Fu, Ke-Ang; Wang, Jiangfeng Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times. (English) Zbl 07720156 Commun. Stat., Theory Methods 52, No. 17, 6266-6274 (2023). MSC: 60F10 91B30 60K05 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{J. Wang}, Commun. Stat., Theory Methods 52, No. 17, 6266--6274 (2023; Zbl 07720156) Full Text: DOI
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 PDFBibTeX XMLCite \textit{K.-A. Fu} et al., Stat. Probab. Lett. 184, Article ID 109365, 7 p. (2022; Zbl 1480.91075) Full Text: DOI
Fu, Ke-ang; Shen, Xin-mei; Li, Hui-jie Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model. (English) Zbl 1470.60086 Acta Math. Appl. Sin., Engl. Ser. 37, No. 3, 539-547 (2021). MSC: 60F10 91G05 60K05 PDFBibTeX XMLCite \textit{K.-a. Fu} et al., Acta Math. Appl. Sin., Engl. Ser. 37, No. 3, 539--547 (2021; Zbl 1470.60086) Full Text: DOI
Shen, Xin-mei; Fu, Ke-ang; Zhong, Xue-ting Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model. (English) Zbl 1424.60029 Appl. Math., Ser. B (Engl. Ed.) 33, No. 4, 491-502 (2018). MSC: 60F10 60G50 60K05 62P05 91B30 PDFBibTeX XMLCite \textit{X.-m. Shen} et al., Appl. Math., Ser. B (Engl. Ed.) 33, No. 4, 491--502 (2018; Zbl 1424.60029) Full Text: DOI
Fu, Ke-Ang; Yu, Chenglong On a two-dimensional risk model with time-dependent claim sizes and risky investments. (English) Zbl 1458.62242 J. Comput. Appl. Math. 344, 367-380 (2018). MSC: 62P05 60F99 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{C. Yu}, J. Comput. Appl. Math. 344, 367--380 (2018; Zbl 1458.62242) Full Text: DOI Link
Fu, Ke-Ang; Li, Jie Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals. (English) Zbl 1390.60103 Commun. Stat., Theory Methods 47, No. 3, 698-707 (2018). MSC: 60F10 91B30 60K05 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{J. Li}, Commun. Stat., Theory Methods 47, No. 3, 698--707 (2018; Zbl 1390.60103) Full Text: DOI
Fu, Ke-Ang; Shen, Xinmei Moderate deviations for sums of dependent claims in a size-dependent renewal risk model. (English) Zbl 1368.62035 Commun. Stat., Theory Methods 46, No. 7, 3235-3243 (2017). MSC: 62E20 60F10 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{X. Shen}, Commun. Stat., Theory Methods 46, No. 7, 3235--3243 (2017; Zbl 1368.62035) Full Text: DOI
Fu, Ke-Ang; Li, Jie Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model. (English) Zbl 1364.91068 Commun. Stat., Theory Methods 46, No. 5, 2559-2570 (2017). MSC: 91B30 60K10 62E20 62P05 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{J. Li}, Commun. Stat., Theory Methods 46, No. 5, 2559--2570 (2017; Zbl 1364.91068) Full Text: DOI
Fu, Keang; Qiu, Yuyang; Wang, Anding Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims. (English) Zbl 1349.91135 Appl. Math., Ser. B (Engl. Ed.) 30, No. 3, 347-360 (2015). MSC: 91B30 60K10 62P05 PDFBibTeX XMLCite \textit{K. Fu} et al., Appl. Math., Ser. B (Engl. Ed.) 30, No. 3, 347--360 (2015; Zbl 1349.91135) Full Text: DOI
Fu, Ke-Ang; Ng, Cheuk Yin Andrew Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims. (English) Zbl 1304.60098 Insur. Math. Econ. 56, 80-87 (2014). MSC: 60K10 60G51 91B30 60F10 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{C. Y. A. Ng}, Insur. Math. Econ. 56, 80--87 (2014; Zbl 1304.60098) Full Text: DOI