Cui, Zhaolei; Omey, Edward; Wang, Wenyuan; Wang, Yuebao Asymptotics of convolution with the semi-regular-variation tail and its application to risk. (English) Zbl 1417.60014 Extremes 21, No. 4, 509-532 (2018). MSC: 60E07 60F99 91B30 PDFBibTeX XMLCite \textit{Z. Cui} et al., Extremes 21, No. 4, 509--532 (2018; Zbl 1417.60014) Full Text: DOI arXiv
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
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
Chen, Yang; Wang, Le; Wang, Yuebao Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models. (English) Zbl 1266.91032 J. Math. Anal. Appl. 401, No. 1, 114-129 (2013). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 91B30 91B74 PDFBibTeX XMLCite \textit{Y. Chen} et al., J. Math. Anal. Appl. 401, No. 1, 114--129 (2013; Zbl 1266.91032) Full Text: DOI
Liu, Xijun; Gao, Qingwu; Wang, Yuebao A note on a dependent risk model with constant interest rate. (English) Zbl 1242.91094 Stat. Probab. Lett. 82, No. 4, 707-712 (2012). MSC: 91B30 62P05 62E10 60F05 PDFBibTeX XMLCite \textit{X. Liu} et al., Stat. Probab. Lett. 82, No. 4, 707--712 (2012; Zbl 1242.91094) 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; 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
Gao, Qingwu; Wang, Yuebao Randomly weighted sums with dominated varying-tailed increments and application to risk theory. (English) Zbl 1294.60067 J. Korean Stat. Soc. 39, No. 3, 305-314 (2010). MSC: 60G50 60F10 60G70 62E20 62P05 91B30 PDFBibTeX XMLCite \textit{Q. Gao} and \textit{Y. Wang}, J. Korean Stat. Soc. 39, No. 3, 305--314 (2010; Zbl 1294.60067) 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
Cheng, Dongya; Wang, Yuebao Asymptotics for the density of the supremum of a certain kind of random walks. (Chinese. English summary) Zbl 1212.60080 Acta Math. Sci., Ser. A, Chin. Ed. 29, No. 5, 1206-1212 (2009). MSC: 60G50 PDFBibTeX XMLCite \textit{D. Cheng} and \textit{Y. Wang}, Acta Math. Sci., Ser. A, Chin. Ed. 29, No. 5, 1206--1212 (2009; Zbl 1212.60080)
Cheng, Dongya; Wang, Yuebao Tail asymptotics and local asymptotics for the supremum of a random walk with an infinite mean. (Chinese. English summary) Zbl 1212.60079 Chin. Ann. Math., Ser. A 30, No. 5, 705-716 (2009). MSC: 60G50 PDFBibTeX XMLCite \textit{D. Cheng} and \textit{Y. Wang}, Chin. Ann. Math., Ser. A 30, No. 5, 705--716 (2009; Zbl 1212.60079)
Chen, Guochun; Wang, Yuebao; Cheng, Fengyang The uniform local asymptotics of the overshoot of a random walk with heavy-tailed increments. (English) Zbl 1172.60013 Stoch. Models 25, No. 3, 508-521 (2009). MSC: 60G50 60K05 60E05 PDFBibTeX XMLCite \textit{G. Chen} et al., Stoch. Models 25, No. 3, 508--521 (2009; Zbl 1172.60013) 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
Yan, Jigao; Wang, Yuebao; Cheng, Fengyang Precise asymptotics for order statistics of a non-random sample and a random sample. (Chinese. English summary) Zbl 1091.60506 J. Syst. Sci. Math. Sci. 26, No. 2, 237-244 (2006). MSC: 60F15 60G50 PDFBibTeX XMLCite \textit{J. Yan} et al., J. Syst. Sci. Math. Sci. 26, No. 2, 237--244 (2006; Zbl 1091.60506)
Cheng, Fengyang; Wang, Yuebao Precise asymptotics of partial sums for i.i.d. and NA sequences. (Chinese. English summary) Zbl 1118.60306 Acta Math. Sin. 47, No. 5, 965-972 (2004). MSC: 60F15 60E15 60F05 60G50 PDFBibTeX XMLCite \textit{F. Cheng} and \textit{Y. Wang}, Acta Math. Sin. 47, No. 5, 965--972 (2004; Zbl 1118.60306)
Wang, Yuebao; Yang, Yang A general law of precise asymptotics for the counting process of record times. (English) Zbl 1031.60037 J. Math. Anal. Appl. 286, No. 2, 753-764 (2003). Reviewer: Aurel Spătaru (Bucureşti) MSC: 60G50 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{Y. Yang}, J. Math. Anal. Appl. 286, No. 2, 753--764 (2003; Zbl 1031.60037) Full Text: DOI