Closure property and maximum of randomly weighted sums with heavy-tailed increments (Q2454010): Difference between revisions

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+Extremes on the discounted aggregate claims in a time dependent risk model
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+On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
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+The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance
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+Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
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+Q3860550
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+Convolutions of Long-Tailed and Subexponential Distributions
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+An Introduction to Heavy-Tailed and Subexponential Distributions
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+Randomly weighted sums with dominated varying-tailed increments and application to risk theory
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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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+On the non-closure under convolution of the subexponential family
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+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
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+Maxima of Sums of Heavy-Tailed Random Variables
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+On the distribution of the maxima of partial sums
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+Normal rank
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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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+Randomly weighted sums of subexponential random variables with application to ruin theory
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+Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure
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+Tail probability of randomly weighted sums of subexponential random variables under a dependence structure
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