On the long tail property of product convolution (Q829815): Difference between revisions

@@ Property / DOI @@
-.1007/s10986-020-09482-w
@@ Property / DOI: 10.1007/s10986-020-09482-w / rank @@
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@@ Property / author @@
+Yue-bao Wang
@@ Property / author: Yue-bao Wang / rank @@
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+MaRDI publication profile
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+W3025284783
@@ Property / OpenAlex ID: W3025284783 / rank @@
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+.01399
@@ Property / arXiv ID: 1901.01399 / rank @@
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@@ Property / cites work @@
+A new class of large claim size distributions: definition, properties, and ruin theory
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+Q4726487
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+Degeneracy properties of subcritical branching processes
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+Functions of probability measures
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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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+Asymptotics of convolution with the semi-regular-variation tail and its application to risk
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+Randomly stopped sums of not identically distributed heavy tailed random variables
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+An Introduction to Heavy-Tailed and Subexponential Distributions
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+Closure of some heavy-tailed distribution classes under random convolution
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+THE SUBEXPONENTIAL PRODUCT CONVOLUTION OF TWO WEIBULL-TYPE DISTRIBUTIONS
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+From light tails to heavy tails through multiplier
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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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+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
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+The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands
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+The Wiener condition and the conjectures of Embrechts and Goldie
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+A necessary and sufficient condition for the subexponentiality of the product convolution
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+Convolution and convolution-root properties of long-tailed distributions
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+On a transformation between distributions obeying the principle of a single big jump
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+On the structure of a class of distributions obeying the principle of a single big jump
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@@ Property / DOI @@
+.1007/S10986-020-09482-W
@@ Property / DOI: 10.1007/S10986-020-09482-W / rank @@
+Normal rank