Tail behavior of sums and maxima of sums of dependent subexponential random variables (Q538392): Difference between revisions

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+Large deviations for random walks under subexponentiality: The big-jump domain
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+Subexponentiality and infinite divisibility
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+An Introduction to Heavy-Tailed and Subexponential Distributions
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+Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
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+Tail behavior of negatively associated heavy-tailed sums
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+Asymptotic tail probabilities of sums of dependent subexponential random variables
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+Sums of Dependent Nonnegative Random Variables with Subexponential Tails
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+On the non-closure under convolution of the subexponential family
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+On the difference between the distribution function of the sum and the maximum of real random variables
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+Infinite divisibility and generalized subexponentiality
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+Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums
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