 58, No. 3, 229--234 (2012; Zbl 1265.60041)
Watanabe, Toshiro; Yamamuro, Kouji Tail behaviors of semi-stable distributions. (English) Zbl 1250.62026 J. Math. Anal. Appl. 393, No. 1, 108-121 (2012). Reviewer: Andreas N. Philippou (Patras) MSC: 62G32 60E07 PDF BibTeX XML Cite \textit{T. Watanabe} and \textit{K. Yamamuro}, J. Math. Anal. Appl. 393, No. 1, 108--121 (2012; Zbl 1250.62026) Full Text: DOI
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
Geluk, J. L.; Frenk, J. B. G. Renewal theory for random variables with a heavy tailed distribution and finite variance. (English) Zbl 1208.60085 Stat. Probab. Lett. 81, No. 1, 77-82 (2011). MSC: 60K05 PDF BibTeX XML Cite \textit{J. L. Geluk} and \textit{J. B. G. Frenk}, Stat. Probab. Lett. 81, No. 1, 77--82 (2011; Zbl 1208.60085) Full Text: DOI
Watanabe, Toshiro; Yamamuro, Kouji Limsup behaviors of multi-dimensional selfsimilar processes with independent increments. (English) Zbl 1276.60044 ALEA, Lat. Am. J. Probab. Math. Stat. 7, 79-116 (2010). MSC: 60G18 60G51 60E07 PDF BibTeX XML Cite \textit{T. Watanabe} and \textit{K. Yamamuro}, ALEA, Lat. Am. J. Probab. Math. Stat. 7, 79--116 (2010; Zbl 1276.60044) Full Text: Link arXiv
Watanabe, Toshiro; Yamamuro, Kouji Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure. (English) Zbl 1193.60023 Electron. J. Probab. 15, Paper No. 2, 44-74 (2010). MSC: 60E07 PDF BibTeX XML Cite \textit{T. Watanabe} and \textit{K. Yamamuro}, Electron. J. Probab. 15, Paper No. 2, 44--74 (2010; Zbl 1193.60023) Full Text: DOI EMIS EuDML arXiv
Yang, Y.; Wang, Y.; Leipus, R.; Šiaulys, J. Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications. (English) Zbl 1180.91170 Lith. Math. J. 49, No. 3, 337-352 (2009). MSC: 91B30 62P05 62E20 PDF BibTeX XML Cite \textit{Y. Yang} et al., Lith. Math. J. 49, No. 3, 337--352 (2009; Zbl 1180.91170) Full Text: DOI
Kong, Fanchao; Zhang, Ying Large deviations for sums of independent random variables with dominatingly varying tails. (English) Zbl 1125.60025 Appl. Math., Ser. B (Engl. Ed.) 22, No. 1, 78-86 (2007). MSC: 60F10 60K30 62E20 62P05 PDF BibTeX XML Cite \textit{F. Kong} and \textit{Y. Zhang}, Appl. Math., Ser. B (Engl. Ed.) 22, No. 1, 78--86 (2007; Zbl 1125.60025) Full Text: DOI
Watanabe, Toshiro Exact Hausdorff measure on the boundary of a Galton-Watson tree. (English) Zbl 1127.60083 Ann. Probab. 35, No. 3, 1007-1038 (2007). Reviewer: René L. Schilling (Dresden) MSC: 60J80 28A78 60G18 28A80 PDF BibTeX XML Cite \textit{T. Watanabe}, Ann. Probab. 35, No. 3, 1007--1038 (2007; Zbl 1127.60083) Full Text: DOI arXiv
Liu, Yan; Hu, Yijun Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails. (English) Zbl 1217.60022 Sci. China, Ser. A 46, No. 3, 383-395 (2003). MSC: 60F10 60G50 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{Y. Hu}, Sci. China, Ser. A 46, No. 3, 383--395 (2003; Zbl 1217.60022) Full Text: DOI
Tang, Qihe; Tsitsiashvili, Gurami Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (English) Zbl 1075.91563 Stochastic Processes Appl. 108, No. 2, 299-325 (2003). MSC: 91B30 60K99 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{G. Tsitsiashvili}, Stochastic Processes Appl. 108, No. 2, 299--325 (2003; Zbl 1075.91563) Full Text: DOI
Tang, Qihe; Tsitsiashvili, Gurami Randomly weighted sums of subexponential random variables with application to ruin theory. (English) Zbl 1049.62017 Extremes 6, No. 3, 171-188 (2003). MSC: 62E20 91B30 60G50 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{G. Tsitsiashvili}, Extremes 6, No. 3, 171--188 (2003; Zbl 1049.62017) Full Text: DOI
