Pages that link to "Item:Q4819467"

The following pages link to Convolution equivalence and infinite divisibility (Q4819467):

Displaying 50 items.

• On large deviations of a sum of independent random variables with rapidly decreasing distribution tails (Q2243729) (← links)
• On asymptotic behavior of the convolution of distributions with regularly exponentially decreasing tails (Q2246221) (← 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)
• From light tails to heavy tails through multiplier (Q2271715) (← links)
• Extremal dependence of random scale constructions (Q2283053) (← links)
• Self-decomposable laws from continuous branching processes (Q2297328) (← links)
• Exact upper tail probabilities of random series (Q2344861) (← links)
• The Wiener condition and the conjectures of Embrechts and Goldie (Q2421814) (← links)
• ECOMOR and LCR reinsurance with gamma-like claims (Q2446002) (← links)
• Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands (Q2448459) (← links)
• The subexponentiality of products revisited (Q2463677) (← links)
• On a class of Lévy processes (Q2489844) (← links)
• Extremes of subexponential Lévy driven moving average processes (Q2507671) (← links)
• Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
• Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
• Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims (Q2518549) (← links)
• Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure (Q2804428) (← links)
• The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
• THE SUBEXPONENTIAL PRODUCT CONVOLUTION OF TWO WEIBULL-TYPE DISTRIBUTIONS (Q3008156) (← links)
• Minimum of Dependent Random Variables with Convolution-Equivalent Distributions (Q3100647) (← links)
• Tail behavior of negatively associated heavy-tailed sums (Q3410935) (← links)
• Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums (Q3506295) (← links)
• Randomly weighted sums of dependent subexponential random variables with applications to risk theory (Q4585942) (← links)
• Spatial asymptotics at infinity for heat kernels of integro-differential operators (Q4633636) (← links)
• Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure (Q4684893) (← links)
• Asymptotics for the First Passage Times of Lévy Processes and Random Walks (Q4918563) (← links)
• The Uniform Asymptotics of the Overshoot of a Random Walk with Light-Tailed Increments (Q4921642) (← links)
• Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure (Q4964780) (← links)
• Large Deviations of a Sum of Independent Random Variables with Distributions with Rapidly Decreasing Tails (Q5046630) (← links)
• SECOND ORDER SUBEXPONENTIALITY AND INFINITE DIVISIBILITY (Q5075728) (← links)
• Randomly stopped minima and maxima with exponential-type distributions (Q5225892) (← links)
• Extremes of autoregressive threshold processes (Q5320659) (← links)
• Asymptotics for the moments of the overshoot and undershoot of a random walk (Q5320661) (← links)
• On the Maximum Exceedance of a Sequence of Random Variables Over a Renewal Threshold (Q5321769) (← links)
• ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK (Q5349308) (← links)
• Applications of factorization embeddings for Lévy processes (Q5395359) (← links)
• Convolution Equivalence and Infinite Divisibility: Corrections and Corollaries (Q5443732) (← links)
• A Lévy Process Reflected at a Poisson Age Process (Q5489001) (← links)
• Tails of Stopped Random Products: The Factoid and Some Relatives (Q5504168) (← links)
• The product distribution of dependent random variables with applications to a discrete-time risk model (Q5866071) (← links)
• Exponential densities and compound Poisson measures (Q6144867) (← links)
• Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
• Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks (Q6164841) (← links)
• Subexponentialiy of densities of infinitely divisible distributions (Q6165212) (← links)
• Implicit renewal theory for exponential functionals of Lévy processes (Q6171652) (← links)
• On the convolution equivalence of tempered stable distributions on the real line (Q6540882) (← links)
• Asymptotics for the random time ruin probability with non stationary arrivals and Brownian perturbation (Q6549196) (← links)
• Properties of the random effect transformation (Q6592723) (← links)
• Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes (Q6601111) (← links)