On convolution equivalence with applications (Q850761)

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English	On convolution equivalence with applications	scientific article

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scholarly article

On convolution equivalence with applications (English)

publication date

6 November 2006

full work available at URL

https://projecteuclid.org/euclid.bj/1151525135

zbMATH Keywords

asymptotics

class \(S(\gamma)\)

endpoint

Poisson shot noise

rapid variation

stochastic equation

uniformity

MaRDI profile type

MaRDI publication profile

An insensitivity property of Lundberg's estimate for delayed claims

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Explosive Poisson shot noise processes with applications to risk reserves

Regular variation in the mean and stable limits for Poisson shot noise

Limiting properties of Poisson shot noise processes

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On the Constant in the Definition of Subexponential Distributions

Banach algebras of measures on the real line with a given asymptotics of distributions at infinity

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Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.

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Identifiers

zbMATH Open document ID

10.3150/bj/1151525135

Mathematics Subject Classification ID

zbMATH DE Number

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Mathematics(1 entry)

mardi Publication:850761

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