313 citations to https://www.mathnet.ru/rus/tvp422
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Zhaolei Cui, Edward Omey, Wenyuan Wang, Yuebao Wang, “Asymptotics of convolution with the semi-regular-variation tail and its application to risk”, Extremes, 21:4 (2018), 509
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Bernackaite E., Siaulys J., “The finite-time ruin probability for an inhomogeneous renewal risk model”, J. Ind. Manag. Optim., 13:1 (2017), 207–222
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J. A. A. Andrade, Edward Omey, “Bayesian robustness modelling using the O‐regularly varying distributions”, Statistica Neerlandica, 71:3 (2017), 168
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Wiley Series in Probability and Statistics, Reinsurance, 2017, 309
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Ieva Marija Andrulytė, Martynas Manstavičius, Jonas Šiaulys, “Randomly stopped maximum and maximum of sums with consistently varying distributions”, Modern Stoch. Theory Appl., 4:1 (2017), 65
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Ting Zhang, Xi-Nian Fang, Jie Liu, Yang Yang, “Asymptotics for the partial sum and its maximum of dependent random variables*”, Lith Math J, 57:1 (2017), 142
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Xijun Liu, Changjun Yu, Qingwu Gao, “Precise large deviations of aggregate claim amount in a dependent renewal risk model”, Communications in Statistics - Theory and Methods, 46:5 (2017), 2354
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Remigijus Leipus, Jonas Šiaulys, “On the random max-closure for heavy-tailed random variables”, Lith Math J, 57:2 (2017), 208
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Cui Zh., Wang Yu., Wang K., “the Uniform Local Asymptotics For a Levy Process and Its Overshoot and Undershoot”, Commun. Stat.-Theory Methods, 45:4 (2016), 1156–1181
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Liu X., Gao Q., Guo E., “Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model”, Commun. Stat.-Theory Methods, 45:20 (2016), 6045–6060