313 citations to https://www.mathnet.ru/rus/tvp422
  1. 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  crossref
  2. Bernackaite E., Siaulys J., “The finite-time ruin probability for an inhomogeneous renewal risk model”, J. Ind. Manag. Optim., 13:1 (2017), 207–222  crossref  mathscinet  isi
  3. J. A. A. Andrade, Edward Omey, “Bayesian robustness modelling using the O‐regularly varying distributions”, Statistica Neerlandica, 71:3 (2017), 168  crossref
  4. Wiley Series in Probability and Statistics, Reinsurance, 2017, 309  crossref
  5. 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  crossref
  6. 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  crossref
  7. 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  crossref
  8. Remigijus Leipus, Jonas Šiaulys, “On the random max-closure for heavy-tailed random variables”, Lith Math J, 57:2 (2017), 208  crossref
  9. 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  crossref  isi
  10. 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  crossref  mathscinet  zmath  isi  elib  scopus
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