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20142026
most citedOn the structure of a class of distributions obeying the principle of a single big jump

7 citations · 13 across the 12 of their papers we have counts for

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Showing 2016Show all

3 papers · 1 filter

math.PR2016★ 2 cited

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…

math.PR2016★ 1 cited

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…

math.PR2016

A necessary and sufficient condition for the subexponentiality of product distribution

Hui Xu, Fengyang Cheng, Yuebao Wang +1

Let X and Y be two independent and nonnegative random variables with corresponding distributions F and G. Denote by H the distribution of the product XY , called the product convol…