7 citations · 13 across the 12 of their papers we have counts for
12 papers
Asymptotics for a nonstandard risk model with multivariate subexponential claims and constant interest force
Dimitrios G. Konstantinides, Charalampos D. Passalidis, Hui Xu
In this paper, the asymptotic behavior of the entrance probability of discounted aggregate claims of a certain family of rare sets is studied, considering the finite and infinite t…
Cauchy, normal and correlations versus heavy tails
Hui Xu, Joel Cohen, Richard Davis +1
A surprising result of Pillai and Meng (2016) showed that a transformation of two iid centered normal random vectors, and $(Y_1,\ldot…
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…
The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims
Hui Xu, Fengyang Cheng
This paper obtains an asymptotic formula for the finite-time ruin probability of the compound nonhomogeneous Poisson risk model with a constant interest force, in which the claims…
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…
The product of dependent random variables with applications to a discrete-time risk model
Jikun Chen, Hui Xu, Fengyang Cheng
Let be a real valued random variable with an unbounded distribution and let be a nonnegative valued random variable with a unbounded distribution , which satisfy tha…