Wang, Kaiyong; Yang, Yang; Yuen, Kam Chuen The uniform asymptotics for the tail of Poisson shot noise process with dependent and heavy-tailed shocks. (English) Zbl 1524.62090 J. Math. Res. Appl. 43, No. 3, 335-349 (2023). MSC: 62E20 62P05 60F10 PDFBibTeX XMLCite \textit{K. Wang} et al., J. Math. Res. Appl. 43, No. 3, 335--349 (2023; Zbl 1524.62090) Full Text: DOI
Wang, Kaiyong; Mao, Yanzhu Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate. (English) Zbl 07532929 Commun. Stat., Theory Methods 50, No. 4, 932-943 (2021). MSC: 62P05 62E10 60F05 62-XX PDFBibTeX XMLCite \textit{K. Wang} and \textit{Y. Mao}, Commun. Stat., Theory Methods 50, No. 4, 932--943 (2021; Zbl 07532929) Full Text: DOI
Yang, Yang; Jiang, Tao; Wang, Kaiyong; Yuen, Kam C. Interplay of financial and insurance risks in dependent discrete-time risk models. (English) Zbl 1436.62501 Stat. Probab. Lett. 162, Article ID 108752, 11 p. (2020). MSC: 62P05 62E10 91B05 62H10 62M10 PDFBibTeX XMLCite \textit{Y. Yang} et al., Stat. Probab. Lett. 162, Article ID 108752, 11 p. (2020; Zbl 1436.62501) Full Text: DOI
Mao, Yanzhu; Wang, Kaiyong Asymptotics of the finite-time ruin probability of a risk model with Brownian perturbation. (English) Zbl 1449.91036 J. Cent. China Norm. Univ., Nat. Sci. 53, No. 4, 487-490 (2019). MSC: 91B05 62P05 62G32 PDFBibTeX XMLCite \textit{Y. Mao} and \textit{K. Wang}, J. Cent. China Norm. Univ., Nat. Sci. 53, No. 4, 487--490 (2019; Zbl 1449.91036) Full Text: DOI
Yang, Yang; Wang, Kaiyong; Liu, Jiajun; Zhang, Zhimin Asymptotics for a bidimensional risk model with two geometric Lévy price processes. (English) Zbl 1438.91119 J. Ind. Manag. Optim. 15, No. 2, 481-505 (2019). MSC: 91G05 60G51 60K05 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Ind. Manag. Optim. 15, No. 2, 481--505 (2019; Zbl 1438.91119) Full Text: DOI
Chen, Lamei; Gao, Miaomiao; Wang, Kaiyong; Chen, Shurong Finite-time ruin probability of a compound risk model with dependent claim sizes. (Chinese. English summary) Zbl 1424.62174 J. Suzhou Univ. Sci. Technol., Nat. Sci. 35, No. 3, 12-17 (2018). MSC: 62P05 91B30 62G32 PDFBibTeX XMLCite \textit{L. Chen} et al., J. Suzhou Univ. Sci. Technol., Nat. Sci. 35, No. 3, 12--17 (2018; Zbl 1424.62174) Full Text: DOI
Wang, Kaiyong; Chen, Lamei; Yang, Yang; Gao, Miaomiao The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation. (English) Zbl 1403.62194 Japan J. Ind. Appl. Math. 35, No. 3, 1173-1189 (2018). MSC: 62P05 62E10 91B30 PDFBibTeX XMLCite \textit{K. Wang} et al., Japan J. Ind. Appl. Math. 35, No. 3, 1173--1189 (2018; Zbl 1403.62194) Full Text: DOI
Wang, Kaiyong; Gao, Miaomiao; Yang, Yang; Chen, Yang Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks. (English) Zbl 1458.62255 Lith. Math. J. 58, No. 1, 113-125 (2018). MSC: 62P05 62E10 62H12 91B05 91G05 PDFBibTeX XMLCite \textit{K. Wang} et al., Lith. Math. J. 58, No. 1, 113--125 (2018; Zbl 1458.62255) Full Text: DOI
Gao, Miaomiao; Wang, Kaiyong; Chen, Lamei; Qian, Haojun Asymptotics of the finite-time ruin probability of a delayed risk model perturbed by diffusion with a constant interest rate. (English) Zbl 1389.91041 J. Suzhou Univ. Sci. Technol., Nat. Sci. 34, No. 2, 22-27 (2017). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{M. Gao} et al., J. Suzhou Univ. Sci. Technol., Nat. Sci. 34, No. 2, 22--27 (2017; Zbl 1389.91041)
