Schindl, Gerhard On subadditivity-like conditions for associated weight functions. (English) Zbl 1501.26001 Bull. Belg. Math. Soc. - Simon Stevin 28, No. 3, 399-427 (2022). Reviewer: Edward Omey (Brussel) MSC: 26A12 26A48 40A05 46A13 46E10 PDF BibTeX XML Cite \textit{G. Schindl}, Bull. Belg. Math. Soc. - Simon Stevin 28, No. 3, 399--427 (2022; Zbl 1501.26001) Full Text: DOI arXiv OpenURL
Fu, Ke-Ang; Liu, Yang; Wang, Jiangfeng Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times. (English) Zbl 1480.91075 Stat. Probab. Lett. 184, Article ID 109365, 7 p. (2022). MSC: 91B05 60F10 PDF BibTeX XML Cite \textit{K.-A. Fu} et al., Stat. Probab. Lett. 184, Article ID 109365, 7 p. (2022; Zbl 1480.91075) Full Text: DOI OpenURL
Yang, Yang; Yuen, Kam Chuen; Liu, Jun-feng Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process. (English) Zbl 1476.91134 Acta Math. Appl. Sin., Engl. Ser. 37, No. 4, 847-857 (2021). MSC: 91G05 60G51 60K10 PDF BibTeX XML Cite \textit{Y. Yang} et al., Acta Math. Appl. Sin., Engl. Ser. 37, No. 4, 847--857 (2021; Zbl 1476.91134) Full Text: DOI OpenURL
Liu, Xijun; Gao, Qingwu; Liu, Ming Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims. (English) Zbl 07528726 Commun. Stat., Theory Methods 49, No. 13, 3073-3093 (2020). MSC: 60F10 62P05 91B30 62-XX PDF BibTeX XML Cite \textit{X. Liu} et al., Commun. Stat., Theory Methods 49, No. 13, 3073--3093 (2020; Zbl 07528726) Full Text: DOI OpenURL
Gao, Qingwu; Liu, Xijun Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force. (English) Zbl 1499.91021 Filomat 33, No. 1, 65-79 (2019). MSC: 91B05 60F10 PDF BibTeX XML Cite \textit{Q. Gao} and \textit{X. Liu}, Filomat 33, No. 1, 65--79 (2019; Zbl 1499.91021) Full Text: DOI OpenURL
Wang, Kaiyong; Chen, Lamei Precise large deviations for the aggregate claims in a dependent compound renewal risk model. (English) Zbl 1499.91024 J. Inequal. Appl. 2019, Paper No. 257, 25 p. (2019). MSC: 91B05 60F10 62P05 60K05 62E20 PDF BibTeX XML Cite \textit{K. Wang} and \textit{L. Chen}, J. Inequal. Appl. 2019, Paper No. 257, 25 p. (2019; Zbl 1499.91024) Full Text: DOI OpenURL
Dong, Yinghua; Wang, Dingcheng Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns. (English) Zbl 1498.62189 J. Inequal. Appl. 2018, Paper No. 319, 18 p. (2018). MSC: 62P05 60G50 91G70 91B05 PDF BibTeX XML Cite \textit{Y. Dong} and \textit{D. Wang}, J. Inequal. Appl. 2018, Paper No. 319, 18 p. (2018; Zbl 1498.62189) Full Text: DOI OpenURL
Lu, Dawei; Song, Lixin; Li, Henan Precise large deviations for sums of WUOD and \(\phi\)-mixing random variables with dominated variation. (English) Zbl 07405727 Commun. Stat., Theory Methods 47, No. 19, 4791-4807 (2018). MSC: 62-XX 60F10 62E20 PDF BibTeX XML Cite \textit{D. Lu} et al., Commun. Stat., Theory Methods 47, No. 19, 4791--4807 (2018; Zbl 07405727) Full Text: DOI OpenURL
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 OpenURL
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 OpenURL
Li, Jinzhu On the joint tail behavior of randomly weighted sums of heavy-tailed random variables. (English) Zbl 1499.62082 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 1499.62082) Full Text: DOI OpenURL
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 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
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 OpenURL
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 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; 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 OpenURL
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 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
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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) OpenURL
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 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
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 OpenURL
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: arXiv Link OpenURL
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 arXiv EuDML EMIS OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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) OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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) OpenURL
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) OpenURL
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) OpenURL
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 OpenURL
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 OpenURL
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) OpenURL