Pages that link to "Item:Q1263152"

The following pages link to Subexponential distributions and characterizations of related classes (Q1263152):

Displaying 50 items.

• Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583) (← links)
• Ruin probabilities under Sarmanov dependence structure (Q310666) (← 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)
• Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239) (← links)
• Random walks with non-convolution equivalent increments and their applications (Q601305) (← links)
• Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
• Asymptotic ordering of risks and ruin probabilities (Q689566) (← links)
• The perturbed compound Poisson risk process with investment and debit interest (Q708784) (← links)
• The full solution of the convolution closure problem for convolution- equivalent distributions (Q808082) (← links)
• Subexponential densities of infinitely divisible distributions on the half-line (Q831328) (← links)
• The overshoot of a random walk with negative drift (Q871033) (← links)
• On asymptotic equivalence among the solutions of some defective renewal equations (Q889465) (← links)
• Convolution equivalence and distributions of random sums (Q946482) (← links)
• Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure (Q967717) (← links)
• Pricing of catastrophe insurance options written on a loss index with reestimation (Q974805) (← links)
• Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications (Q995501) (← links)
• Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case (Q1028628) (← links)
• On upper bounds for the tail distribution of geometric sums of subexponential random variables (Q1039620) (← links)
• Estimation of ruin probabilities by means of hazard rates (Q1262683) (← links)
• Asymptotic ordering of distribution functions and convolution semigroups (Q1263153) (← links)
• A local limit theorem for random walk maxima with heavy tails (Q1613018) (← links)
• Asymptotics of convolution with the semi-regular-variation tail and its application to risk (Q1633430) (← links)
• Monotonicity and condensation in homogeneous stochastic particle systems (Q1650118) (← links)
• Some comparison results for finite-time ruin probabilities in the classical risk model (Q1681094) (← links)
• On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
• The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands (Q1706462) (← links)
• Semi-heavy tails (Q1728122) (← links)
• Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
• Approximations for moments of deficit at ruin with exponential and subexponential claims. (Q1871297) (← links)
• Strongly subexponential distributions and Banach algebras of measures (Q1975811) (← links)
• Second-order behaviour for self-decomposable distributions with two-sided regularly varying densities (Q2135211) (← 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)
• On corrected phase-type approximations of the time value of ruin with heavy tails (Q2291759) (← links)
• On the almost decrease of a subexponential density (Q2322670) (← links)
• On a transformation between distributions obeying the principle of a single big jump (Q2352853) (← links)
• Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases (Q2445350) (← links)
• Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
• Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims (Q2518549) (← links)
• Asymptotics for solutions of a defective renewal equation with applications (Q2519356) (← links)
• Infinite divisibility and generalized subexponentiality (Q2565929) (← links)
• Subexponential densities of compound Poisson sums and the supremum of a random walk (Q2685120) (← links)
• The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
• On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
• Compound kernel estimates for the transition probability density of a Lévy process in $\mathbb R^n$ (Q2944753) (← links)