Mao, Yanzhu; Wang, Kaiyong; Zhu, Ling; Ren, Yue Asymptotics for the finite-time ruin probability of a risk model with a general counting process. (English) Zbl 1369.62281 Japan J. Ind. Appl. Math. 34, No. 1, 243-252 (2017). MSC: 62P05 62E10 60F05 91B30 PDFBibTeX XMLCite \textit{Y. Mao} et al., Japan J. Ind. Appl. Math. 34, No. 1, 243--252 (2017; Zbl 1369.62281) Full Text: DOI
Cui, Zhaolei; Wang, Yuebao; Wang, Kaiyong The uniform local asymptotics for a Lévy process and its overshoot and undershoot. (English) Zbl 1381.60087 Commun. Stat., Theory Methods 45, No. 4, 1156-1181 (2016). MSC: 60G51 60E07 62P05 PDFBibTeX XMLCite \textit{Z. Cui} et al., Commun. Stat., Theory Methods 45, No. 4, 1156--1181 (2016; Zbl 1381.60087) Full Text: DOI
Wang, Kaiyong; Ding, Fei; Wu, Hongmei; Pan, Tingting Asymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes. (English) Zbl 1298.62185 Bull. Iran. Math. Soc. 40, No. 3, 791-807 (2014). MSC: 62P05 60G70 60K10 PDFBibTeX XMLCite \textit{K. Wang} et al., Bull. Iran. Math. Soc. 40, No. 3, 791--807 (2014; Zbl 1298.62185) Full Text: Link
Wang, Kaiyong; Lin, Jinguan; Yang, Yang Asymptotics for tail probability of random sums with a heavy-tailed number and dependent increments. (English) Zbl 1319.60055 Commun. Stat., Theory Methods 43, No. 10-12, 2595-2604 (2014). MSC: 60F10 62E20 PDFBibTeX XMLCite \textit{K. Wang} et al., Commun. Stat., Theory Methods 43, No. 10--12, 2595--2604 (2014; Zbl 1319.60055) Full Text: DOI
Wang, Kaiyong; Yang, Yang; Yu, Changjun Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments. (English) Zbl 1292.60053 Stat. Probab. Lett. 83, No. 6, 1504-1512 (2013). MSC: 60G50 60G51 PDFBibTeX XMLCite \textit{K. Wang} et al., Stat. Probab. Lett. 83, No. 6, 1504--1512 (2013; Zbl 1292.60053) Full Text: DOI
Wang, Kaiyong The uniform asymptotics of the overshoot of a random walk with light-tailed increments. (English) Zbl 1272.60025 Commun. Stat., Theory Methods 42, No. 5, 830-837 (2013). MSC: 60G50 60G51 PDFBibTeX XMLCite \textit{K. Wang}, Commun. Stat., Theory Methods 42, No. 5, 830--837 (2013; Zbl 1272.60025) Full Text: DOI
Chen, Yang; Wang, Yuebao; Wang, Kaiyong Asymptotic results for ruin probability of a two-dimensional renewal risk model. (English) Zbl 1271.62244 Stochastic Anal. Appl. 31, No. 1, 80-91 (2013). MSC: 62P05 62E10 PDFBibTeX XMLCite \textit{Y. Chen} et al., Stochastic Anal. Appl. 31, No. 1, 80--91 (2013; Zbl 1271.62244) Full Text: DOI
Wang, Kaiyong; Wang, Yuebao; Gao, Qingwu Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate. (English) Zbl 1263.91027 Methodol. Comput. Appl. Probab. 15, No. 1, 109-124 (2013). MSC: 91B30 60F05 PDFBibTeX XMLCite \textit{K. Wang} et al., Methodol. Comput. Appl. Probab. 15, No. 1, 109--124 (2013; Zbl 1263.91027) Full Text: DOI
Yang, Yang; Wang, Kaiyong Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims. (English) Zbl 1292.91098 Lith. Math. J. 52, No. 1, 111-121 (2012). MSC: 91B30 60K10 60F05 60G70 62E10 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{K. Wang}, Lith. Math. J. 52, No. 1, 111--121 (2012; Zbl 1292.91098) Full Text: DOI
