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Article
Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times
This paper establishes some asymptotic formulas for the infinite-time ruin probabilities of two kinds of dependent risk models. One risk model considers the claim sizes as a modulated process, and the other de...
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Article
Randomly weighted sums with dominated varying-tailed increments and application to risk theory
This paper achieves some weakly asymptotic formulas of the tail probability of randomly weighted sums Σni 1 ΘiXi and their maxima, where {Xii ≥ 1} are bivariate upper tail independent random variables with common...
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Article
Equivalent Conditions of Asymptotics for the Density of the Supremum of a Random Walk in the Intermediate Case
This paper obtains some equivalent conditions about the asymptotics for the density of the supremum of a random walk with light-tailed increments in the intermediate case. To do this, the paper first corrects ...
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Article
Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times
In 2007, Chen and Ng investigated infinite-time ruin probability with constant interest force and negatively quadrant dependent and extended regularly varying-tailed claims. Following this work, the authors ob...
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Article
Hazard function and characterizations on distribution tails of nonnegative random variables
Some equivalent conditions on the classes of lighted-tailed and heavily heavy-tailed and lightly heavy-tailed d. f. s are introduced. The limit behavior of
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Article
Equivalent conditions of complete convergence for m-dimensional products of iid random variables and application to strong law of large numbers
Under very weak condition 0 × r(f) ↑ ∞, t→ ∞, we obtain a series of equivalent conditions of complete convergence for maxima of m-dimensional products of iid random variables, which provide a useful tool for r...
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Article
Equivalent conditions of complete convergence for independent weighted sums
For a very general weight function, the equivalent conditions of complete convergence for weighted sums of independent but not necessary identically distributed random variables are given. The previous situati...
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Article
Strong stability of generalized Jamison’s weighted sums of NA sequences
The a. s. convergence of NA series as the point of departure is studied.
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Article
Moment inequalities and weak convergence for negatively associated sequences
A probability inequality for Sn and somepth moment (p⩾2) inequalities for |Sn| and max 1⩽k⩽n | Sk| are established. Here Sn is the partial sum of a negatively associated sequence. Based on these inequalities, a w...
