scientific article
From MaRDI portal
Publication:3771313
zbMath0633.60021MaRDI QIDQ3771313
Publication date: 1987
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (74)
Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction ⋮ Randomly stopped sums of not identically distributed heavy tailed random variables ⋮ Extreme value theory for spatial random fields -- with application to a Lévy-driven field ⋮ Functionals of infinitely divisible stochastic processes with exponential tails ⋮ Subexponential potential asymptotics with applications ⋮ Nonparametric test for a class of lifetime distribution UBAC(2) based on the Laplace transform ⋮ On directional convolution equivalent densities ⋮ Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure ⋮ Convolutions of Long-Tailed and Subexponential Distributions ⋮ Closure properties of \(O\)-exponential distributions ⋮ On convolution equivalence with applications ⋮ Convolution equivalence and infinite divisibility ⋮ Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail ⋮ Randomly stopped sums with consistently varying distributions ⋮ Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution ⋮ Closure property of consistently varying random variables based on precise large deviation principles ⋮ Asymptotics for the moments of the overshoot and undershoot of a random walk ⋮ On the random max-closure for heavy-tailed random variables ⋮ Tails of subordinated laws: The regularly varying case ⋮ Subexponential distribution functions in \(R^{d}\) ⋮ Sufficient conditions for the subexponential property of the convolution of two distributions ⋮ Lower limits and equivalences for convolution tails ⋮ Some comparison results for finite-time ruin probabilities in the classical risk model ⋮ A note on max-sum equivalence ⋮ Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables ⋮ Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails ⋮ Continuous scaled phase-type distributions ⋮ ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK ⋮ On a closure property of convolution equivalent class of distributions ⋮ On closure properties of heavy-tailed distributions for random sums ⋮ Tail behavior of random sums of negatively associated increments ⋮ Second-order asymptotics for convolution of distributions with light tails ⋮ Asymptotic results on tail moment for light-tailed risks ⋮ Closure of some heavy-tailed distribution classes under random convolution ⋮ Finite time ruin probability with heavy-tailed insurance and financial risks ⋮ Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands ⋮ Asymptotics for the solutions to defective renewal equations ⋮ Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type ⋮ Asymptotic theory for a risk process with a high dividend barrier ⋮ Spatial asymptotics at infinity for heat kernels of integro-differential operators ⋮ Strongly subexponential distributions and Banach algebras of measures ⋮ Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time ⋮ Convolution equivalence and distributions of random sums ⋮ Multivariate subexponential distributions ⋮ Randomly stopped maximum and maximum of sums with consistently varying distributions ⋮ Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions ⋮ Ruin probabilities and overshoots for general Lévy insurance risk processes ⋮ The closure of the convolution equivalent distribution class under convolution roots with applications to random sums ⋮ Overshoots and undershoots of Lévy processes ⋮ Nonexponential asymptotics for the solutions of renewal equations, with applications ⋮ Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution ⋮ Convolution Equivalence and Infinite Divisibility: Corrections and Corollaries ⋮ Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications ⋮ Tail behavior of the sums of dependent and heavy-tailed random variables ⋮ On lower limits and equivalences for distribution tails of randomly stopped sums ⋮ Interplay of insurance and financial risks in a discrete-time model with strongly regular variation ⋮ Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure ⋮ Asymptotics for solutions of a defective renewal equation with applications ⋮ Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure ⋮ Random convolution of O-exponential distributions ⋮ Randomly stopped sums with exponential-type distributions ⋮ Random sums of random variables and vectors: including infinite means and unequal length sums ⋮ Subexponential distributions and characterizations of related classes ⋮ Asymptotic ordering of distribution functions and convolution semigroups ⋮ Randomly stopped minima and maxima with exponential-type distributions ⋮ Suprema and sojourn times of Lévy processes with exponential tails ⋮ Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case ⋮ Some properties of subexponential distributions ⋮ Infinite divisibility and generalized subexponentiality ⋮ Multivariate subexponential distributions and random sums of random vectors ⋮ Tails of Stopped Random Products: The Factoid and Some Relatives ⋮ Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. ⋮ Subexponentiality of the product of independent random variables ⋮ The full solution of the convolution closure problem for convolution- equivalent distributions
This page was built for publication: