Chen, Yiqing; White, Toby; Yuen, Kam Chuen Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times. (English) Zbl 1460.91215 Insur. Math. Econ. 97, 1-6 (2021). MSC: 91G05 60F10 60G50 60K05 PDFBibTeX XMLCite \textit{Y. Chen} et al., Insur. Math. Econ. 97, 1--6 (2021; Zbl 1460.91215) Full Text: DOI
Chen, Yiqing; Yuen, Kam C. Precise large deviations of aggregate claims in a size-dependent renewal risk model. (English) Zbl 1284.60057 Insur. Math. Econ. 51, No. 2, 457-461 (2012). MSC: 60F10 91B30 60K05 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{K. C. Yuen}, Insur. Math. Econ. 51, No. 2, 457--461 (2012; Zbl 1284.60057) Full Text: DOI
Chen, Yiqing The finite-time ruin probability with dependent insurance and financial risks. (English) Zbl 1230.91069 J. Appl. Probab. 48, No. 4, 1035-1048 (2011). MSC: 91B30 62P05 62E10 PDFBibTeX XMLCite \textit{Y. Chen}, J. Appl. Probab. 48, No. 4, 1035--1048 (2011; Zbl 1230.91069) Full Text: DOI
Chen, Yiqing; Chen, Anyue; Ng, Kai W. The strong law of large numbers for extended negatively dependent random variables. (English) Zbl 1213.60058 J. Appl. Probab. 47, No. 4, 908-922 (2010). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60F15 60K05 PDFBibTeX XMLCite \textit{Y. Chen} et al., J. Appl. Probab. 47, No. 4, 908--922 (2010; Zbl 1213.60058) Full Text: DOI