Zobrazeno 1 - 10
of 39
pro vyhledávání: '"Dongya Cheng"'
Publikováno v:
Communications in Statistics - Theory and Methods. :1-16
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::91ed68bfa19597cb06cfa1cb0dca98ab
https://doi.org/10.1080/03610926.2022.2055072
https://doi.org/10.1080/03610926.2022.2055072
Publikováno v:
Communications in Statistics - Theory and Methods. :1-23
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::764ea2e05ad764f08c378d52d50d09a2
https://doi.org/10.1080/03610926.2022.2059681
https://doi.org/10.1080/03610926.2022.2059681
Publikováno v:
Lithuanian Mathematical Journal. 62:259-287
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6180e9f6e25af8508e07dae467491aa3
https://doi.org/10.1007/s10986-022-09558-9
https://doi.org/10.1007/s10986-022-09558-9
Publikováno v:
Filomat. 36:3641-3654
In this paper, we focus on a bidimensional risk model with heavy-tailed claims and geometric L?vy price processes, in which the two claim-number processes generated by the two kinds of business are not necessary to be identical and can be arbitrarily
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f5e59d399b60eb3d5e361980ecfb9d7c
https://doi.org/10.2298/fil2211641w
https://doi.org/10.2298/fil2211641w
Publikováno v:
Japan Journal of Industrial and Applied Mathematics. 39:177-194
The paper studies asymptotic infinite-time ruin probabilities for a bidimensional time-dependent risk model, in which two insurance companies divide between them both the premium income and the aggregate claims in different positive proportions (mode
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a166384bd3da3b5c258c81aeb1b6a4f8
https://doi.org/10.1007/s13160-021-00487-7
https://doi.org/10.1007/s13160-021-00487-7
Publikováno v:
Japan Journal of Industrial and Applied Mathematics. 38:947-963
Consider a generalized bidimensional continuous-time risk model with heavy-tailed claims and Brownian perturbations, in which the claim sizes from each line of business are dependent according to the dependence structure first proposed by [12] and la
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::51531f4d3f0cc1f9ca0fe33507d3c70b
https://doi.org/10.1007/s13160-021-00472-0
https://doi.org/10.1007/s13160-021-00472-0
Publikováno v:
Japan Journal of Industrial and Applied Mathematics. 37:657-675
This paper considers a bidimensional continuous-time renewal risk model, in which the two components of each pair of claim sizes are linked via the strongly asymptotic independence structure and the two claim-number processes from different lines of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1444cc357e7d128bd09a0c9518512d5c
https://doi.org/10.1007/s13160-020-00418-y
https://doi.org/10.1007/s13160-020-00418-y
Publikováno v:
Journal of Industrial & Management Optimization; Mar2023, Vol. 19 Issue 3, p2140-2155, 16p
Autor:
Changjun Yu, Dongya Cheng
Publikováno v:
Communications in Statistics - Theory and Methods. 49:1742-1760
This article mainly considers the uniform asymptotics for the finite-time ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims. In this model, the two claim-number pr...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ba75367a71bd6ea664a0f2f6ae871e1b
https://doi.org/10.1080/03610926.2019.1565782
https://doi.org/10.1080/03610926.2019.1565782
Autor:
Yuebao Wang, Dongya Cheng
Publikováno v:
Communications in Statistics - Theory and Methods. 49:3352-3374
On the basis of Wang and Cheng (J. Math. Anal. Appl. 384 (2011) 597–606), this paper further investigates elementary renewal theorems for counting processes generated by random walks with widely or...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f161c20c98f0f3d20af406c590a4ff61
https://doi.org/10.1080/03610926.2019.1586947
https://doi.org/10.1080/03610926.2019.1586947