scientific article
From MaRDI portal
Publication:3860551
zbMath0425.60012MaRDI QIDQ3860551
Publication date: 1980
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Probability distributions: general theory (60E05) Queueing theory (aspects of probability theory) (60K25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
Related Items (45)
The finite-time ruin probability for an inhomogeneous renewal risk model ⋮ Characterizations on heavy-tailed distributions by means of hazard rate. ⋮ Subexponential densities of infinitely divisible distributions on the half-line ⋮ On the mixtures of length-biased Weibull distributions for loss severity modeling ⋮ Multivariate subexponential distributions and their applications ⋮ The structure of the class of subexponential distributions ⋮ Some fractal sets determined by stable processes ⋮ Asymptotics of convolution with the semi-regular-variation tail and its application to risk ⋮ Monotonicity and condensation in homogeneous stochastic particle systems ⋮ On the behavior of the product of independent random variables ⋮ Ruin estimates for large claims ⋮ Tandem queues with subexponential service times and finite buffers ⋮ Subexponential Asymptotics for Steady State Tail Probabilities in a Single-Server Queue with Regenerative Input Flow ⋮ Some discussions on the local distribution classes ⋮ Light-tailed asymptotics of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains ⋮ Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables ⋮ On asymptotic equivalence among the solutions of some defective renewal equations ⋮ Convolution and convolution-root properties of long-tailed distributions ⋮ Asymptotics of randomly stopped sums in the presence of heavy tails ⋮ New examples of heavy-tailed O-subexponential distributions and related closure properties ⋮ Iterated random functions and slowly varying tails ⋮ A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence ⋮ Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks ⋮ The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands ⋮ Tail Asymptotics for a Random Sign Lindley Recursion ⋮ Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time ⋮ Modeling large claims in non-life insurance ⋮ A wide class of heavy-tailed distributions and its applications ⋮ Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions ⋮ Tail behavior of supremum of a random walk when Cramér's condition fails ⋮ Uniform estimates for the finite-time ruin probability in the dependent renewal risk model ⋮ Cyclic queueing networks with subexponential service times ⋮ On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes ⋮ Precise large deviations for dependent subexponential variables ⋮ New limit formulas for the convolution of a function with a measure and their applications ⋮ Asymptotic behaviour of the finite-time ruin probability in renewal risk models ⋮ Asymptotic results for heavy-tailed distributions using defective renewal equations ⋮ Distribution tails of sample quantiles and subexponentiality ⋮ A necessary and sufficient condition for the subexponentiality of the product convolution ⋮ Maximum on a random time interval of a random walk with infinite mean ⋮ Ruin probabilities in perturbed risk models ⋮ Estimates for the probability of ruin with special emphasis on the possibility of large claims ⋮ Local asymptotics of the cycle maximum of a heavy-tailed random walk ⋮ Convolution tails, product tails and domains of attraction ⋮ Subexponentiality of the product of independent random variables
This page was built for publication:
