Pages that link to "Item:Q419144"

The following pages link to New examples of heavy-tailed O-subexponential distributions and related closure properties (Q419144):

Displaying 18 items.

• Some discussions on the local distribution classes (Q383924) (← links)
• Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments (Q386279) (← links)
• Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables (Q392990) (← links)
• Some properties of the exponential distribution class with applications to risk theory (Q457627) (← links)
• A new class of large claim size distributions: definition, properties, and ruin theory (Q888489) (← links)
• On asymptotic equivalence among the solutions of some defective renewal equations (Q889465) (← links)
• Convolution and convolution-root properties of long-tailed distributions (Q897839) (← links)
• Asymptotics of convolution with the semi-regular-variation tail and its application to risk (Q1633430) (← links)
• Closure properties of \(O\)-exponential distributions (Q1644185) (← links)
• The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands (Q1706462) (← links)
• Asymptotics for the solutions to defective renewal equations (Q1724847) (← links)
• Some positive conclusions related to the Embrechts-Goldie conjecture (Q2071597) (← links)
• Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115) (← links)
• On a transformation between distributions obeying the principle of a single big jump (Q2352853) (← links)
• Max-sum equivalence of conditionally dependent random variables (Q2444377) (← links)
• Infinite-time absolute ruin in dependent renewal risk models with constant force of interest (Q2976123) (← links)
• A note on product-convolution for generalized subexponential distributions (Q5046694) (← links)
• A necessary and sufficient condition for the subexponentiality of the product convolution (Q5214991) (← links)