A property of longtailed distributions
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Publication:3317812
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- Asymptotics for tail probability of random sums with a heavy-tailed number and dependent increments
- On the long tail property of product convolution
- Asymptotic ordering of distribution functions and convolution semigroups
- Approximating the integrated tail distribution
- Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims
- Randomly stopped sums of not identically distributed heavy tailed random variables
- Ruin estimates for large claims
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
- A sufficient condition and a necessary condition of a class of subexponential distribution functions
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- Convolution and convolution-root properties of long-tailed distributions
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- Finite-horizon ruin probability asymptotics in the compound discrete-time risk model
- Generalized moments of sums with heavy-tailed random summands
- Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type
- A wide class of heavy-tailed distributions and its applications
- Precise large deviations for aggregate claims
- Renewal theory for random variables with a heavy tailed distribution and finite variance
- Subexponentiality of the product of independent random variables
- A note on the tail behavior of randomly weighted and stopped dependent sums
- Some notes on the positive lattice long-tailed family
- Modelling of extremal events in insurance and finance
- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
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- Randomly stopped sums with consistently varying distributions
- The class of L ∩ D and its application to renewal reward process
- Approximation of the tail probability of dependent random sums under consistent variation and applications
- Precise large deviations for compound random sums in the presence of dependence structures
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- Discrete and continuous time modulated random walks with heavy-tailed increments
- A local limit theorem on one-sided large deviations for dominated-variation distributions
- Asymptotic behavior of tail and local probabilities for sums of subexponential random variables
- Estimates for distributions of sums of random variables with subexponential distributions.
- Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model
- Subexponential distributions and integrated tails
- Some discussions on the local distribution classes
- Subexponential Distributions - Large Deviations with Applications to Insurance and Queueing Models
- On the moments of iterated tail
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