7 citations · 17 across the 17 of their papers we have counts for
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math.PR2017
Asymptotics of convolution with the semi-regular-variation tail and its application to risk
Zhaolei Cui, Edward Omey, Wenyuan Wang +1
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…
math.PR2017
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…