Yuebao Wang

TL;DR: In this article, an asymptotically equivalent formula for the finite-time ruin probability of a nonstandard risk model with a constant interest rate, in which both claim sizes and inter-arrival times follow a certain dependence structure, was given.

TL;DR: In this article, the authors investigated the impact of a dependence structure between X and Y on the tail behavior of their product Z = X. When X has a regularly varying tail, they established an asymptotic formula, which extends Breiman's theorem.

TL;DR: For a dependent risk model with constant interest rate, in which the claim sizes form a sequence of upper tail asymptotically independent and identically distributed random variables, and their inter-arrival times are another sequence of widely lower orthant dependent as discussed by the authors.

TL;DR: In this article, the authors derived some basic renewal theorems for random walks with widely dependent increments, which contain some common negatively dependent random variables (rvs), some positively dependent rvs and some others.

TL;DR: In this paper, uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional renewal risk models with constant interest forces and diffusion generated by Brownian motions were derived.