Banach algebras of measures on the real line with a given asymptotics of distributions at infinity

DOI10.1007/BF02679764MaRDI QIDQ1963376zbMATHFDO

Authors B. A. Rogozin, M. S. Sgibnev

Publication date 31 January 2000

Published in Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

convolutionBanach algebra of measuresunbounded probability distribution

Mathematics Subject Classification ID

Spaces of measures (46E27) Distribution theory (60E99) General theory of topological algebras (46H05)

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Cites work

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• scientific article; zbMATH DE number 3433322 (Why is no real title available?)
• scientific article; zbMATH DE number 3410334 (Why is no real title available?)
• Banach algebra methods in renewal theory
• Banach algebras of measures on the line
• Degeneracy properties of subcritical branching processes
• Functions of probability measures
• Large-Deviation Probabilities for One-Dimensional Markov ChainsPart 1: Stationary Distributions

Cited in

(17)

• On the exact asymptotic behaviour of the distribution of the supremum in the ``critical case
• Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
• Strongly subexponential distributions and Banach algebras of measures
• Infinite-time absolute ruin in dependent renewal risk models with constant force of interest
• On the Maximum Exceedance of a Sequence of Random Variables Over a Renewal Threshold
• Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
• scientific article; zbMATH DE number 4065676 (Why is no real title available?)
• The probabilities of absolute ruin in the renewal risk model with constant force of interest
• Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
• Tail behavior of the product of two dependent random variables with applications to risk theory
• Asymptotics for a discrete-time risk model with the emphasis on financial risk
• Banach algebras of measures of class S(\(\gamma\) )
• scientific article; zbMATH DE number 4129727 (Why is no real title available?)
• scientific article; zbMATH DE number 614568 (Why is no real title available?)
• Exact asymptotic behaviour of the distribution of the supremum
• On convolution equivalence with applications
• The overshoot of a random walk with negative drift

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