Yang, Yang; Liu, Shuang; Liu, Jie Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses. (English) Zbl 1524.62519 J. Ind. Manag. Optim. 19, No. 7, 5025-5044 (2023). MSC: 62P05 62E20 91B05 PDFBibTeX XMLCite \textit{Y. Yang} et al., J. Ind. Manag. Optim. 19, No. 7, 5025--5044 (2023; Zbl 1524.62519) Full Text: DOI
Li, Jinzhu Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims. (English) Zbl 1524.62512 J. Ind. Manag. Optim. 19, No. 6, 3840-3853 (2023). MSC: 62P05 60K10 62E20 91B05 PDFBibTeX XMLCite \textit{J. Li}, J. Ind. Manag. Optim. 19, No. 6, 3840--3853 (2023; Zbl 1524.62512) Full Text: DOI
Ling, Chengxiu; Liu, Jiajun Extremes for a general contagion risk measure. (English) Zbl 1505.91407 Eur. Actuar. J. 12, No. 2, 579-605 (2022). MSC: 91G45 91G70 60G70 PDFBibTeX XMLCite \textit{C. Ling} and \textit{J. Liu}, Eur. Actuar. J. 12, No. 2, 579--605 (2022; Zbl 1505.91407) 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
Giorgini, L. T.; Moon, W.; Wettlaufer, J. S. Analytical survival analysis of the Ornstein-Uhlenbeck process. (English) Zbl 1466.60161 J. Stat. Phys. 181, No. 6, 2404-2414 (2020). MSC: 60J60 35Q84 82C31 PDFBibTeX XMLCite \textit{L. T. Giorgini} et al., J. Stat. Phys. 181, No. 6, 2404--2414 (2020; Zbl 1466.60161) Full Text: DOI arXiv
Yang, Haizhong; Li, Jinzhu On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims. (English) Zbl 1427.62125 Stat. Probab. Lett. 149, 153-159 (2019). MSC: 62P05 91B05 60K10 PDFBibTeX XMLCite \textit{H. Yang} and \textit{J. Li}, Stat. Probab. Lett. 149, 153--159 (2019; Zbl 1427.62125) Full Text: DOI
Tang, Qihe; Tang, Zhaofeng; Yang, Yang Sharp asymptotics for large portfolio losses under extreme risks. (English) Zbl 1431.91370 Eur. J. Oper. Res. 276, No. 2, 710-722 (2019). MSC: 91G10 91G45 PDFBibTeX XMLCite \textit{Q. Tang} et al., Eur. J. Oper. Res. 276, No. 2, 710--722 (2019; Zbl 1431.91370) Full Text: DOI
Asimit, Alexandru V.; Li, Jinzhu Systemic risk: an asymptotic evaluation. (English) Zbl 1390.91157 ASTIN Bull. 48, No. 2, 673-698 (2018). MSC: 91B30 60G70 62P05 PDFBibTeX XMLCite \textit{A. V. Asimit} and \textit{J. Li}, ASTIN Bull. 48, No. 2, 673--698 (2018; Zbl 1390.91157) Full Text: DOI Link
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
Laub, Patrick J.; Asmussen, Søren; Jensen, Jens L.; Rojas-Nandayapa, Leonardo Approximating the Laplace transform of the sum of dependent lognormals. (English) Zbl 1426.60021 Adv. Appl. Probab. 48, No. A, 203-215 (2016). MSC: 60E10 44A10 65C05 PDFBibTeX XMLCite \textit{P. J. Laub} et al., Adv. Appl. Probab. 48, No. A, 203--215 (2016; Zbl 1426.60021) Full Text: DOI arXiv
Bignozzi, Valeria; Mao, Tiantian; Wang, Bin; Wang, Ruodu Diversification limit of quantiles under dependence uncertainty. (English) Zbl 1397.60059 Extremes 19, No. 2, 143-170 (2016). MSC: 60E99 60G70 62P05 91B30 91G10 PDFBibTeX XMLCite \textit{V. Bignozzi} et al., Extremes 19, No. 2, 143--170 (2016; Zbl 1397.60059) 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
Tang, Qihe; Yuan, Zhongyi Randomly weighted sums of subexponential random variables with application to capital allocation. (English) Zbl 1328.62089 Extremes 17, No. 3, 467-493 (2014). MSC: 62E20 60G70 91G50 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{Z. Yuan}, Extremes 17, No. 3, 467--493 (2014; Zbl 1328.62089) Full Text: DOI
Bouzebda, Salim; Keziou, Amor A semiparametric maximum likelihood ratio test for the change point in copula models. (English) Zbl 1486.62145 Stat. Methodol. 14, 39-61 (2013). MSC: 62H05 62F05 62E20 PDFBibTeX XMLCite \textit{S. Bouzebda} and \textit{A. Keziou}, Stat. Methodol. 14, 39--61 (2013; Zbl 1486.62145) Full Text: DOI
Vatamidou, E.; Adan, I. J. B. F.; Vlasiou, M.; Zwart, B. Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis. (English) Zbl 1304.60099 Insur. Math. Econ. 53, No. 2, 366-378 (2013). MSC: 60K10 91B30 60G70 PDFBibTeX XMLCite \textit{E. Vatamidou} et al., Insur. Math. Econ. 53, No. 2, 366--378 (2013; Zbl 1304.60099) Full Text: DOI arXiv
Tang, Qihe; Yang, Fan On the Haezendonck-Goovaerts risk measure for extreme risks. (English) Zbl 1239.91084 Insur. Math. Econ. 50, No. 1, 217-227 (2012). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 62E20 60G70 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{F. Yang}, Insur. Math. Econ. 50, No. 1, 217--227 (2012; Zbl 1239.91084) Full Text: DOI
Li, Jinzhu Asymptotics in a time-dependent renewal risk model with stochastic return. (English) Zbl 1230.91076 J. Math. Anal. Appl. 387, No. 2, 1009-1023 (2012). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{J. Li}, J. Math. Anal. Appl. 387, No. 2, 1009--1023 (2012; Zbl 1230.91076) 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