Multivariate subexponential distributions and random sums of random vectors
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- Multivariate subexponential distributions and their applications
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- On sums of conditionally independent subexponential random variables
- scientific article; zbMATH DE number 2104320
- Asymptotic expansions for distributions of sums of independent random vectors
Cites work
- A characterization of multivariate regular variation.
- Abelian and Tauberian theorems for the Laplace transform of functions in several variables
- Asymptotic results for a run and cumulative mixed shock model
- Convolution tails, product tails and domains of attraction
- Degeneracy properties of subcritical branching processes
- Domains of attraction and regular variation in \({\mathbb{R}}^ d\)
- Functions of probability measures
- scientific article; zbMATH DE number 3828491 (Why is no real title available?)
- scientific article; zbMATH DE number 3965077 (Why is no real title available?)
- scientific article; zbMATH DE number 4012931 (Why is no real title available?)
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
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- scientific article; zbMATH DE number 3662269 (Why is no real title available?)
- scientific article; zbMATH DE number 9390 (Why is no real title available?)
- scientific article; zbMATH DE number 1301888 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 3322619 (Why is no real title available?)
- Integrals and derivatives of regularly varying functions in R^ n and domains of attraction of stable distributions. II
- Multivariate subexponential distributions
- Multivariate weighted renewal functions
- Non-Parametric Empirical Bayes Procedures
- On convolution tails
- On Interchanging Limits and Integrals
- On Kesten's counterexample to the Cramér-Wold device for regular variation
- Point processes, regular variation and weak convergence
- Regularly varying functions
- Shocks, runs and random sums
- Shocks, runs, and random sums: asymptotic behavior of the tail of the distribution function
- Subexponential distribution functions in \(R^{d}\)
- Subexponentiality and infinite divisibility
- The class of subexponential distributions
- Weighted renewal functions: a hierarchical approach
Cited in
(14)- On the number of renewals in random time
- Multivariate subexponential distributions
- On directional convolution equivalent densities
- Multivariate subexponential distributions and their applications
- Local limit theorems for shock models
- Compound kernel estimates for the transition probability density of a Lévy process in \(\mathbb R^{n}\)
- Subexponential potential asymptotics with applications
- Controlled branching processes with continuous time
- Some Blackwell-Type Renewal Theorems for Weighted Renewal Functions
- Multi-normex distributions for the sum of random vectors. Rates of convergence
- Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return
- Random sums of random variables and vectors: including infinite means and unequal length sums
- Multivariate weighted renewal functions
- The tail behaviour of a random sum of subexponential random variables and vectors
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