Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory (Q488094): Difference between revisions

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+Asymptotics for sums of random variables with local subexponential behaviour
+Normal rank
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+Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications
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+Asymptotic expansions of convolutions of regularly varying distributions
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+On Probabilities of Large Deviations for Random Walks. I. Regularly Varying Distribution Tails
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+Convolutions of Long-Tailed and Subexponential Distributions
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+Convolutions of heavy-tailed random variables and applications to portfolio diversification and MA(1) time series
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+Second order subexponential distributions with finite mean and their applications to subordinated distributions
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+Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims
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+Maxima of Sums of Heavy-Tailed Random Variables
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+On the distribution of the maxima of partial sums
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