Asymptotic behavior of tail and local probabilities for sums of subexponential random variables (Q4819439): Difference between revisions

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-Qi-he Tang
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+Qi-he Tang
@@ Property / author: Qi-he Tang / rank @@
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+MaRDI publication profile
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+W2100419804
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@@ Property / cites work @@
+Asymptotics for sums of random variables with local subexponential behaviour
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+A local limit theorem for random walk maxima with heavy tails
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+Q5674726
@@ Property / cites work: Q5674726 / rank @@
+Normal rank
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+On the local behaviour of ladder height distributions
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+Q4726487
@@ Property / cites work: Q4726487 / rank @@
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+Q5601945
@@ Property / cites work: Q5601945 / rank @@
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+Functions of probability measures
@@ Property / cites work: Functions of probability measures / rank @@
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+Intermediate Regular and Π Variation
@@ Property / cites work: Intermediate Regular and Π Variation / rank @@
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+A property of longtailed distributions
@@ Property / cites work: A property of longtailed distributions / rank @@
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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+Q4343010
@@ Property / cites work: Q4343010 / rank @@
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+The maximum on a random time interval of a random walk with long-tailed increments and negative drift.
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+Subexponential distributions and dominated-variation tails
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+Subexponential distributions and integrated tails
@@ Property / cites work: Subexponential distributions and integrated tails / rank @@
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+Subexponential distributions and characterizations of related classes
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@@ Property / cites work @@
+Maxima of Sums of Heavy-Tailed Random Variables
@@ Property / cites work: Maxima of Sums of Heavy-Tailed Random Variables / rank @@
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+A Generalization of an Inequality of Lévy
@@ Property / cites work: A Generalization of an Inequality of Lévy / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of the maxima of partial sums
@@ Property / cites work: On the distribution of the maxima of partial sums / rank @@
+Normal rank
@@ Property / cites work @@
+An asymptotic relationship for ruin probabilities under heavy-tailed claims
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@@ Property / cites work @@
+A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails
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@@ Property / cites work @@
+Asymptotic behaviour of Wiener-Hopf factors of a random walk
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+Publication:4819439