7 citations · 9 across the 9 of their papers we have counts for
9 papers
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…
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 s…
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…
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…
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…
Some positive conclusions related to the Embrechts-Goldie' conjecture
Yuebao Wang, Zhaolei Cui, Hui Xu
In this paper, we give some conditions, under which, if an infinitely divisible distribution supported on belongs to the intersection of exponential distribution class…
On the structure of a class of distributions obeying the principle of a single big jump
Hui Xu, Michael Scheutzow, Yuebao Wang +1
In this paper, we present several heavy-tailed distributions belonging to the new class J of distributions obeying the principle of a single big jump introduced by Beck et al. [1].…