Dongya Cheng

发表

On closedness under convolution roots related to an infinitely divisible distribution in the distribution class L(\gamma)

Changjun Yu, Hui Xu, Yuebao Wang, 2015, 1512.01792.

TAIL BEHAVIOR OF THE SUPREMUM OF A RANDOM WALK WITH HEAVY-TAILED INCREMENTS AND PERTURBATIONS

Changjun Yu, Dongya Cheng, 2015 .

Tail behavior of the sums of dependent and heavy-tailed random variables

Changjun Yu, Yuebao Wang, Dongya Cheng, 2015 .

Randomly weighted sums of dependent subexponential random variables with applications to risk theory

Dongya Cheng, Fengyang Cheng, 2018 .

Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims

Changjun Yu, Dongya Cheng, 2018, Stochastics.

The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands

Changjun Yu, Hui Xu, Yuebao Wang, 2014, 1406.3234.

THE INFLUENCE ON THE ASYMPTOTICS OF THE RANDOM WALKS CAUSED BY THE VARIATION OF THE INCREMENTS

Changjun Yu, Dongya Cheng, 2016 .

The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands

Hui Xu, Yuebao Wang, Dongya Cheng, 2016, Statistical Papers.

An inequality of widely dependent random variables and its applications*

Yuebao Wang, Dongya Cheng, Wei Chen, 2016, Lithuanian Mathematical Journal.

A necessary and sufficient condition for the subexponentiality of the product convolution

Hui Xu, Yuebao Wang, Dongya Cheng, 2017, Advances in Applied Probability.

A necessary and sufficient condition for the subexponentiality of product distribution

Hui Xu, Yuebao Wang, Dongya Cheng, 2016, 1605.02319.

Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims

Dongya Cheng, Jigao Yan, Bingjie Wang, 2021, Japan Journal of Industrial and Applied Mathematics.

Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations

Dongya Cheng, 2019 .

Basic renewal theorems for random walks with widely dependent increments

Yuebao Wang, Dongya Cheng, 2011 .

Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables

W. He, Yuebao Wang, Dongya Cheng, 2013 .