On convolution tails
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Cites work
- Asymptotic behaviour of Wiener-Hopf factors of a random walk
- Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure
- Degeneracy properties of subcritical branching processes
- Functions of probability measures
- scientific article; zbMATH DE number 3662269 (Why is no real title available?)
- scientific article; zbMATH DE number 3223982 (Why is no real title available?)
- scientific article; zbMATH DE number 3070563 (Why is no real title available?)
- Limits of ratios of tails of measures
- On the tails of infinitely divisible distributions
- On the tails of waiting-time distributions
- Regular variation of the tail of a subordinated probability distribution
- Regularly varying functions in the theory of simple branching processes
- Some results on regular variation for distributions in queueing and fluctuation theory
- Subexponentiality and infinite divisibility
- The class of subexponential distributions
Cited in
(only showing first 100 items - show all)- On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes
- On lower limits and equivalences for distribution tails of randomly stopped sums
- More limit theory for the sample correlation function of moving averages
- Convolution tails, product tails and domains of attraction
- Approximation and estimation of some compound distributions
- The structure of the class of subexponential distributions
- Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
- Banach algebras of measures of class S(\(\gamma\) )
- Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time
- Multivariate subexponential distributions
- Subexponential distributions and characterizations of related classes
- Asymptotic ordering of distribution functions and convolution semigroups
- Ruin probabilities in perturbed risk models
- Suprema and sojourn times of Lévy processes with exponential tails
- How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails
- Subexponentiality of the product of independent random variables
- Asymptotic estimates for the probability of ruin in a Poisson model with diffusion
- Refinements and distributional generalizations of Lundberg's inequality
- Submultiplicative moments of the supremum of a random walk with negative drift
- On the relationship between bounds on the tails of compound distributions
- Asymptotics of convolution with the semi-regular-variation tail and its application to risk
- Cramér's estimate for the reflected process revisited
- Monotonicity and condensation in homogeneous stochastic particle systems
- Asymptotics for the solutions to defective renewal equations
- Ruin probabilities and overshoots for general Lévy insurance risk processes
- Functionals of infinitely divisible stochastic processes with exponential tails
- On the distribution of the maxima of partial sums
- On distribution tail of the maximum of a random walk
- Strongly subexponential distributions and Banach algebras of measures
- Two hypotheses on the exponential class in the class of O-subexponential infinitely divisible distributions
- Some positive conclusions related to the Embrechts-Goldie conjecture
- Path decomposition of a reflected Lévy process on first passage over high levels
- Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions
- On the closure under infinitely divisible distribution roots
- On directional convolution equivalent densities
- On a closure property of convolution equivalent class of distributions
- 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
- Lundberg-type bounds and asymptotics for the moments of the time to ruin
- Exact upper tail probabilities of random series
- On a transformation between distributions obeying the principle of a single big jump
- The Wiener condition and the conjectures of Embrechts and Goldie
- Finite time ruin probability with heavy-tailed insurance and financial risks
- Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases
- Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions
- Overshoots and undershoots of Lévy processes
- Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
- Asymptotics for solutions of a defective renewal equation with applications
- Infinite divisibility and generalized subexponentiality
- Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions
- Randomly stopped sums of not identically distributed heavy tailed random variables
- Estimation of distribution tails —a semiparametric approach
- Convolutions of Long-Tailed and Subexponential Distributions
- Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail
- Randomly stopped sums with consistently varying distributions
- Multivariate subexponential distributions and random sums of random vectors
- A TANDEM QUEUE WITH LÉVY INPUT: A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTH
- A NOTE ON THE CLOSURE OF CONVOLUTION POWER MIXTURES (RANDOM SUMS) OF EXPONENTIAL DISTRIBUTIONS
- Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes
- A local asymptotic behavior for ruin probability in the renewal risk model
- Convolution equivalent Lévy processes and first passage times
- Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation
- Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments
- On closure properties of heavy-tailed distributions for random sums
- Path decomposition of ruinous behavior for a general Lévy insurance risk process
- Spatial asymptotics at infinity for heat kernels of integro-differential operators
- Maxima of Sums of Heavy-Tailed Random Variables
- Cyclic queueing networks with subexponential service times
- Iterated random functions and regularly varying tails
- Convolution equivalence and infinite divisibility
- The uniform asymptotics of the overshoot of a random walk with light-tailed increments
- Subexponential potential asymptotics with applications
- Closure property of consistently varying random variables based on precise large deviation principles
- Randomly stopped maximum and maximum of sums with consistently varying distributions
- Asymptotics for the moments of the overshoot and undershoot of a random walk
- Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution
- Convolution Equivalence and Infinite Divisibility: Corrections and Corollaries
- On the Distribution of the Surplus Prior and at Ruin
- The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process
- A Lévy input model with additional state-dependent services
- Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type
- Asymptotic expansions of convolutions of regularly varying distributions
- Nonexponential asymptotics for the solutions of renewal equations, with applications
- The product distribution of dependent random variables with applications to a discrete-time risk model
- Exact asymptotic behaviour of the distribution of the supremum
- On the exact asymptotic behaviour of the distribution of the supremum in the ``critical case
- Tandem queues with subexponential service times and finite buffers
- Random walks with non-convolution equivalent increments and their applications
- The arctan family of distributions: New results with applications
- Exponential densities and compound Poisson measures
- Local subexponentiality and self-decomposability
- Subexponentialiy of densities of infinitely divisible distributions
- Extremes of Lévy driven mixed MA processes with convolution equivalent distributions
- On the convolution equivalence of tempered stable distributions on the real line
- Investigation a dependent generalized compound renewal risk process involving the uniformly bounded copula function
- Convolution closure properties of subexponential densities
- Tail dependence coefficients of moving average processes driven by exponential-tailed Lévy noise
- Asymptotic ordering of risks and ruin probabilities
- On the distribution-tail of the product of gamma random variables
- Asymptotics of infinitely divisible distributions on \({\mathbb{R}}\)
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