Paper Publications

• [16] Parsimonious mean-covariance modeling for longitudinal data with ARMA errors, Journal of Systems Science and Complexity--English Series, 2019, 32: 1675-1692
• [17] Second-Order Asymptotics of the Risk Concentration of a Portfolio with Deflated Risks, Mathematical Problems in Engineering, 2018, 2018: 1-12
• [18] The Superiorities of Bayes Linear unbiased Estimator in Multivariate Linear Models, Acta Mathematicae Applicatae Sinica, 2012, 28(2): 383-394
• [19] The Superiorities of Bayes Linear Unbiased Estimation in Partitioned Linear model, Journal of Systems Science and Complexity--English Series, 2011, 24(24): 945-954
• [20] Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation, Journal of Mathematical Analysis and Applications, 2011, 376(1): 365-372
• [21] Limiting Theorems for the Nodes in Binary Search Trees, SCIENCE CHINA Mathematics, 2008, 51(1): 101-114
• [22] A wide class of heavy-ailed distributions and its applications, Frontiers of Mathematics in China, 2007, 2(2): 257-286
• [23] Asymptotic Tail Probability of Randomly Weighted Sum of Dependent Heavy-Tailed Random Variables, Asia-Pacific Journal of Risk and Insurance, 2010, 4(2): 1-11
• [24] A uniform asymptotic estimate for ruin probability of a discrete-time risk model with subexponential innovations, 中国科学技术大学学报, 2017, 47(11): 885-893
• [25] 带有Sarmanov相依结构正则变化尾的金融风险模型的破产概率, 中国科学技术大学学报, 2015, 45(8): 627-632
• [26] 重尾随机游动最大值的局部渐近性质及其在保险和排队论中的应用, 中国科学技术大学学报, 2013, 43(3): 173-181
• [27] 常数比例投资下正则变化尾且相依索赔的渐近破产概率, 中国科学技术大学学报, 2013, 43(6): 431-437
• [28] 常数投资风险资产策略下保险公司的破产概率, 中国科学技术大学学报, 2011, 41(6): 519-524
• [29] 重尾索赔下变保费率干扰风险模型的大偏差, 中国科学技术大学学报, 2011, 41(12): 1060-1064
• [30] CHEN Yu.Analysis of Relativity Premium in Bonus-Malus System Based on Optimal Linear Method.MATHEMATICAL PROBLEMS IN ENGINEERING.2013,2014