Pages that link to "Item:Q4819467"
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The following pages link to Convolution equivalence and infinite divisibility (Q4819467):
Displaying 50 items.
- Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583) (← links)
- Sample paths of a Lévy process leading to first passage over high levels in finite time (Q265638) (← links)
- Passage time and fluctuation calculations for subexponential Lévy processes (Q282543) (← links)
- Convolution equivalent Lévy processes and first passage times (Q363857) (← links)
- 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)
- Tail behaviors of semi-stable distributions (Q432346) (← links)
- Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239) (← links)
- Some properties of the exponential distribution class with applications to risk theory (Q457627) (← links)
- Extremes of aggregated Dirichlet risks (Q476250) (← links)
- Random walks with non-convolution equivalent increments and their applications (Q601305) (← links)
- Local subexponentiality and self-decomposability (Q616260) (← links)
- Tail behavior of random sums of negatively associated increments (Q624555) (← links)
- Extremes of Lévy driven mixed MA processes with convolution equivalent distributions (Q626294) (← links)
- Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
- Estimates for the finite-time ruin probability with insurance and financial risks (Q692739) (← links)
- Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)
- Extreme value theory for spatial random fields -- with application to a Lévy-driven field (Q826001) (← links)
- Subexponential densities of infinitely divisible distributions on the half-line (Q831328) (← links)
- On convolution equivalence with applications (Q850761) (← links)
- The overshoot of a random walk with negative drift (Q871033) (← links)
- Lower limits and equivalences for convolution tails (Q879260) (← 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)
- Lower limits and upper limits for tails of random sums supported on \(\mathbb R\) (Q979201) (← links)
- Tail asymptotics under beta random scaling (Q994321) (← links)
- Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications (Q995501) (← links)
- On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes (Q1001850) (← links)
- On lower limits and equivalences for distribution tails of randomly stopped sums (Q1002559) (← links)
- On a generic class of two-node queueing systems (Q1007152) (← links)
- Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case (Q1028628) (← links)
- Asymptotics of convolution with the semi-regular-variation tail and its application to risk (Q1633430) (← links)
- Asymptotics for the solutions to defective renewal equations (Q1724847) (← links)
- Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
- Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
- Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case (Q1930656) (← links)
- Firm growth and Laplace distribution: the importance of large jumps (Q2002645) (← links)
- A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296) (← links)
- Two hypotheses on the exponential class in the class of \(O\)-subexponential infinitely divisible distributions (Q2031014) (← links)
- Some positive conclusions related to the Embrechts-Goldie conjecture (Q2071597) (← links)
- Path decomposition of a reflected Lévy process on first passage over high levels (Q2074980) (← links)
- Extremes of the stochastic heat equation with additive Lévy noise (Q2082655) (← links)
- Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions (Q2100011) (← links)
- Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction (Q2121642) (← 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)
- Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure (Q2145769) (← links)
- On a closure property of convolution equivalent class of distributions (Q2190030) (← links)