Pages that link to "Item:Q946482"

The following pages link to Convolution equivalence and distributions of random sums (Q946482):

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)
• Randomly stopped sums of not identically distributed heavy tailed random variables (Q274177) (← links)
• Some properties of the exponential distribution class with applications to risk theory (Q457627) (← 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)
• Subexponential densities of infinitely divisible distributions on the half-line (Q831328) (← links)
• A new class of large claim size distributions: definition, properties, and ruin theory (Q888489) (← links)
• Convolution and convolution-root properties of long-tailed distributions (Q897839) (← 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)
• Asymptotics of convolution with the semi-regular-variation tail and its application to risk (Q1633430) (← links)
• Cramér's estimate for the reflected process revisited (Q1634182) (← links)
• Closure properties of \(O\)-exponential distributions (Q1644185) (← 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)
• 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)
• Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions (Q2100011) (← 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)
• 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)
• Tail behavior of supremum of a random walk when Cramér's condition fails (Q2259115) (← links)
• Extremal dependence of random scale constructions (Q2283053) (← links)
• Self-decomposable laws from continuous branching processes (Q2297328) (← links)
• The Wiener condition and the conjectures of Embrechts and Goldie (Q2421814) (← links)
• Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands (Q2448459) (← links)
• Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
• Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims (Q2518549) (← links)
• Subexponential densities of compound Poisson sums and the supremum of a random walk (Q2685120) (← links)
• Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments (Q2876234) (← links)
• THE SUBEXPONENTIAL PRODUCT CONVOLUTION OF TWO WEIBULL-TYPE DISTRIBUTIONS (Q3008156) (← links)
• Tail asymptotics of light-tailed Weibull-like sums (Q4578296) (← links)
• Large Deviations of a Sum of Independent Random Variables with Distributions with Rapidly Decreasing Tails (Q5046630) (← links)
• A note on product-convolution for generalized subexponential distributions (Q5046694) (← links)
• SECOND ORDER SUBEXPONENTIALITY AND INFINITE DIVISIBILITY (Q5075728) (← links)
• Kesten's bound for subexponential densities on the real line and its multi-dimensional analogues (Q5215006) (← links)
• Randomly stopped minima and maxima with exponential-type distributions (Q5225892) (← links)
• Convolution Equivalence and Infinite Divisibility: Corrections and Corollaries (Q5443732) (← links)
• Tails of Stopped Random Products: The Factoid and Some Relatives (Q5504168) (← links)
• Exponential densities and compound Poisson measures (Q6144867) (← links)
• Subexponentialiy of densities of infinitely divisible distributions (Q6165212) (← links)
• Implicit renewal theory for exponential functionals of Lévy processes (Q6171652) (← links)
• On the convolution equivalence of tempered stable distributions on the real line (Q6540882) (← links)