Weighted sums of subexponential random variables and their maxima (Q5694155): Difference between revisions

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+https://doi.org/10.1239/aap/1118858636
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+W1998897419
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+Q4726487
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+Convolution tails, product tails and domains of attraction
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+Subexponentiality of the product of independent random variables
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+Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
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+Q5633348
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+Q3860550
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+Q4343010
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+Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails.
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+Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
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+Maxima of Sums of Heavy-Tailed Random Variables
@@ Property / cites work: Maxima of Sums of Heavy-Tailed Random Variables / rank @@
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+Q3771297
@@ Property / cites work: Q3771297 / rank @@
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+The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
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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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+Integrability of infinite weighted sums of heavy-tailed i.i.d.\ random variables.
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+Publication:5694155