Pages that link to "Item:Q1065452"

The following pages link to Convolution tails, product tails and domains of attraction (Q1065452):

Displaying 50 items.

• Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583) (← links)
• Convolution equivalent Lévy processes and first passage times (Q363857) (← links)
• The queue length in an \(M/G/1\) batch arrival retrial queue (Q383224) (← links)
• Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables (Q392990) (← links)
• Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239) (← links)
• Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
• Random difference equations with subexponential innovations (Q525896) (← links)
• Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
• Tandem queues with subexponential service times and finite buffers (Q600897) (← links)
• Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
• A note on max-sum equivalence (Q613149) (← links)
• Extremes of Lévy driven mixed MA processes with convolution equivalent distributions (Q626294) (← links)
• Ruin probability in the presence of interest earnings and tax payments (Q659105) (← links)
• Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
• The full solution of the convolution closure problem for convolution- equivalent distributions (Q808082) (← links)
• Extreme value theory for spatial random fields -- with application to a Lévy-driven field (Q826001) (← links)
• On the long tail property of product convolution (Q829815) (← links)
• Subexponential distribution functions in \(R^{d}\) (Q876848) (← links)
• Second-order asymptotics for convolution of distributions with light tails (Q900557) (← links)
• On sums of independent random variables whose distributions belong to the max domain of attraction of max stable laws (Q906610) (← links)
• The uniform approximation of the tail probability of the randomly weighted sums of subexponential random variables (Q951218) (← links)
• The structure of the class of subexponential distributions (Q1089982) (← links)
• Joint stable attraction of two sums of products (Q1102026) (← links)
• Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution (Q1110898) (← links)
• Multivariate subexponential distributions (Q1193399) (← links)
• Subexponential distributions and characterizations of related classes (Q1263152) (← links)
• Asymptotic ordering of distribution functions and convolution semigroups (Q1263153) (← links)
• Ruin probabilities in perturbed risk models (Q1265920) (← links)
• Suprema and sojourn times of Lévy processes with exponential tails (Q1275930) (← links)
• Subexponentiality of the product of independent random variables (Q1315403) (← links)
• Large claims approximations for risk processes in a Markovian environment (Q1343592) (← links)
• Interplay of subexponential and dependent insurance and financial risks (Q1681088) (← links)
• Consistency for least squares regression estimators with infinite variance data (Q1822869) (← links)
• Functionals of infinitely divisible stochastic processes with exponential tails (Q1890697) (← links)
• Asymptotic results for heavy-tailed Lévy processes and their exponential functionals (Q1983635) (← links)
• Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction (Q2121642) (← links)
• Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure (Q2145769) (← links)
• Scaling limit of sub-ballistic 1D random walk among biased conductances: \textit{a story of wells and walls} (Q2184589) (← links)
• On a closure property of convolution equivalent class of distributions (Q2190030) (← links)
• Homogeneous mappings of regularly varying vectors (Q2240484) (← links)
• 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)
• From light tails to heavy tails through multiplier (Q2271715) (← links)
• The max-INAR(1) model for count processes (Q2273024) (← links)
• Extremal dependence of random scale constructions (Q2283053) (← links)
• On the almost decrease of a subexponential density (Q2322670) (← links)
• Exact upper tail probabilities of random series (Q2344861) (← links)
• Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062) (← links)
• On the extremes of a class of non-linear processes with heavy tailed innovations (Q2373836) (← links)
• The Wiener condition and the conjectures of Embrechts and Goldie (Q2421814) (← links)