Subexponential distributions and dominated-variation tails
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(32)- Ruin probability of the renewal model with risky investment and large claims
- Asymptotic tail probabilities of sums of dependent subexponential random variables
- The structure of the class of subexponential distributions
- Some properties of subexponential distributions
- Failure rates of regenerative systems with heavy tails
- Expectation of the truncated randomly weighted sums with dominatedly varying summands
- Sufficient conditions for the subexponential property of the convolution of two distributions
- Maximum on a random time interval of a random walk with infinite mean
- Extremes of the stochastic heat equation with additive Lévy noise
- Asymptotic risk decomposition for regularly varying distributions with tail dependence
- On the random max-closure for heavy-tailed random variables
- Tail probabilities of St. Petersburg sums, trimmed sums, and their limit
- Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
- Infinite divisibility and generalized subexponentiality
- Multivariate subexponential distributions and their applications
- The Markov branching process with density-independent catastrophes I. Behaviour of extinction probabilities
- Subexponentiality and infinite divisibility
- Asymptotic behavior of tail and local probabilities for sums of subexponential random variables
- Randomly weighted sums of subexponential random variables with application to capital allocation
- Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes
- A note on product-convolution for generalized subexponential distributions
- Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model
- Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type
- Generalized moments of sums with heavy-tailed random summands
- Externalities in the M/G/1 queue: LCFS-PR versus FCFS
- Uniform asymptotic estimates for ruin probabilities of a multidimensional risk model with càdlàg returns and multivariate heavy tailed claims
- Positively decreasing and related distributions under dependence
- Regularity of a randomly stopped sum determines regularity of the stopping moment
- A Breiman's theorem for a conditional dependent random vector and its applications to risk theory
- Infinite-time ruin probability of a multivariate renewal risk model with Brownian perturbations
- Second order behaviour of ruin probabilities in the case of large claims
- New results for tails of probability distributions according to their asymptotic decay
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