程东亚

发布时间:2020-10-17浏览次数:1783

[25] Wang, Y. and Cheng, D. *, 2020. Elementary renewal theorems for widely orthant dependent random variables. Communications in Statistics: Theory and Methods, to appear.


[24] Cheng,D. and Yu, C. *, 2020. Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times. Communications in Statistics: Theory and Methods, to appear.


[23] Cheng,D. and Yu, C. *, 2019. Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strong subexponential claims. Stochastics91(5), 643-656.


[22] Yu, C. and Cheng, D.*2019. Asymptotic behavior for sums of non-identically distributed random variables. Applied Mathematics-A Journal of Chinese Universities, 34(1), 45-54.


[21] Cheng, F. and Cheng, D. *, 2018. Randomly weighted sums of dependent subexponential random variables with applications to risk theory. Scandinavian Actuarial Journal2018(3), 191-202.


[20].Wang, Y., Xu, H., Cheng, D. and Yu, C., 2018. The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands. Statistical Papers59(1), 99-126.


[19]Xu, H., Cheng, F., Wang, Y. and Cheng, D., 2017. A necessary and sufficient condition for the subexponentiality of the product convolution. Advances in Applied Probability50(1), 57-73.


[18] Cheng,D. and Yu, C. *, 2017. Asymptotics for the ruin probabilities of a two-dimensional renewal risk model. Dynamic Systems and Applications, 26(1),517-534.


[17] Yu, C. and Cheng, D.*2017. Randomly weighted sums of linearly wide quadrant dependent random variables with heavy tails. Communications in Statistics: Theory and Methods, 46(2), 591-601.


[16] Cheng, D., Zhang, W. and Wang, Y., 2016.On the strong convergence of weighted sums of widely dependent random variables. Communications in Statistics : Theory and Methods, 45(21), 6447-6460.


[15] Yu, C. and Cheng, D.*2016. The influence on the asymptotics of the random walks caused by the variation of the increments. Italian Journal of Pure and Applied Mathematics, 36, 195-202. (EI)


[14] Chen, W., Wang, Y. and Cheng, D., 2016.An inequality of widely dependent random variables and its applications. Lithuanian Mathematical Journal, 56( 1), 16–31.


[13] Yu, C. and Cheng, D.*2015. Tail behavior of the supremum of a random walk with heavy-tailed increments and perturbation. International Journal of Pure and Applied Mathematics, 101(2), 223-232.


[12] Yu, C., Wang, Y. and Cheng,D.2015. Tail behavior of the sums of dependent and heavy-tailed random variables. Journal of the Korean Statistical Society, 44(1), 12-27.

[11] Yang, Y., Zhang, Z., Jiang, T. and Cheng, D., 2015. Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return. Journal of Computational and Applied Mathematics287, 32-43.


[10] Cheng, D., 2014. Randomly weighted sums of dependent random variables with dominated variation.Journal of Mathematical Analysis and Applications, 420(2), 1617-1633.


[9] He, W., Cheng, D. and Wang, Y., 2013.  Asymptotic lower bounds of precise large deviations with nonnegative dependent random variables. Statistics and Probability Letters, 83(1), 331–338.


[8] Cheng, D. and Wang, Y., 2012. Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables. Lithuanian Mathematical Journal, 52, 29-39.


[7] Cheng, D., Ni, F., Pakes, A. G. and Wang, Y., 2012. Some properties of the exponential distribution class with applications to risk theory. Journal of the Korean Statistical Society41(4), 515-527.


[6] Wang, Y. and Cheng, D., 2011. Basic renewal theorems for random walks with widely dependent increments. Journal of Mathematical Analysis and Applications, 384(2), 597-606.


[5] Cheng, D. and Wang, Y., 2009.Tail asymptotics and local asymptotics for the supremum of a random walk with an infinite mean,Chinese Annals of Mathematics, Series A, 30A(5), 705-716.


[4] Cheng, D. and Wang, Y., 2009.Asymptotics for the density of the supremum of a certain kind of random walks.Acta Mathematic Scientia, Series A, 29A(5), 1206-1212.


[3] Wang, Y., Yang, Y., Wang, K. and Cheng, D., 2007. Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications. Insurance: Mathematics and Economics40(2), 256-266.


[2]Wang, Y., Wang K. and Cheng D., 2006. Precise large deviationsfor sums of negatively associated random variables with common dominatedly varying tails. Acta Mathematic Scientia, Series B, 22(6), 1725-1734.


[1] Wang, Y., Cheng, D. and Wang, K., 2005. The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process. Journal of Applied Probability42(4), 1194-1203.