Convolution tails, product tails and domains of attraction

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A Theorem on Products of Random Variables, With Application to Regression
Functions of probability measures
Limit theory for the sample covariance and correlation functions of moving averages
More limit theory for the sample correlation function of moving averages
On convolution tails
One-sided analogues of Karamata's regular variation
The class of subexponential distributions

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Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables
Convolution equivalence and infinite divisibility
The uniform approximation of the tail probability of the randomly weighted sums of subexponential random variables
Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence
Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration
The full solution of the convolution closure problem for convolution- equivalent distributions
Tail asymptotics of light-tailed Weibull-like sums
On the long tail property of product convolution
Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction
Asymptotic ordering of distribution functions and convolution semigroups
Weighted sums of subexponential random variables and their maxima
The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
Functionals of infinitely divisible stochastic processes with exponential tails
Joint stable attraction of two sums of products
Dependence and the asymptotic behavior of large claims reinsurance
The probabilities of absolute ruin in the renewal risk model with constant force of interest
Degree-degree dependencies in directed networks with heavy-tailed degrees
Extreme value theory for spatial random fields -- with application to a Lévy-driven field
Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure
Extremes of Lévy driven mixed MA processes with convolution equivalent distributions
Asymptotic results on tail moment for light-tailed risks
Consistency for least squares regression estimators with infinite variance data
The structure of the class of subexponential distributions
A note on max-sum equivalence
Subexponential distributions and characterizations of related classes
Time series regression on integrated continuous-time processes with heavy and light tails
Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure
Continuous scaled phase-type distributions
Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions
Convolution equivalent Lévy processes and first passage times
Path decomposition of ruinous behavior for a general Lévy insurance risk process
Nonexponential asymptotics for the solutions of renewal equations, with applications
On a class of Lévy processes
Scaling limit of sub-ballistic 1D random walk among biased conductances: \textit{a story of wells and walls}
On large deviations of a sum of independent random variables with rapidly decreasing distribution tails
The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
Tandem queues with subexponential service times and finite buffers
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
The Wiener condition and the conjectures of Embrechts and Goldie
Interplay of insurance and financial risks in a discrete-time model with strongly regular variation
Tail asymptotics for a random sign Lindley recursion
Cyclic queueing networks with subexponential service times
ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS
Subexponential potential asymptotics with applications
Subexponentiality of the product of independent random variables
Multivariate subexponential distributions
On the extremes of a class of non-linear processes with heavy tailed innovations
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
Sums of Dependent Nonnegative Random Variables with Subexponential Tails
The subexponentiality of products revisited
Joint tail of ECOMOR and LCR reinsurance treaties
Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims
Modelling of extremal events in insurance and finance
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
Ruin probabilities in perturbed risk models
Domains of attraction for exponential families.
Robust score and portmanteau tests of volatility spillover
The product distribution of dependent random variables with applications to a discrete-time risk model
Second-order asymptotics for convolution of distributions with light tails
On sums of independent random variables whose distributions belong to the max domain of attraction of max stable laws
A TANDEM QUEUE WITH LÉVY INPUT: A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTH
Asymptotic results for heavy-tailed Lévy processes and their exponential functionals
From light tails to heavy tails through multiplier
Tail Asymptotics of the Supremum of a Regenerative Process
Extremal dependence of random scale constructions
Interplay of subexponential and dependent insurance and financial risks
Extremes on the discounted aggregate claims in a time dependent risk model
Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
A note on product-convolution for generalized subexponential distributions
Large deviations of a sum of independent random variables with distributions with rapidly decreasing tails
On asymptotic behavior of the convolution of distributions with regularly exponentially decreasing tails
Iterated random functions and regularly varying tails
Branching random walk with infinite progeny mean: a tale of two tails
Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
Subexponential interval graphs generated by immigration-death processes
Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure
On a closure property of convolution equivalent class of distributions
Exact upper tail probabilities of random series
Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure
Large claims approximations for risk processes in a Markovian environment
Convolution closure properties of subexponential densities
Ruin with insurance and financial risks following the least risky FGM dependence structure
Extremes of subexponential Lévy driven moving average processes
Extremal memory of stochastic volatility with an application to tail shape inference
The queue length in an M/G/1 batch arrival retrial queue
Maxima of Sums of Heavy-Tailed Random Variables
The max-INAR(1) model for count processes
Some asymptotic results for sums of dependent random variables, with actuarial applications
On the convolution equivalence of tempered stable distributions on the real line
Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
Ruin probability in the presence of interest earnings and tax payments
The subexponential product convolution of two Weibull-type distributions
Suprema and sojourn times of Lévy processes with exponential tails
Multivariate subexponential distributions and random sums of random vectors
Random difference equations with subexponential innovations

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