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

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+.6149
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+Asymptotics for sums of random variables with local subexponential behaviour
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+Degeneracy properties of subcritical branching processes
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+Functions of probability measures
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+On convolution tails
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+Subexponentiality and infinite divisibility
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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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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