Publication | Date of Publication | Type |
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Multiseasonal discrete-time risk model revisited | 2024-01-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q6182099 | 2023-12-20 | Paper |
On the distribution-tail behaviour of the product of normal random variables | 2023-11-30 | Paper |
Generalized moments of sums with heavy-tailed random summands | 2023-10-24 | Paper |
On the non-closure under convolution for strong subexponential distributions | 2023-01-11 | Paper |
A note on product-convolution for generalized subexponential distributions | 2022-11-09 | Paper |
Asymptotic risk decomposition for regularly varying distributions with tail dependence | 2022-05-23 | Paper |
Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments | 2022-02-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q5155464 | 2021-10-06 | Paper |
Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure | 2021-03-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q5116675 | 2020-08-18 | Paper |
Regularly distributed randomly stopped sum, minimum, and maximum | 2020-06-30 | Paper |
On a closure property of convolution equivalent class of distributions | 2020-06-17 | Paper |
Tails of higher-order moments with dominatedly varying summands | 2019-12-03 | Paper |
Ruin probability for the bi-seasonal discrete time risk model with dependent claims | 2019-10-08 | Paper |
Randomly stopped minima and maxima with exponential-type distributions | 2019-07-29 | Paper |
Random convolution of O-exponential distributions | 2019-07-12 | Paper |
Randomly stopped sums with exponential-type distributions | 2019-07-12 | Paper |
Expectation of the truncated randomly weighted sums with dominatedly varying summands | 2019-02-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q4691162 | 2018-10-18 | Paper |
Discrete uniform limit law for a sum of additive functions on shifted primes | 2018-10-16 | Paper |
Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk | 2018-06-28 | Paper |
Closure properties of \(O\)-exponential distributions | 2018-06-21 | Paper |
On the random max-closure for heavy-tailed random variables | 2017-08-31 | Paper |
The finite-time ruin probability for an inhomogeneous renewal risk model | 2017-06-15 | Paper |
Randomly stopped maximum and maximum of sums with consistently varying distributions | 2017-04-18 | Paper |
A Lundberg-type inequality for an inhomogeneous renewal risk model | 2016-11-15 | Paper |
Ruin probability in the three-seasonal discrete-time risk model | 2016-11-15 | Paper |
Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail | 2016-11-15 | Paper |
Randomly stopped sums with consistently varying distributions | 2016-11-15 | Paper |
Bi-seasonal discrete time risk model | 2016-06-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q2810016 | 2016-05-30 | Paper |
Asymptotics for randomly weighted and stopped dependent sums | 2016-05-04 | Paper |
Randomly stopped sums of not identically distributed heavy tailed random variables | 2016-04-22 | Paper |
A note on the net profit condition for discrete and classical risk models | 2016-01-13 | Paper |
Conditional tail expectation of randomly weighted sums with heavy-tailed distributions | 2015-12-01 | Paper |
Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model | 2015-11-06 | Paper |
The exponential moment tail of inhomogeneous renewal process | 2015-05-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q5166963 | 2014-07-09 | Paper |
Closure property and maximum of randomly weighted sums with heavy-tailed increments | 2014-06-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q5412160 | 2014-04-25 | Paper |
Binomial limit law for additive prime indicators | 2014-01-15 | Paper |
Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails | 2014-01-15 | Paper |
Precise large deviations for compound random sums in the presence of dependence structures | 2013-07-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q4920772 | 2013-05-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q4919374 | 2013-05-08 | Paper |
Closure of some heavy-tailed distribution classes under random convolution | 2013-03-21 | Paper |
Gerber–Shiu function for the discrete inhomogeneous claim case | 2013-01-22 | Paper |
Tail probability of randomly weighted sums of subexponential random variables under a dependence structure | 2012-09-18 | Paper |
On the ruin probability in a dependent discrete time risk model with insurance and financial risks | 2012-05-14 | Paper |
Finite-horizon ruin probability asymptotics in the compound discrete-time risk model | 2011-12-01 | Paper |
Uniform estimates for the finite-time ruin probability in the dependent renewal risk model | 2011-07-18 | Paper |
