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20152017
most citedThe product of dependent random variables with applications to a discrete-time risk model

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

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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…