Yakymiv, A. L. On the asymptotics of the density of an infinitely divisible distribution at infinity. (English. Russian original) Zbl 1033.60010 Theory Probab. Appl. 47, No. 1, 114-122 (2002); translation from Teor. Veroyatn. Primen. 47, No. 1, 80-89 (2002). MSC: 60E07 PDF BibTeX XML Cite \textit{A. L. Yakymiv}, Theory Probab. Appl. 47, No. 1, 114--122 (2002; Zbl 1033.60010); translation from Teor. Veroyatn. Primen. 47, No. 1, 80--89 (2002) Full Text: DOI
Baltrūnas, A. Second-order tail behavior of the busy period distribution of certain GI/G/1 queues. (English) Zbl 1018.60090 Lith. Math. J. 42, No. 3, 243-254 (2002) and Liet. Mat. Rink. 42, No. 3, 308-322 (2002). Reviewer: O.K.Zakusilo (Kyïv) MSC: 60K25 90B22 PDF BibTeX XML Cite \textit{A. Baltrūnas}, Lith. Math. J. 42, No. 3, 243--254 (2002) and Liet. Mat. Rink. 42, No. 3, 308--322 (2002; Zbl 1018.60090) Full Text: DOI
Caubet, Jean-Pierre Matrix semigroups and differential equations: Ergodism and asymptotic behaviour of solutions with or without impulses, a survey. (English) Zbl 0893.34050 Nonlinear Anal., Theory Methods Appl. 30, No. 5, 2753-2764 (1997). Reviewer: Henri Schurz MSC: 34E10 34A37 34C05 34-02 47H20 PDF BibTeX XML Cite \textit{J.-P. Caubet}, Nonlinear Anal., Theory Methods Appl. 30, No. 5, 2753--2764 (1997; Zbl 0893.34050) Full Text: DOI
Baltrūnas, A. A local limit theorem on one-sided large deviations for dominated-variation distributions. (English. Russian original) Zbl 0894.60025 Lith. Math. J. 36, No. 1, 1-7 (1996); translation from Liet. Mat. Rink. 36, No. 1, 1-9 (1996). Reviewer: U.F.Schmock (Zürich) MSC: 60F10 PDF BibTeX XML Cite \textit{A. Baltrūnas}, Lith. Math. J. 36, No. 1, 1--7 (1996; Zbl 0894.60025); translation from Liet. Mat. Rink. 36, No. 1, 1--9 (1996) Full Text: DOI
Klüppelberg, Claudia Subexponentielle Verteilungen und Charakterisierungen verwandter Klassen. (Subexponential distributions and characterizations of related classes). (German) Zbl 0631.62016 Universität Mannheim. 112 S. (1987). Reviewer: J.L.Teugels MSC: 62E10 60E05 PDF BibTeX XML
Das, A. G. Convergence in u-second variation and \(RS_ u\) integrals. (English) Zbl 0623.26008 Stud. Sci. Math. Hung. 19, 177-185 (1984). MSC: 26A42 26A45 PDF BibTeX XML Cite \textit{A. G. Das}, Stud. Sci. Math. Hung. 19, 177--185 (1984; Zbl 0623.26008)
Maller, R. A. Some properties of stochastic compactness. (English) Zbl 0468.60028 J. Aust. Math. Soc., Ser. A 30, 264-277 (1981). MSC: 60F05 60E07 60G50 PDF BibTeX XML Cite \textit{R. A. Maller}, J. Aust. Math. Soc., Ser. A 30, 264--277 (1981; Zbl 0468.60028)
Debieve, Camille Integration of vector valued functions with respect to vector valued measures. (English) Zbl 0463.46038 Rev. Roum. Math. Pures Appl. 26, 943-957 (1981). MSC: 46G10 28B05 PDF BibTeX XML Cite \textit{C. Debieve}, Rev. Roum. Math. Pures Appl. 26, 943--957 (1981; Zbl 0463.46038)
Dewess, M. On a transient renewal function of dominated variation. (English) Zbl 0444.60075 Math. Operationsforsch. Stat., Ser. Optimization 11, 499-505 (1980). MSC: 60K05 PDF BibTeX XML Cite \textit{M. Dewess}, Math. Operationsforsch. Stat., Ser. Optimization 11, 499--505 (1980; Zbl 0444.60075) Full Text: DOI
Kurzweil, Jaroslav Nichtabsolut konvergente Integrale. (German) Zbl 0441.28001 Teubner-Texte zur Mathematik, Bd. 26. Leipzig: BSB B. G. Teubner Verlagsgesellschaft. 184 S. M 18.00 (1980). MSC: 28-02 28A25 28B05 PDF BibTeX XML
Maller, R. A. Relative stability, characteristic functions and stochastic compactness. (English) Zbl 0396.60020 J. Aust. Math. Soc., Ser. A 28, 499-509 (1979). MSC: 60E07 60E10 PDF BibTeX XML Cite \textit{R. A. Maller}, J. Aust. Math. Soc., Ser. A 28, 499--509 (1979; Zbl 0396.60020)