1 citations · 1 across the 4 of their papers we have counts for
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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…
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…