Cheng, Dongya; Yu, Changjun Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times. (English) Zbl 1511.91035 Commun. Stat., Theory Methods 49, No. 7, 1742-1760 (2020). MSC: 91B05 60K10 62H05 62P05 PDFBibTeX XMLCite \textit{D. Cheng} and \textit{C. Yu}, Commun. Stat., Theory Methods 49, No. 7, 1742--1760 (2020; Zbl 1511.91035) Full Text: DOI
Cheng, Dongya; Yu, Changjun Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims. (English) Zbl 1493.62580 Stochastics 91, No. 5, 643-656 (2019). MSC: 62P05 62E20 91B05 PDFBibTeX XMLCite \textit{D. Cheng} and \textit{C. Yu}, Stochastics 91, No. 5, 643--656 (2019; Zbl 1493.62580) Full Text: DOI
Yu, Changjun; Wang, Yuebao Tail behavior of supremum of a random walk when Cramér’s condition fails. (English) Zbl 1322.60053 Front. Math. China 9, No. 2, 431-453 (2014). MSC: 60G50 60F99 60K05 60E05 91B30 PDFBibTeX XMLCite \textit{C. Yu} and \textit{Y. Wang}, Front. Math. China 9, No. 2, 431--453 (2014; Zbl 1322.60053) Full Text: DOI