Concepedia

Fengyang Cheng

FC

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Publications

4

Citations

67

H-Index

4

Active since

2009

Affiliations

Soochow University(Current)

Fengyang Cheng is an author at Soochow University specializing in probability theory, insurance, and engineering.

Top concepts

ProbabilityInsuranceEngineeringStochastic CalculusFinanceBusinessEconomicsStatisticsRisk ManagementLarge Deviations

Publications per year

2009–2018

4

Publications

4

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

Fengyang Cheng, Dongya Cheng · Scandinavian Actuarial Journal · 2017 · 26 citations

Large Deviations, Engineering, Rare Event Estimation +17

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

Hui Xu, Fengyang Cheng, Yuebao Wang et al. · Advances in Applied Probability · 2018 · 15 citations

Engineering, Integrable Probability, Ruin Probability +9

The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments

Chen Guo-chun, Yuebao Wang, Fengyang Cheng · Stochastic Models · 2009 · 14 citations

Local Asymptotics, Stochastic Dynamical System, Heavy-tailed Increments +8

Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands

Yanfang Zhang, Fengyang Cheng · Communication in Statistics- Theory and Methods · 2016 · 12 citations

Asymptotic Behavior, Asymptotic Tail Behavior, Probability Theory +5

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