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

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+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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+Q4343010
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+An Introduction to Heavy-Tailed and Subexponential Distributions
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+On the almost decrease of a subexponential density
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+Asymptotic ordering of distribution functions and convolution semigroups
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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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+Multivariate subexponential distributions and their applications
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+Infinite divisibility and generalized subexponentiality
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+The subexponentiality of products revisited
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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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