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; 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
Shen, Xinmei; Xu, Menghao; Mills, Ebenezer Fiifi Emire Atta Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model. (English) Zbl 1337.60033 Stat. Probab. Lett. 114, 6-13 (2016). MSC: 60F10 60K05 91B30 PDFBibTeX XMLCite \textit{X. Shen} et al., Stat. Probab. Lett. 114, 6--13 (2016; Zbl 1337.60033) Full Text: DOI
Lin, Zhengyan; Shen, Xinmei Approximation of the tail probability of dependent random sums under consistent variation and applications. (English) Zbl 1263.60041 Methodol. Comput. Appl. Probab. 15, No. 1, 165-186 (2013). MSC: 60G50 91B30 60F10 PDFBibTeX XMLCite \textit{Z. Lin} and \textit{X. Shen}, Methodol. Comput. Appl. Probab. 15, No. 1, 165--186 (2013; Zbl 1263.60041) Full Text: DOI
Zhang, Yi; Shen, Xinmei; Weng, Chengguo Approximation of the tail probability of randomly weighted sums and applications. (English) Zbl 1271.62030 Stochastic Processes Appl. 119, No. 2, 655-675 (2009). MSC: 62E20 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Stochastic Processes Appl. 119, No. 2, 655--675 (2009; Zbl 1271.62030) Full Text: DOI