| Publication | Date of Publication | Type |
|---|
| Complete moment convergence for ND random variables under the sub-linear expectations | 2023-10-25 | Paper |
| Convergence of asymptotically almost negatively associated random variables with random coefficients | 2023-06-27 | Paper |
| Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims | 2022-08-26 | Paper |
| Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments | 2022-06-30 | Paper |
| Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables | 2022-05-30 | Paper |
| Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity | 2022-05-27 | Paper |
| Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations | 2022-05-25 | Paper |
| Tail asymptotic of discounted aggregate claims with compound dependence under risky investment | 2022-05-23 | Paper |
| Complete convergence for weighted sums of negatively dependent random variables under the sub-linear expectations | 2022-05-23 | Paper |
| Ruin probability of renewal risk model with stochastic investment returns and one-sided linear time-dependent claims | 2022-03-21 | Paper |
| Pricing vulnerable European options under a two-sided jump model via Laplace transforms | 2021-12-17 | Paper |
| Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns | 2021-12-15 | Paper |
| Complete convergence and complete moment convergence for arrays of rowwise negatively superadditive dependent random variables | 2021-10-01 | Paper |
| The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks | 2021-10-01 | Paper |
| Pricing vulnerable options with correlated jump-diffusion processes depending on various states of the economy | 2021-07-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4998091 | 2021-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3306301 | 2020-08-12 | Paper |
| A note on the rate of strong convergence for weighted sums of arrays of rowwise negatively orthant dependent random variables | 2019-08-23 | Paper |
| Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return | 2019-06-20 | Paper |
| Complete and complete moment convergence for weighted sums of ρ̃-mixing random variables | 2018-06-13 | Paper |
| The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks | 2018-06-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4640679 | 2018-05-25 | Paper |
| Moderate deviations for the random weighted sums of END random variables with consistently varying tails | 2017-12-15 | Paper |
| On the strong convergence for weighted sums of negatively superadditive dependent random variables | 2017-11-14 | Paper |
| Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns | 2017-06-23 | Paper |
| Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns | 2017-06-15 | Paper |
| Infinite-time ruin probability of a renewal risk model with exponential Lévy process investment and dependent claims and inter-arrival times | 2017-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2951487 | 2017-01-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2990924 | 2016-08-10 | Paper |
| The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks | 2016-07-29 | Paper |
| \(L^r\) convergence for \(B\)-valued random elements | 2016-04-07 | Paper |
| Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims | 2016-03-30 | Paper |
| An almost sure central limit theorem for self-normalized weighted sums of the φ mixing random variables | 2016-03-08 | Paper |
| Almost sure central limit theorem for products of sums of partial sums | 2016-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5257363 | 2015-06-29 | Paper |
| Further Study on the Marcinkiewicz Strong Laws for Linear Statistics of ρ*-Mixing Sequences of Random Variables | 2015-04-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2928354 | 2014-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2928359 | 2014-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2923813 | 2014-11-03 | Paper |
| Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims | 2014-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5405401 | 2014-04-02 | Paper |
| A risky asset model based on Lévy processes and asymptotically self-similar activity time processes with long-range dependence | 2014-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5398753 | 2014-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5399112 | 2014-02-28 | Paper |
| A note on the strong limit theorem for weighted sums of sequences of negatively dependent random variables | 2013-12-11 | Paper |
| A note on the complete convergence for sequences of pairwise NQD random variables | 2013-08-13 | Paper |
| Color Face Recognition Using Quaternion Representation of Color Image | 2013-06-20 | Paper |
| Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims | 2013-04-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4901543 | 2013-01-24 | Paper |
| Convergence properties for arrays of rowwise pairwise negatively quadrant dependent random variables. | 2013-01-02 | Paper |
| An Inverse Gamma Activity Time Process with Noninteger Parameters and a Self-Similar Limit | 2012-07-08 | Paper |
| The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process | 2012-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3016736 | 2011-07-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3052363 | 2010-11-05 | Paper |
| Complete moment convergence for sequence of identically distributed \(\varphi \)-mixing random variables | 2010-04-23 | Paper |
| Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims | 2009-05-06 | Paper |
| Convergence rates for probabilities of moderate deviations for moving average processes | 2008-09-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3513880 | 2008-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5386395 | 2008-05-14 | Paper |
| Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate | 2008-03-31 | Paper |
| The supremum of random walk with negatively associated and heavy-tailed steps | 2008-01-21 | Paper |
| A note on asymptotic behavior for negative drift random walk with dependent heavy-tailed steps and its application to risk theory | 2007-12-07 | Paper |
| Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory | 2007-05-29 | Paper |
| The asymptotic distributions of sums of record values for distributions with lognormal-type tails | 2006-09-22 | Paper |
| Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation | 2006-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3371914 | 2006-02-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5697829 | 2005-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5461910 | 2005-07-27 | Paper |
| Maxima of sums and random sums for negatively associated random variables with heavy tails | 2005-04-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3148118 | 2002-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3819761 | 1988-01-01 | Paper |
