Kai Wang Ng

Precise large deviations for sums of random variables with consistently varying tails

Kai Wang Ng, Qihe Tang, Jia-an Yan et al. · Journal of Applied Probability · 2004 · 112 citations

Natural Sciences, Mathematics, Probability Theory +14

The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables

Yiqing Chen, Anyue Chen, Kai Wang Ng · Journal of Applied Probability · 2010 · 92 citations · Full text

Natural Sciences, Risk Management, Financial Economics +16

On Ultimate Ruin in a Delayed-Claims Risk Model

Kam Chuen Yuen, Junyi Guo, Kai Wang Ng · Journal of Applied Probability · 2005 · 82 citations · Full text

Business, Finance, Risk Management +13

The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims

Yiqing Chen, Kai Wang Ng · Insurance Mathematics and Economics · 2006 · 82 citations

Engineering, Economics, Finance +10

Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims

Yiqing Chen, Kam Chuen Yuen, Kai Wang Ng · Applied Stochastic Models in Business and Industry · 2010 · 75 citations

Business, Insurance, Risk Management +10