5 papers
Precise large deviations of sums of widely dependent random variables and its applications
Zhaolei Cui, Yuebao Wang
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 distribut…
On the long tail property of product convolution
Zhaolei Cui, Guancheng Jiang, Yuebao Wang
Let and be two independent random variables with corresponding distributions and supported on . The distribution of the product , which is called th…
On the almost decrease of a subexponential density
Tao Jiang, Yuebao Wang, Zhaolei Cui
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 supp…
Dividend and Capital Injection Optimization with Transaction Cost for Spectrally Negative Lévy Risk Processes
Wenyuan Wang, Yuebao Wang, Xueyuan Wu
For an insurance company with reserve modeled by the spectrally negative Lévy process, we study the optimal impulse dividend maximizing the expected accumulated net dividend paymen…
The uniform local asymptotics of the total net loss process in a new time-dependent bidimensional renewal model
Tao Jiang, Yuebao Wang, Hui Xu
In this paper, we consider a bidimensional renewal risk model with constant force of interest, in which the claim size vector with certain local subexponential marginal distributio…