Showing math.PRShow all
3 papers · 1 filter
math.PR2025
On the random-time and finite-time ruin probability for widely dependent claim sizes and inter-arrival times
Yang Chen, Zhaolei Cui, Yuebao Wang
Using the results of precise large deviation and renewal theory for widely dependent random variables, this paper obtains the asymptotic estimation of the random-time ruin probabil…
math.PR2024
Precise large deviations of some risk objectives related to the net loss process in two nonstandard risk models
Yang Chen, Zhaolei Cui, Yuebao Wang
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 asymptoti…
math.PR2024
A Breiman's theorem for conditional dependent random vector and its applications to risk theory
Zhaolei Cui, Yuebao Wang
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 and its…