Functions of probability measures

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Iterated random functions and regularly varying tails
Non trivial limit distributions for transient renewal chains
Exponential densities and compound Poisson measures
Asymptotics for the solutions to defective renewal equations
Tail behavior of random sums of negatively associated increments
On a closure property of convolution equivalent class of distributions
Some positive conclusions related to the Embrechts-Goldie conjecture
On a stochastic order induced by an extension of Panjer's family of discrete distributions
An algebra structure for reproducing kernel Hilbert spaces
Estimates for the probability of ruin with special emphasis on the possibility of large claims
Local asymptotics for the time of first return to the origin of transient random walk
On the closure under infinitely divisible distribution roots
Maxima of sums and random sums for negatively associated random variables with heavy tails
On the intersection of max domains of attraction of \(p\)-max stable laws and the class of subexponential distributions
The rate of convergence for subexponential distributions
Local convergence of random planar graphs
Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences
On the exact asymptotics of the busy period in GI/G/1 queues
Asymptotic estimates of Gerber-Shiu functions in the renewal risk model with exponential claims
Asymptotic behavior of tail and local probabilities for sums of subexponential random variables
Convolution closure properties of subexponential densities
The generalized logarithmic series distribution
Maxima of Sums of Heavy-Tailed Random Variables
Banach algebra methods in renewal theory
Return probabilities on nonunimodular transitive graphs
Extremes in incomplete samples from moving averages of random variables from the domain of attraction of the Gumbel distribution
Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
Banach algebras of functions with the same asymptotic behavior at infinity
On convolution equivalence with applications
Some discussions on the local distribution classes
Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments
Randomly stopped minima and maxima with exponential-type distributions
Asymptotics for the moments of the overshoot and undershoot of a random walk
Suprema and sojourn times of Lévy processes with exponential tails
Multivariate subexponential distributions and random sums of random vectors
Random walks with non-convolution equivalent increments and their applications
Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails
Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence
On the non-closure under convolution for strong subexponential distributions
Notes on random walks in the Cauchy domain of attraction
Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions
Unlabelled Gibbs partitions
Asymptotic ordering of risks and ruin probabilities
The full solution of the convolution closure problem for convolution- equivalent distributions
Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time
Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation
On the long tail property of product convolution
Subexponential densities of infinitely divisible distributions on the half-line
Limits of random tree-like discrete structures
Asymptotic behaviour of Wiener-Hopf factors of a random walk
Asymptotic ordering of distribution functions and convolution semigroups
A new class of large claim size distributions: definition, properties, and ruin theory
Functionals of infinitely divisible stochastic processes with exponential tails
On lower limits and equivalences for distribution tails of randomly stopped sums
Ruin probability and local ruin probability in the random multi-delayed renewal risk model
The probabilities of absolute ruin in the renewal risk model with constant force of interest
Subexponential densities of compound Poisson sums and the supremum of a random walk
Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims
Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions
Subexponential asymptotics of the stationary distributions of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains
Local limit theorem for symmetric random walks in Gromov-hyperbolic groups
On closure properties of heavy-tailed distributions for random sums
Infinite divisibility and generalized subexponentiality
Renewal model for dependent binary sequences
Limit theorems for weakly subcritical branching processes in random environment
Maximum on a random time interval of a random walk with infinite mean
On exact convergence rates for solutions of linear systems of Volterra difference equations†
Lower limits and equivalences for convolution tails
Convolution equivalence and distributions of random sums
Tail behavior of the sums of dependent and heavy-tailed random variables
Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion
Asymptotics of convolution with the semi-regular-variation tail and its application to risk
Convolution tails, product tails and domains of attraction
Limiting tail behaviour of some discrete compound distributions
Monotonicity and condensation in homogeneous stochastic particle systems
On convolution tails
Convolution and convolution-root properties of long-tailed distributions
Subexponential distributions and characterizations of related classes
The uniform asymptotics of the overshoot of a random walk with light-tailed increments
Subcritical branching processes in a random environment without the Cramer condition
Nonexponential asymptotics for the solutions of renewal equations, with applications
Polynomials of binomial type and compound Poisson processes
Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks
On the exponential max-domain of attraction of the standard log-Fréchet distribution and subexponentiality
Tail behavior of supremum of a random walk when Cramér's condition fails
Second-order behaviour for self-decomposable distributions with two-sided regularly varying densities
On regularly varying and history-dependent convergence rates of solutions of a Volterra equation with infinite memory
The closure of the convolution equivalent distribution class under convolution roots with applications to random sums
Spatial asymptotics at infinity for heat kernels of integro-differential operators
On directional convolution equivalent densities
Semi-heavy tails
On the almost decrease of a subexponential density
Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type
Subexponential distribution functions in \(R^{d}\)
Homogeneous mappings of regularly varying vectors
On a transformation between distributions obeying the principle of a single big jump
The Wiener condition and the conjectures of Embrechts and Goldie
Renewal theorem in the case of an infinite variance
Gibbs partitions: a comprehensive phase diagram
A wide class of heavy-tailed distributions and its applications

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