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
Bai, Xiaodong; Song, Lixin; Wang, Yuebao Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate. (English) Zbl 1334.62178 Commun. Stat., Theory Methods 44, No. 14, 2976-2983 (2015). MSC: 62P05 62E20 91B30 60K10 PDFBibTeX XMLCite \textit{X. Bai} et al., Commun. Stat., Theory Methods 44, No. 14, 2976--2983 (2015; Zbl 1334.62178) Full Text: DOI
Yu, Changjun; Wang, Yuebao Tail behavior of supremum of a random walk when Cramér’s condition fails. (English) Zbl 1322.60053 Front. Math. China 9, No. 2, 431-453 (2014). MSC: 60G50 60F99 60K05 60E05 91B30 PDFBibTeX XMLCite \textit{C. Yu} and \textit{Y. Wang}, Front. Math. China 9, No. 2, 431--453 (2014; Zbl 1322.60053) 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
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
Cheng, Dongya; Ni, Fenglian; Pakes, Anthony G.; Wang, Yuebao Some properties of the exponential distribution class with applications to risk theory. (English) Zbl 1296.60035 J. Korean Stat. Soc. 41, No. 4, 515-527 (2012). MSC: 60E07 62P05 91B30 PDFBibTeX XMLCite \textit{D. Cheng} et al., J. Korean Stat. Soc. 41, No. 4, 515--527 (2012; Zbl 1296.60035) Full Text: DOI
Zhou, Min; Wang, Kai-yong; Wang, Yue-bao Estimates for the finite-time ruin probability with insurance and financial risks. (English) Zbl 1252.62107 Acta Math. Appl. Sin., Engl. Ser. 28, No. 4, 795-806 (2012). MSC: 62P05 91B30 62E15 PDFBibTeX XMLCite \textit{M. Zhou} et al., Acta Math. Appl. Sin., Engl. Ser. 28, No. 4, 795--806 (2012; Zbl 1252.62107) 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
Dong, Yinghua; Wang, Yuebao Uniform estimates for ruin probabilities in the renewal risk model with upper-tail independent claims and premiums. (English) Zbl 1231.91178 J. Ind. Manag. Optim. 7, No. 4, 849-874 (2011). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 60G70 60K10 PDFBibTeX XMLCite \textit{Y. Dong} and \textit{Y. Wang}, J. Ind. Manag. Optim. 7, No. 4, 849--874 (2011; Zbl 1231.91178) 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, Yuebao; Gao, Qingwu; Wang, Kaiyong; Liu, Xijun Random time ruin probability for the renewal risk model with heavy-tailed claims. (English) Zbl 1183.62185 J. Ind. Manag. Optim. 5, No. 4, 719-736 (2009). MSC: 62P05 62E20 91B30 60K10 PDFBibTeX XMLCite \textit{Y. Wang} et al., J. Ind. Manag. Optim. 5, No. 4, 719--736 (2009; Zbl 1183.62185) Full Text: DOI
Yang, Y.; Wang, Y.; Leipus, R.; Šiaulys, J. Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications. (English) Zbl 1180.91170 Lith. Math. J. 49, No. 3, 337-352 (2009). MSC: 91B30 62P05 62E20 PDFBibTeX XMLCite \textit{Y. Yang} et al., Lith. Math. J. 49, No. 3, 337--352 (2009; Zbl 1180.91170) Full Text: DOI
Wang, Yuebao; Wang, Kaiyong Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case. (English) Zbl 1166.60027 J. Theor. Probab. 22, No. 2, 281-293 (2009). MSC: 60G50 60E07 60F99 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{K. Wang}, J. Theor. Probab. 22, No. 2, 281--293 (2009; Zbl 1166.60027) Full Text: DOI