The following pages link to On convolution tails (Q1165512):
Displaying 50 items.
- Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
- Functionals of infinitely divisible stochastic processes with exponential tails (Q1890697) (← links)
- On the distribution of the maxima of partial sums (Q1922245) (← links)
- On distribution tail of the maximum of a random walk (Q1965887) (← links)
- Strongly subexponential distributions and Banach algebras of measures (Q1975811) (← links)
- Two hypotheses on the exponential class in the class of \(O\)-subexponential infinitely divisible distributions (Q2031014) (← links)
- Some positive conclusions related to the Embrechts-Goldie conjecture (Q2071597) (← links)
- Path decomposition of a reflected Lévy process on first passage over high levels (Q2074980) (← links)
- Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions (Q2100011) (← links)
- On the closure under infinitely divisible distribution roots (Q2142457) (← links)
- On directional convolution equivalent densities (Q2144337) (← links)
- On a closure property of convolution equivalent class of distributions (Q2190030) (← links)
- Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115) (← links)
- The closure of the convolution equivalent distribution class under convolution roots with applications to random sums (Q2267629) (← links)
- Lundberg-type bounds and asymptotics for the moments of the time to ruin (Q2270189) (← links)
- Exact upper tail probabilities of random series (Q2344861) (← links)
- On a transformation between distributions obeying the principle of a single big jump (Q2352853) (← links)
- The Wiener condition and the conjectures of Embrechts and Goldie (Q2421814) (← links)
- Finite time ruin probability with heavy-tailed insurance and financial risks (Q2432787) (← links)
- Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases (Q2445350) (← links)
- Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions (Q2480825) (← links)
- Overshoots and undershoots of Lévy processes (Q2494574) (← links)
- Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (Q2507940) (← links)
- Asymptotics for solutions of a defective renewal equation with applications (Q2519356) (← links)
- Infinite divisibility and generalized subexponentiality (Q2565929) (← links)
- Estimation of distribution tails —a semiparametric approach (Q3141122) (← links)
- Convolutions of Long-Tailed and Subexponential Distributions (Q3182430) (← links)
- Multivariate subexponential distributions and random sums of random vectors (Q3417915) (← links)
- A TANDEM QUEUE WITH LÉVY INPUT: <i>A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTH</i> (Q3430658) (← links)
- A NOTE ON THE CLOSURE OF CONVOLUTION POWER MIXTURES (RANDOM SUMS) OF EXPONENTIAL DISTRIBUTIONS (Q3509968) (← links)
- Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes (Q3535650) (← links)
- A local asymptotic behavior for ruin probability in the renewal risk model (Q3610426) (← links)
- Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation (Q3653505) (← links)
- Spatial asymptotics at infinity for heat kernels of integro-differential operators (Q4633636) (← links)
- Maxima of Sums of Heavy-Tailed Random Variables (Q4661648) (← links)
- Cyclic queueing networks with subexponential service times (Q4668001) (← links)
- Iterated random functions and regularly varying tails (Q4689895) (← links)
- Convolution equivalence and infinite divisibility (Q4819467) (← links)
- The Uniform Asymptotics of the Overshoot of a Random Walk with Light-Tailed Increments (Q4921642) (← links)
- Subexponential potential asymptotics with applications (Q5055328) (← links)
- Closure property of consistently varying random variables based on precise large deviation principles (Q5078107) (← links)
- Asymptotics for the moments of the overshoot and undershoot of a random walk (Q5320661) (← links)
- Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution (Q5440641) (← links)
- Convolution Equivalence and Infinite Divisibility: Corrections and Corollaries (Q5443732) (← links)
- On the Distribution of the Surplus Prior and at Ruin (Q5444991) (← links)
- The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process (Q5476158) (← links)
- Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type (Q5694154) (← links)
- Asymptotic expansions of convolutions of regularly varying distributions (Q5694829) (← links)
- Nonexponential asymptotics for the solutions of renewal equations, with applications (Q5754690) (← links)
- The product distribution of dependent random variables with applications to a discrete-time risk model (Q5866071) (← links)
