Convolution tails, product tails and domains of attraction

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On the long tail property of product convolution
Convolution product and resurgence
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Cites work

A Theorem on Products of Random Variables, With Application to Regression
Functions of probability measures
scientific article; zbMATH DE number 3662269 (Why is no real title available?)
scientific article; zbMATH DE number 3662270 (Why is no real title available?)
scientific article; zbMATH DE number 4122944 (Why is no real title available?)
scientific article; zbMATH DE number 3238248 (Why is no real title available?)
scientific article; zbMATH DE number 3349081 (Why is no real title available?)
scientific article; zbMATH DE number 3359478 (Why is no real title available?)
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

Cited in

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

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