Kaiyong Wang

Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate

Kaiyong Wang, Yuebao Wang, Qingwu Gao · Methodology And Computing In Applied Probability · 2011 · 228 citations

Term Structure Model, Finite-time Ruin Probability, Constant Interest Rate +7

Uniform asymptotics of the finite-time ruin probability for all times

Yuebao Wang, Zhaolei Cui, Kaiyong Wang et al. · Journal of Mathematical Analysis and Applications · 2012 · 61 citations

Integrable Probability, Poisson Boundary, Probability Theory +1

Asymptotics for a bidimensional risk model with two geometric Lévy price processes

Yang Yang, Kaiyong Wang, Jiajun Liu et al. · Journal of Industrial and Management Optimization · 2018 · 45 citations · Full text

Economics, Option Pricing, Bidimensional Risk Model +12

Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model

Yang Chen, Yuebao Wang, Kaiyong Wang · Stochastic Analysis and Applications · 2012 · 41 citations

Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications

Yuebao Wang, Yang Yang, Kaiyong Wang et al. · Insurance Mathematics and Economics · 2006 · 33 citations

Local Asymptotics, Random Sums, Integrable Probability +6