Nonexponential asymptotics for the solutions of renewal equations, with applications (Q5754690): Difference between revisions

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+Chuan-Cun Yin
@@ Property / author: Chuan-Cun Yin / rank @@
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+https://doi.org/10.1239/jap/1158784948
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+W2035708991
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+A Probabilistic Look at the Wiener--Hopf Equation
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+On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
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+On convolution tails
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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+Pricing Perpetual Options for Jump Processes
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+Subexponential distributions and integrated tails
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+The class of subexponential distributions
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+Lundberg inequalities for renewal equations
@@ Property / cites work: Lundberg inequalities for renewal equations / rank @@
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+Publication:5754690