Asymptotics of convolution with the semi-regular-variation tail and its application to risk
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Publication:1633430
DOI10.1007/s10687-018-0326-8zbMath1417.60014arXiv1712.01459OpenAlexW2963066316WikidataQ129656189 ScholiaQ129656189MaRDI QIDQ1633430
Wenyuan Wang, Edward Omey, Zhaolei Cui, Yue-bao Wang
Publication date: 20 December 2018
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.01459
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Related Items (6)
On the long tail property of product convolution ⋮ On extremal domains and codomains for convolution of distributions and fractional calculus ⋮ On a closure property of convolution equivalent class of distributions ⋮ Asymptotic results on tail moment for light-tailed risks ⋮ Regularly distributed randomly stopped sum, minimum, and maximum ⋮ Randomly stopped minima and maxima with exponential-type distributions
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