On the random max-closure for heavy-tailed random variables (Q2401238): Difference between revisions

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+W2614141783
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+A NOTE ON THE CLOSURE OF CONVOLUTION POWER MIXTURES (RANDOM SUMS) OF EXPONENTIAL DISTRIBUTIONS
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+Q4726487
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+The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance
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+The tail behaviour of a random sum of subexponential random variables and vectors
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+Randomly stopped sums of not identically distributed heavy tailed random variables
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+A property of longtailed distributions
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+Subexponential distributions and dominated-variation tails
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+Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift
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+Subexponential distributions and integrated tails
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+Closure of some heavy-tailed distribution classes under random convolution
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+Maxima of Sums of Heavy-Tailed Random Variables
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+Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation
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+Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure
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+Convolution and convolution-root properties of long-tailed distributions
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+Tail behavior of random sums of negatively associated increments
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+Publication:2401238