Zobrazeno 1 - 10
of 149
pro vyhledávání: '"Cui, Zhaolei"'
Autor:
Cui, Zhaolei, Wang, Yuebao
In this paper, we give a Breiman's theorem for conditional dependent random vector, where one component has a regularly-varying-tailed distribution with the index $\alpha\ge0$ and its slowly varying function satisfies a relaxed condition, while the o
Externí odkaz:
http://arxiv.org/abs/2404.17404
For two nonstandard renewal risk models, we investigate the precise large deviations of the finite-time ruin probability and a random sum of the net-loss process, and the asymptotics of the random-time ruin probability. Notably, in one of these model
Externí odkaz:
http://arxiv.org/abs/2305.00476
Autor:
Cui, Zhaolei, Wang, Yuebao
In this paper, we obtain some results on precise large deviations for non-random and random sums of widely dependent random variables with common dominatedly varying tail distribution or consistently varying tail distribution on $(-\infty,\infty)$. T
Externí odkaz:
http://arxiv.org/abs/2106.06188
Let $X$ and $Y$ be two independent random variables with corresponding distributions $F$ and $G$ supported on $[0,\infty)$. The distribution of the product $XY$, which is called the product convolution of $F$ and $G$, is denoted by $H$. In this paper
Externí odkaz:
http://arxiv.org/abs/1901.01399
Akademický článek
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Akademický článek
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For a subexponential density, so far, there has been no positive conclusion or counter example to show whether it is almost decreasing. In this paper, a subexponential density supported on $\mathbb{R}^+\cup\{0\}$ without the almost decrease is constr
Externí odkaz:
http://arxiv.org/abs/1808.06433
In this paper, according to a certain criterion, we divide the exponential distribution class into three subclasses. One of them is closely related to the regular-variation-tailed distribution class, so it is called the semi-regular-variation-tailed
Externí odkaz:
http://arxiv.org/abs/1712.01459
In this paper, we give some conditions, under which, if an infinitely divisible distribution supported on $[0,\infty)$ belongs to the intersection of exponential distribution class $\mathcal{L}(\gamma)$ for some $\gamma\ge0$ and generalised subexpone
Externí odkaz:
http://arxiv.org/abs/1609.00912
Autor:
Cui, Zhaolei, Chen, Yansong, Hu, Minhua, Lin, Yingfeng, Zhang, Shuyu, Kong, Lingying, Chen, Yan
Publikováno v:
In Clinica Chimica Acta April 2020 503:203-209