A PARTICULAR BIDIMENSIONAL TIME-DEPENDENT RENEWAL RISK MODEL WITH CONSTANT INTEREST RATES
Fu, Ke-Ang, Ni, Chang, Chen, Hao
Published in Probability in the engineering and informational sciences (01.04.2020)
Published in Probability in the engineering and informational sciences (01.04.2020)
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Journal Article
Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors
Fu, Ke-Ang, Li, Ting, Ni, Chang, He, Wenkai, Wu, Renshui
Published in Statistical papers (Berlin, Germany) (01.06.2021)
Published in Statistical papers (Berlin, Germany) (01.06.2021)
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Journal Article
On a two-dimensional risk model with time-dependent claim sizes and risky investments
Fu, Ke-Ang, Yu, Chenglong
Published in Journal of computational and applied mathematics (15.12.2018)
Published in Journal of computational and applied mathematics (15.12.2018)
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Journal Article