A new class of large claim size distributions: definition, properties, and ruin theory (Q888489): Difference between revisions

@@ Property / author @@
+Michael K. R. Scheutzow
@@ Property / author: Michael K. R. Scheutzow / rank @@
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+.6149
@@ Property / arXiv ID: 1307.6149 / rank @@
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@@ Property / cites work @@
+Asymptotics for sums of random variables with local subexponential behaviour
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@@ Property / cites work @@
+Q5601945
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+Degeneracy properties of subcritical branching processes
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+Functions of probability measures
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+Q3860550
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+On convolution tails
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+Subexponentiality and infinite divisibility
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+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimates for the probability of ruin with special emphasis on the possibility of large claims
+Normal rank
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+Q5624436
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+Convolution equivalence and distributions of random sums
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+Some properties of subexponential distributions
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+Estimates for the tail probability of the supremum of a random walk with independent increments
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+W3105191320
@@ Property / OpenAlex ID: W3105191320 / rank @@
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