Tail behavior of sums and maxima of sums of dependent subexponential random variables | 2011-05-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q3080365 | 2011-03-10 | Paper |
Asymptotic behaviour of the finite-time ruin probability in renewal risk models | 2011-02-22 | Paper |
Finite-time ruin probability in the inhomogeneous claim case | 2011-01-24 | Paper |
Local precise large deviations for sums of random variables with \(O\)-regularly varying densities | 2010-09-01 | Paper |
Second-order asymptotics of ruin probabilities for semiexponential claims | 2010-02-19 | Paper |
A property of the renewal counting process with application to the finite-time ruin probability | 2009-12-02 | Paper |
Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications | 2009-11-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q3601275 | 2009-02-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q3539389 | 2008-11-18 | Paper |
Precise large deviation results for the total claim amount under subexponential claim sizes | 2008-08-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q5385088 | 2008-04-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q5455133 | 2008-04-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q5448450 | 2008-03-20 | Paper |
On the Gerber-Shiu discounted penalty function for subexponential claims | 2008-02-18 | Paper |
On the local distance between arithmetical distributions | 2008-01-16 | Paper |
Poisson distribution for a sum of additive functions on shifted primes | 2007-12-17 | Paper |
On the mean value of the product of multiplicative functions with shifted argument | 2007-10-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q3591554 | 2007-09-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q3596449 | 2007-08-31 | Paper |
Poisson distribution for a sum of additive functions | 2007-07-19 | Paper |
Bounds for the local distance between arithmetical distributions | 2007-07-19 | Paper |
Second order asymptotic behaviour of subordinated sequences with longtailed subordinator | 2007-05-23 | Paper |
Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes | 2007-05-23 | Paper |
The factorial moments of additive functions with rational argument | 2007-01-31 | Paper |
On the limit laws of distributions of additive functions | 2007-01-29 | Paper |
Kubilius-type sequences of additive functions | 2006-11-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3375688 | 2006-03-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q5314342 | 2005-09-05 | Paper |
Distribution of the values of additive functions with respect to logarithmic frequency. | 2005-08-09 | Paper |
On the support of distributions of integer-valued additive functions | 2004-10-15 | Paper |
The Halász inequality for an additive function of rational argument | 2004-10-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q4809691 | 2004-08-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q4467145 | 2004-06-08 | Paper |
Additive functions with asymptotically finite supports | 2003-12-04 | Paper |
The logarithmic frequency of values of additive functions | 2003-05-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4798616 | 2003-03-11 | Paper |
Factorial moments of distributions of additive functions | 2002-05-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4409720 | 2002-01-01 | Paper |
The von Mises theorem for Farey fractions | 2001-03-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4234475 | 2000-03-24 | Paper |
Convergence to the Poisson law. III: Method of moments | 1998-01-01 | Paper |
The convergence to the Poisson law. II: Unbounded strongly additive functions | 1997-10-30 | Paper |
The convergence to the Poisson law. I: Integer-valued additive functions | 1997-07-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q4036542 | 1993-05-18 | Paper |
The Kubilius inequality for additive functions of a rational argument | 1990-01-01 | Paper |
The Erdős-Wintner theorem for additive functions of a rational argument | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3491670 | 1990-01-01 | Paper |
Approximation of distributions of integer-valued additive functions by discrete charges. II | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4732530 | 1989-01-01 | Paper |
Integral additive arithmetic functions and the Poisson distribution | 1988-01-01 | Paper |
Probabilities of moderate deviations for additive functions | 1988-01-01 | Paper |
Distribution of values of additive functions of a rational argument | 1988-01-01 | Paper |
Approximation of distributions of integral additive functions by discrete charges. I | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3797278 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3797280 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3807318 | 1988-01-01 | Paper |
The compactness of distributions of a sequence of additive functions | 1987-01-01 | Paper |