Randomly weighted sums of dependent subexponential random variables with applications to risk theory. Zbl 1396.62021
Cheng, Fengyang; Cheng, Dongya |
|
2018
|
The strong law of large numbers and the law of the iterated logarithm for product sums of NA and AANA random variables. Zbl 1061.60031
Wang, Yuebao; Yan, Jigao; Cheng, Fengyang; Su, Chue |
|
2003
|
Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands. Zbl 1373.60036
Zhang, Yanfang; Cheng, Fengyang |
|
2017
|
The uniform local asymptotics of the overshoot of a random walk with heavy-tailed increments. Zbl 1172.60013
Chen, Guochun; Wang, Yuebao; Cheng, Fengyang |
|
2009
|
Tail behavior of random sums of negatively associated increments. Zbl 1207.60036
Zhang, Jian; Cheng, Fengyang; Wang, Yuebao |
|
2011
|
A necessary and sufficient condition for the subexponentiality of the product convolution. Zbl 1443.60018
Xu, Hui; Cheng, Fengyang; Wang, Yuebao; Cheng, Dongya |
|
2018
|
The dominant relations and their applications on some subclasses of heavy-tailed distributions. Zbl 1166.60306
Wang, Yuebao; Cheng, Fengyang; Yang, Yang |
|
2005
|
On the strong stability for Jamison type weighted product sums of pairwise NQD series with different distribution. Zbl 0993.60031
Wang, Yuebao; Yan, Jigao; Cheng, Fengyang; Cai, Xinzhong |
|
2001
|
Strategic interactions in service supply chain with horizontal competition. Zbl 1304.90024
Tang, X. T.; Fang, S. J.; Cheng, F. |
|
2014
|
Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands. Zbl 1290.60014
Cheng, Fengyang; Li, Na |
|
2014
|
Precise asymptotics of partial sums for i.i.d. and NA sequences. Zbl 1118.60306
Cheng, Fengyang; Wang, Yuebao |
|
2004
|
Complete convergence for weighted sums of arrays of B-valued random variables. Zbl 1063.60003
Cheng, Fengyang; Wang, Yuebao |
|
2004
|
Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims. Zbl 1475.62249
Cheng, Fengyang; Cheng, Dongya; Chen, Zhangting |
|
2021
|
Precise asymptotics for order statistics of a non-random sample and a random sample. Zbl 1091.60506
Yan, Jigao; Wang, Yuebao; Cheng, Fengyang |
|
2006
|
A remark on the precise asymptotics in the Baum-Katz laws of large numbers. Zbl 1137.60316
Cheng, Feng-Yang; Wang, Yue-Bao |
|
2006
|
The product distribution of dependent random variables with applications to a discrete-time risk model. Zbl 07539715
Chen, Jikun; Xu, Hui; Cheng, Fengyang |
|
2019
|
Local precise large and moderate deviations for sums of independent random variables. Zbl 1351.60028
Cheng, Fengyang; Li, Minghua |
|
2016
|
The complete convergence of weighted product sums for NA sequences. Zbl 1019.60030
Cheng, Fengyang; Wang, Yuebao; Yan, Jigao; Cai, Xinzhong |
|
2002
|
Tail probability of a random sum with a heavy-tailed random number and dependent summands. Zbl 06479719
Cheng, Fengyang |
|
2015
|
Complete convergence for weighted sums of arrays of NA random variables. Zbl 1103.60309
Cheng, Fengyang; Wang, Yuebao |
|
2005
|
Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims. Zbl 1475.62249
Cheng, Fengyang; Cheng, Dongya; Chen, Zhangting |
|
2021
|
The product distribution of dependent random variables with applications to a discrete-time risk model. Zbl 07539715
Chen, Jikun; Xu, Hui; Cheng, Fengyang |
|
2019
|
Randomly weighted sums of dependent subexponential random variables with applications to risk theory. Zbl 1396.62021
Cheng, Fengyang; Cheng, Dongya |
|
2018
|
A necessary and sufficient condition for the subexponentiality of the product convolution. Zbl 1443.60018
Xu, Hui; Cheng, Fengyang; Wang, Yuebao; Cheng, Dongya |
|
2018
|
Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands. Zbl 1373.60036
Zhang, Yanfang; Cheng, Fengyang |
|
2017
|
Local precise large and moderate deviations for sums of independent random variables. Zbl 1351.60028
Cheng, Fengyang; Li, Minghua |
|
2016
|
Tail probability of a random sum with a heavy-tailed random number and dependent summands. Zbl 06479719
Cheng, Fengyang |
|
2015
|
Strategic interactions in service supply chain with horizontal competition. Zbl 1304.90024
Tang, X. T.; Fang, S. J.; Cheng, F. |
|
2014
|
Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands. Zbl 1290.60014
Cheng, Fengyang; Li, Na |
|
2014
|
Tail behavior of random sums of negatively associated increments. Zbl 1207.60036
Zhang, Jian; Cheng, Fengyang; Wang, Yuebao |
|
2011
|
The uniform local asymptotics of the overshoot of a random walk with heavy-tailed increments. Zbl 1172.60013
Chen, Guochun; Wang, Yuebao; Cheng, Fengyang |
|
2009
|
Precise asymptotics for order statistics of a non-random sample and a random sample. Zbl 1091.60506
Yan, Jigao; Wang, Yuebao; Cheng, Fengyang |
|
2006
|
A remark on the precise asymptotics in the Baum-Katz laws of large numbers. Zbl 1137.60316
Cheng, Feng-Yang; Wang, Yue-Bao |
|
2006
|
The dominant relations and their applications on some subclasses of heavy-tailed distributions. Zbl 1166.60306
Wang, Yuebao; Cheng, Fengyang; Yang, Yang |
|
2005
|
Complete convergence for weighted sums of arrays of NA random variables. Zbl 1103.60309
Cheng, Fengyang; Wang, Yuebao |
|
2005
|
Precise asymptotics of partial sums for i.i.d. and NA sequences. Zbl 1118.60306
Cheng, Fengyang; Wang, Yuebao |
|
2004
|
Complete convergence for weighted sums of arrays of B-valued random variables. Zbl 1063.60003
Cheng, Fengyang; Wang, Yuebao |
|
2004
|
The strong law of large numbers and the law of the iterated logarithm for product sums of NA and AANA random variables. Zbl 1061.60031
Wang, Yuebao; Yan, Jigao; Cheng, Fengyang; Su, Chue |
|
2003
|
The complete convergence of weighted product sums for NA sequences. Zbl 1019.60030
Cheng, Fengyang; Wang, Yuebao; Yan, Jigao; Cai, Xinzhong |
|
2002
|
On the strong stability for Jamison type weighted product sums of pairwise NQD series with different distribution. Zbl 0993.60031
Wang, Yuebao; Yan, Jigao; Cheng, Fengyang; Cai, Xinzhong |
|
2001
|
