most citedThe product of dependent random variables with applications to a discrete-time risk model

1 citations · 1 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2017

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…

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…