| The strong law of large numbers for extended negatively dependent random variables Y Chen, A Chen, KW Ng Journal of Applied Probability 47 (4), 908-922, 2010 | 159 | 2010 |
| Sums of pairwise quasi-asymptotically independent random variables with consistent variation Y Chen, KC Yuen Stochastic Models 25 (1), 76-89, 2009 | 129 | 2009 |
| The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims Y Chen, KW Ng Insurance: Mathematics and Economics 40 (3), 415-423, 2007 | 101 | 2007 |
| Precise large deviations of aggregate claims in a size-dependent renewal risk model Y Chen, KC Yuen Insurance: Mathematics and Economics 51 (2), 457-461, 2012 | 75 | 2012 |
| Precise large deviations of random sums in presence of negative dependence and consistent variation Y Chen, KC Yuen, KW Ng Methodology and Computing in Applied Probability 13, 821-833, 2011 | 74 | 2011 |
| Asymptotics for the ruin probabilities of a two‐dimensional renewal risk model with heavy‐tailed claims Y Chen, KC Yuen, KW Ng Applied Stochastic Models in Business and Industry 27 (3), 290-300, 2011 | 73 | 2011 |
| The finite-time ruin probability with dependent insurance and financial risks Y Chen Journal of Applied Probability 48 (4), 1035-1048, 2011 | 69 | 2011 |
| Weighted sums of subexponential random variables and their maxima Y Chen, KW Ng, Q Tang Advances in Applied Probability 37 (2), 510-522, 2005 | 30 | 2005 |
| The maximum of randomly weighted sums with long tails in insurance and finance Y Chen, KW Ng, KC Yuen Stochastic Analysis and Applications 29 (6), 1033-1044, 2011 | 27 | 2011 |
| Ruin with insurance and financial risks following the least risky FGM dependence structure Y Chen, J Liu, F Liu Insurance: Mathematics and Economics 62, 98--106, 2015 | 21 | 2015 |
| Bivariate regular variation among randomly weighted sums in general insurance Y Chen, Y Yang European Actuarial Journal 9, 301-322, 2019 | 18 | 2019 |
| A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks Y Chen, Z Yuan Insurance: Mathematics and Economics 73, 75-81, 2017 | 17 | 2017 |
| The finite time ruin probability with the same heavy-tailed insurance and financial risks Y Chen, X Xie Acta Mathematicae Applicatae Sinica 21, 153-156, 2005 | 16 | 2005 |
| Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times Y Chen, T White, KC Yuen Insurance: Mathematics and Economics 97, 1-6, 2021 | 15 | 2021 |
| Interplay of subexponential and dependent insurance and financial risks Y Chen Insurance: Mathematics and Economics 77, 78-83, 2017 | 15 | 2017 |
| On the maximum of randomly weighted sums with regularly varying tails Y Chen, KW Ng, X Xie Statistics & probability letters 76 (10), 971-975, 2006 | 14 | 2006 |
| A Kesten-type bound for sums of randomly weighted subexponential random variables Y Chen Statistics & Probability Letters 158, 108661, 2020 | 12 | 2020 |
| Extinction probability of interacting branching collision processes A Chen, J Li, Y Chen, D Zhou Advances in Applied Probability 44 (1), 226-259, 2012 | 12 | 2012 |
| An asymptotic study of systemic expected shortfall and marginal expected shortfall Y Chen, J Liu Insurance: Mathematics and Economics 105, 238-251, 2022 | 8 | 2022 |
| Asymptotic results for conditional measures of association of a random sum AV Asimit, Y Chen Insurance: Mathematics and Economics 60, 1-108, 2015 | 7 | 2015 |
Jiajun LiuXi'an Jiaotong-Liverpool UniversityVerified email at xjtlu.edu.cn
