1 citations · 1 across the 4 of their papers we have counts for
4 papers
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…
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…
Precise local large deviations for random sums with applications
Qiuying Zhang, Fengyang Cheng
In this paper, we investigate the precise local large deviation probabilities for random sums of independent real-valued random variables with a common distribution , where $F(x…