313 citations to https://www.mathnet.ru/rus/tvp422
  1. Fengyang Cheng, Dongya Cheng, “Randomly weighted sums of dependent subexponential random variables with applications to risk theory”, Scandinavian Actuarial Journal, 2018:3 (2018), 191  crossref
  2. Hui Xu, Fengyang Cheng, Yuebao Wang, Dongya Cheng, “A necessary and sufficient condition for the subexponentiality of the product convolution”, Adv. Appl. Probab., 50:01 (2018), 57  crossref
  3. Dimitrios G. Konstantinides, “Dimitrios G. Konstantinides”, Quantitative Finance and Economics, 2:3 (2018), 717  crossref
  4. Eglė Jaunė, Olena Ragulina, Jonas Šiaulys, “Expectation of the truncated randomly weighted sums with dominatedly varying summands”, Lith Math J, 58:4 (2018), 421  crossref
  5. Yuebao Wang, Hui Xu, Dongya Cheng, Changjun Yu, “The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands”, Stat Papers, 59:1 (2018), 99  crossref
  6. Pavel Krupskii, Marc G. Genton, “Linear factor copula models and their properties”, Scandinavian J Statistics, 45:4 (2018), 861  crossref
  7. Thomas Rafferty, Paul Chleboun, Stefan Grosskinsky, “Monotonicity and condensation in homogeneous stochastic particle systems”, Ann. Inst. H. Poincaré Probab. Statist., 54:2 (2018)  crossref
  8. Kaiyong Wang, Miaomiao Gao, Yang Yang, Yang Chen, “Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks*”, Lith Math J, 58:1 (2018), 113  crossref
  9. Ewa Damek, Piotr Dyszewski, “Iterated random functions and regularly varying tails”, Journal of Difference Equations and Applications, 24:9 (2018), 1503  crossref
  10. Dmitri Finkelshtein, Pasha Tkachov, “Kesten's bound for subexponential densities on the real line and its multi-dimensional analogues”, Adv. Appl. Probab., 50:2 (2018), 373  crossref
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