Functions of probability measures

Cited in

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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
On the irrelevant disorder regime of pinning models
Estimates for the probability of ruin with special emphasis on the possibility of large claims
More limit theory for the sample correlation function of moving averages
Convolution tails, product tails and domains of attraction
Polynomials of binomial type and compound Poisson processes
On the asymptotic behaviour of first passage times for transient random walk
Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
Banach algebras of measures of class S(\(\gamma\) )
On convolution tails
Renewal theorem in the case of an infinite variance
The asymptotic of harmonic renewal measures
Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time
Multivariate subexponential distributions
Banach algebra methods in renewal theory
Perturbations of the nonlinear renewal equation
Asymptotic behaviour of Wiener-Hopf factors of a random walk
Limiting tail behaviour of some discrete compound distributions
Subexponential distributions and characterizations of related classes
Asymptotic ordering of distribution functions and convolution semigroups
Gauss-Newton and M-estimation for ARMA processes with infinite variance
Suprema and sojourn times of Lévy processes with exponential tails
The rate of convergence for subexponential distributions
Subexponentiality of the product of independent random variables
Asymptotics of convolution with the semi-regular-variation tail and its application to risk
Monotonicity and condensation in homogeneous stochastic particle systems
Non trivial limit distributions for transient renewal chains
The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands
Asymptotics for the solutions to defective renewal equations
Semi-heavy tails
Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks
Maxima of sums and random sums for negatively associated random variables with heavy tails
Banach algebras of functions with the same asymptotic behavior at infinity
Functionals of infinitely divisible stochastic processes with exponential tails
Banach algebras of measures on the real line with a given asymptotics of distributions at infinity
Strongly subexponential distributions and Banach algebras of measures
Maximum on a random time interval of a random walk with infinite mean
Some positive conclusions related to the Embrechts-Goldie conjecture
On a stochastic order induced by an extension of Panjer's family of discrete distributions
Return probabilities on nonunimodular transitive graphs
Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions
Renewal model for dependent binary sequences
Second-order behaviour for self-decomposable distributions with two-sided regularly varying densities
On the closure under infinitely divisible distribution roots
On directional convolution equivalent densities
On a closure property of convolution equivalent class of distributions
Limits of random tree-like discrete structures
Homogeneous mappings of regularly varying vectors
Tail behavior of supremum of a random walk when Cramér's condition fails
The closure of the convolution equivalent distribution class under convolution roots with applications to random sums
From light tails to heavy tails through multiplier
Notes on random walks in the Cauchy domain of attraction
On the almost decrease of a subexponential density
On a transformation between distributions obeying the principle of a single big jump
Modelling conflicting information using subexponential distributions and related classes
The Wiener condition and the conjectures of Embrechts and Goldie
Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims
A wide class of heavy-tailed distributions and its applications
Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions
Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
On exact rates of decay of solutions of linear systems of Volterra equations with delay
Tail behavior of the sums of dependent and heavy-tailed random variables
Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims
Infinite divisibility and generalized subexponentiality
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
Subexponential densities of compound Poisson sums and the supremum of a random walk
Local convergence of random planar graphs
Subexponential asymptotics of the stationary distributions of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains
On admissibility of the resolvent of discrete Volterra equations
Local limit theorem for symmetric random walks in Gromov-hyperbolic groups
Multivariate subexponential distributions and random sums of random vectors
On exact convergence rates for solutions of linear systems of Volterra difference equations†
On asymptotic constancy for linear discrete summation equations
The probabilities of absolute ruin in the renewal risk model with constant force of interest
Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation
Some discussions on the local distribution classes
Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments
Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails
On closure properties of heavy-tailed distributions for random sums
Subexponentiality and infinite divisibility
Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion
Subcritical branching processes in a random environment without the Cramer condition
Some properties of the exponential distribution class with applications to risk theory
Simply generated unrooted plane trees
Spatial asymptotics at infinity for heat kernels of integro-differential operators
Maxima of Sums of Heavy-Tailed Random Variables
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
Iterated random functions and regularly varying tails
Functions of discrete probability measures: Rates of convergence in the renewal theorem
Asymptotic behavior of tail and local probabilities for sums of subexponential random variables
The uniform asymptotics of the overshoot of a random walk with light-tailed increments
Unlabelled Gibbs partitions
Subexponential potential asymptotics with applications
On the non-closure under convolution for strong subexponential distributions
Second order subexponentiality and infinite divisibility
Asymptotic estimates of Gerber-Shiu functions in the renewal risk model with exponential claims
Kesten's bound for subexponential densities on the real line and its multi-dimensional analogues
Randomly stopped minima and maxima with exponential-type distributions
On the intersection of max domains of attraction of \(p\)-max stable laws and the class of subexponential distributions

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