Wang, Kaiyong; Lin, Jinguan Finite-time ruin probability of a dependent risk model with a constant interest rate. (Chinese. English summary) Zbl 1289.91088 J. Southeast Univ., Nat. Sci. 42, No. 6, 1243-1248 (2012). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{K. Wang} and \textit{J. Lin}, J. Southeast Univ., Nat. Sci. 42, No. 6, 1243--1248 (2012; Zbl 1289.91088) Full Text: DOI
Wang, Yuebao; Cui, Zhaolei; Wang, Kaiyong; Ma, Xiuli Uniform asymptotics of the finite-time ruin probability for all times. (English) Zbl 1237.91139 J. Math. Anal. Appl. 390, No. 1, 208-223 (2012). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{Y. Wang} et al., J. Math. Anal. Appl. 390, No. 1, 208--223 (2012; Zbl 1237.91139) Full Text: DOI
Wang, Kaiyong Randomly weighted sums of dependent subexponential random variables. (English) Zbl 1322.60076 Lith. Math. J. 51, No. 4, 573-586 (2011). MSC: 60G70 60E05 62H20 91B30 PDFBibTeX XMLCite \textit{K. Wang}, Lith. Math. J. 51, No. 4, 573--586 (2011; Zbl 1322.60076) Full Text: DOI
Wang, Kaiyong; Wang, Yuebao; Yin, Chuancun Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments. (English) Zbl 1240.60238 Acta Math. Sci., Ser. B, Engl. Ed. 31, No. 1, 109-116 (2011). MSC: 60K05 60K10 60K30 PDFBibTeX XMLCite \textit{K. Wang} et al., Acta Math. Sci., Ser. B, Engl. Ed. 31, No. 1, 109--116 (2011; Zbl 1240.60238) Full Text: DOI
Wang, Kai-Yong; Wang, Yue-Bao Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with applications. (English) Zbl 1200.60073 Acta Math. Appl. Sin., Engl. Ser. 26, No. 3, 503-512 (2010). MSC: 60K05 60K10 60K30 PDFBibTeX XMLCite \textit{K.-Y. Wang} and \textit{Y.-B. Wang}, Acta Math. Appl. Sin., Engl. Ser. 26, No. 3, 503--512 (2010; Zbl 1200.60073) Full Text: DOI
Cui, Zhaolei; Wang, Yuebao; Wang, Kaiyong Asymptotics for the moments of the overshoot and undershoot of a random walk. (English) Zbl 1169.60321 Adv. Appl. Probab. 41, No. 2, 469-494 (2009). MSC: 60K05 60K10 60K30 PDFBibTeX XMLCite \textit{Z. Cui} et al., Adv. Appl. Probab. 41, No. 2, 469--494 (2009; Zbl 1169.60321) Full Text: DOI
Wang, Kaiyong; Wang, Yuebao; Chen, Qian Local asymptotics for random sums with different distributed increments. (Chinese. English summary) Zbl 1164.60037 Chin. Ann. Math., Ser. A 28, No. 6, 867-878 (2007). Reviewer: Yimin Xiao (East Lansing) MSC: 60G70 60G50 PDFBibTeX XMLCite \textit{K. Wang} et al., Chin. Ann. Math., Ser. A 28, No. 6, 867--878 (2007; Zbl 1164.60037)
Wang, Kaiyong; Wang, Yuebao Precise asymptotics for the order statistic of the maximum domain of attraction of Gumbel distributions. (Chinese. English summary) Zbl 1141.60327 Appl. Math., Ser. A (Chin. Ed.) 22, No. 2, 173-180 (2007). MSC: 60F15 PDFBibTeX XMLCite \textit{K. Wang} and \textit{Y. Wang}, Appl. Math., Ser. A (Chin. Ed.) 22, No. 2, 173--180 (2007; Zbl 1141.60327)
Wang, Yuebao; Yang, Yang; Wang, Kaiyong; Cheng, Dongya Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications. (English) Zbl 1120.60033 Insur. Math. Econ. 40, No. 2, 256-266 (2007). MSC: 60F99 60E07 PDFBibTeX XMLCite \textit{Y. Wang} et al., Insur. Math. Econ. 40, No. 2, 256--266 (2007; Zbl 1120.60033) Full Text: DOI
Wang, Yuebao; Wang, Kaiyong Asymptotics of the density of the supremum of a random walk with heavy-tailed increments. (English) Zbl 1120.60048 J. Appl. Probab. 43, No. 3, 874-879 (2006). MSC: 60G50 60F99 60E05 60G70 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{K. Wang}, J. Appl. Probab. 43, No. 3, 874--879 (2006; Zbl 1120.60048) Full Text: DOI