Chen, Yiqing; Liu, Jiajun; Yang, Yang Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks. (English) Zbl 1514.62204 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 14, 26 p. (2023). MSC: 62P05 62E20 91G05 PDFBibTeX XMLCite \textit{Y. Chen} et al., Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 14, 26 p. (2023; Zbl 1514.62204) Full Text: DOI
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; Yang, Yang Bivariate regular variation among randomly weighted sums in general insurance. (English) Zbl 1422.91334 Eur. Actuar. J. 9, No. 1, 301-322 (2019). MSC: 91B30 62P05 62E20 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{Y. Yang}, Eur. Actuar. J. 9, No. 1, 301--322 (2019; Zbl 1422.91334) Full Text: DOI
Chen, Yiqing; Yuan, Zhongyi A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks. (English) Zbl 1422.91335 Insur. Math. Econ. 73, 75-81 (2017). MSC: 91B30 62P05 62E20 62H20 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{Z. Yuan}, Insur. Math. Econ. 73, 75--81 (2017; Zbl 1422.91335) Full Text: DOI
Chen, Yiqing Interplay of subexponential and dependent insurance and financial risks. (English) Zbl 1422.91333 Insur. Math. Econ. 77, 78-83 (2017). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{Y. Chen}, Insur. Math. Econ. 77, 78--83 (2017; Zbl 1422.91333) Full Text: DOI
Xu, J.-J.; Chen, Y.-Q. Interface closure in the root region of steady deep-cellular growth in directional solidification. (English) Zbl 1383.82014 Eur. J. Appl. Math. 26, No. 3, 355-382 (2015). MSC: 82B24 35B40 76D27 81S10 PDFBibTeX XMLCite \textit{J. J. Xu} and \textit{Y. Q. Chen}, Eur. J. Appl. Math. 26, No. 3, 355--382 (2015; Zbl 1383.82014) Full Text: DOI
Chen, Yiqing; Liu, Jiajun; Liu, Fei Ruin with insurance and financial risks following the least risky FGM dependence structure. (English) Zbl 1318.91108 Insur. Math. Econ. 62, 98-106 (2015). MSC: 91B30 62P05 62E20 62H20 PDFBibTeX XMLCite \textit{Y. Chen} et al., Insur. Math. Econ. 62, 98--106 (2015; Zbl 1318.91108) Full Text: DOI
Chen, Yiqing; Yuen, Kam C.; Ng, Kai W. Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims. (English) Zbl 1275.91075 Appl. Stoch. Models Bus. Ind. 27, No. 3, 290-300 (2011). MSC: 91B30 PDFBibTeX XMLCite \textit{Y. Chen} et al., Appl. Stoch. Models Bus. Ind. 27, No. 3, 290--300 (2011; Zbl 1275.91075) Full Text: DOI
Chen, Yiqing; Ng, Kai W.; Yuen, Kam C. The maximum of randomly weighted sums with long tails in insurance and finance. (English) Zbl 1232.62136 Stochastic Anal. Appl. 29, No. 6, 1033-1044 (2011). MSC: 62P05 91B30 62E99 PDFBibTeX XMLCite \textit{Y. Chen} et al., Stochastic Anal. Appl. 29, No. 6, 1033--1044 (2011; Zbl 1232.62136) Full Text: DOI Link
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
Chen, Yiqing; Yuen, Kam C. Sums of pairwise quasi-asymptotically independent random variables with consistent variation. (English) Zbl 1181.62011 Stoch. Models 25, No. 1, 76-89 (2009). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 62E20 60G50 62G32 62H20 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{K. C. Yuen}, Stoch. Models 25, No. 1, 76--89 (2009; Zbl 1181.62011) Full Text: DOI
Chen, Yiqing; Ng, Kai W. The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims. (English) Zbl 1183.60033 Insur. Math. Econ. 40, No. 3, 415-423 (2007). MSC: 60K10 60K05 91B30 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{K. W. Ng}, Insur. Math. Econ. 40, No. 3, 415--423 (2007; Zbl 1183.60033) Full Text: DOI
Chen, Yiqing; Dong, Xiaoju; Xie, Xiangsheng Explicit asymptotics for the ruin probability with risky investment included. (English) Zbl 1167.91377 Chin. J. Appl. Probab. Stat. 22, No. 2, 151-158 (2006). MSC: 91B30 PDFBibTeX XMLCite \textit{Y. Chen} et al., Chin. J. Appl. Probab. Stat. 22, No. 2, 151--158 (2006; Zbl 1167.91377)
Chen, Yiqing; Ng, Kai W.; Xie, Xiangsheng On the maximum of randomly weighted sums with regularly varying tails. (English) Zbl 1090.62046 Stat. Probab. Lett. 76, No. 10, 971-975 (2006). MSC: 62G32 PDFBibTeX XMLCite \textit{Y. Chen} et al., Stat. Probab. Lett. 76, No. 10, 971--975 (2006; Zbl 1090.62046) Full Text: DOI