Extensions of Breiman’s Theorem of Product of Dependent Random Variables with Applications to Ruin Theory , Communications in Mathematics and Statistics , 2019 , 7(1): 1-23

Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims , Journal of the Korean Statistical Society , 2012 , 41(1): 87-95

Robust forecasting with scaled independent component analysis , Finance Research Letters , 2023 , 51

Network effects on risk co-movements: A network quantile autoregression-based analysis , Finance Research Letters , 2023 , 56

A copula-based GLMM model for multivariate longitudinal data with mixed-types of responses , Sankhya-series B-applied and interdisciplinary statistics , 2020 , 82(2): 353-379

An efficient causal structure learning algorithm for linear arbitrarily distributed continuous data , Journal of Supercomputing , 2020 , 76(5): 3355-3363

Too connected to fail- Evidence from a Chinese financial risk spillover network. , China & World Economy , 2020 , 28(6): 78-100

Parsimonious mean-covariance modeling for longitudinal data with ARMA errors , Journal of Systems Science and Complexity--English Series , 2019 , 32: 1675-1692

Second-Order Asymptotics of the Risk Concentration of a Portfolio with Deflated Risks , Mathematical Problems in Engineering , 2018 , 2018: 1-12

Analysis of Relativity Premium in Bonus-Malus System Based on Optimal Linear Method , Mathematical Problems in Engineering , 2014 , 2014: 1-6

Ruin probabilities with insurance and financial risks having an FGM dependence structure , SCIENCE CHINA Mathematics , 2014 , 57(5): 1071-1082

Precise large deviations for generalized dependent compound renewal risk model with consistent variation , Frontiers of Mathematics in China , 2014 , (9): 31-44

The Superiorities of Bayes Linear unbiased Estimator in Multivariate Linear Models , Acta Mathematicae Applicatae Sinica , 2012 , 28(2): 383-394

The Superiorities of Bayes Linear Unbiased Estimation in Partitioned Linear model , Journal of Systems Science and Complexity--English Series , 2011 , 24(24): 945-954

Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation , Journal of Mathematical Analysis and Applications , 2011 , 376(1): 365-372

A uniform asymptotic estimate for ruin probability of a discrete-time risk model with subexponential innovations , 中国科学技术大学学报 , 2017 , 47(11): 885-893

带有Sarmanov相依结构正则变化尾的金融风险模型的破产概率 , 中国科学技术大学学报 , 2015 , 45(8): 627-632

重尾随机游动最大值的局部渐近性质及其在保险和排队论中的应用 , 中国科学技术大学学报 , 2013 , 43(3): 173-181

常数比例投资下正则变化尾且相依索赔的渐近破产概率 , 中国科学技术大学学报 , 2013 , 43(6): 431-437

重尾索赔下变保费率干扰风险模型的大偏差 , 中国科学技术大学学报 , 2011 , 41(12): 1060-1064

常数投资风险资产策略下保险公司的破产概率 , 中国科学技术大学学报 , 2011 , 41(6): 519-524

时序相依数据的一种基于约束 Cholesky 分解的 简约 Gauss copula 建模方法 , 中国科学：数学 , 2023 , 53(5): 777-790