Xinmei Shen

Approximation of the tail probability of randomly weighted sums and applications

Yi Zhang, Xinmei Shen, Chengguo Weng · Stochastic Processes and their Applications · 2008 · 110 citations

Large Deviations, Engineering, Discrete Probability +8

Uniform Estimate for Maximum of Randomly Weighted Sums with Applications to Ruin Theory

Xinmei Shen, Zhengyan Lin, Yi Zhang · Methodology And Computing In Applied Probability · 2008 · 34 citations

Engineering, Analytic Combinatorics, Ruin Theory +5

Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model

Xinmei Shen, Menghao Xu, Ebenezer Fiifi Emire Atta Mills · Statistics & Probability Letters · 2016 · 14 citations

Large Deviations, Engineering, Risk Management +7

Precise large deviations for sums of two-dimensional random vectors with dependent components of heavy tails

Xinmei Shen, Hailan Tian · Communication in Statistics- Theory and Methods · 2016 · 11 citations

Large Deviations, Precise Large Deviations, Engineering +16

Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails

Xinmei Shen, Zhengyan Lin · Statistics & Probability Letters · 2008 · 10 citations

Large Deviations, Precise Large Deviations, Engineering +4