Cites work
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- scientific article; zbMATH DE number 3410334 (Why is no real title available?)
- A Lemma on regular variation of a transient renewal function
- A general result on infinite divisibility
- Asymptotic behaviour of Wiener-Hopf factors of a random walk
- Degeneracy properties of subcritical branching processes
- Functions of probability measures
- On the Asymptotic Behavior of a Class of Infinitely Divisible Laws
- On the infinite divisibility of the lognormal distribution
- On the tails of waiting-time distributions
- One-sided analogues of Karamata's regular variation
- Regular variation of the tail of a subordinated probability distribution
- Some results on regular variation for distributions in queueing and fluctuation theory
- Subexponential distributions and dominated-variation tails
- The class of subexponential distributions
Cited in
(only showing first 100 items - show all)- Functions of discrete probability measures: Rates of convergence in the renewal theorem
- Second order subexponentiality and infinite divisibility
- Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion
- Joint exceedances of the ARCH process
- A TANDEM QUEUE WITH LÉVY INPUT: A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTH
- On moments and tail behaviors of storage processes
- On infinitely divisible semimartingales
- Tempered stable distributions and processes
- Randomly stopped sums with consistently varying distributions
- Asymptotic results for heavy-tailed Lévy processes and their exponential functionals
- A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence
- The total claims distribution under inflationary conditions
- Asymptotic estimates for the probability of ruin in a Poisson model with diffusion
- Lévy processes with two-sided reflection
- \(M/M/\infty\) queue with ON-OFF service speeds
- Tails in generalized Jackson networks with subexponential service-time distributions
- Tail behavior of negatively associated heavy-tailed sums
- Distribution tails of sample quantiles and subexponentiality
- Über unbegrenzt teilbare Verteilungen
- Sample quantiles of heavy tailed stochastic processes
- Asymptotics of randomly stopped sums in the presence of heavy tails
- Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws
- Cramér-type moderate deviation for Studentized compound Poisson sum
- Banach algebras of measures of class S(\(\gamma\) )
- Laws of the iterated logarithm of chover-type for operator stable Lévy processes
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Probability measures, Lévy measures and analyticity in time
- Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift
- Second order tail behaviour of a subordinated probability distribution
- Exponential densities and compound Poisson measures
- The Markov branching process with density-independent catastrophes I. Behaviour of extinction probabilities
- On extreme ruinous behaviour of Lévy insurance risk processes
- Asymptotics for the solutions to defective renewal equations
- Tail behavior of random sums of negatively associated increments
- On harmonic renewal measures
- Some fractal sets determined by stable processes
- On a closure property of convolution equivalent class of distributions
- Some positive conclusions related to the Embrechts-Goldie conjecture
- Extremal clustering under moderate long range dependence and moderately heavy tails
- Estimates for the probability of ruin with special emphasis on the possibility of large claims
- Subexponential loss rate asymptotics for Lévy processes
- Positively decreasing and related distributions under dependence
- On the closure under infinitely divisible distribution roots
- Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection
- Bounds for classical ruin probabilities
- A NOTE ON THE CLOSURE OF CONVOLUTION POWER MIXTURES (RANDOM SUMS) OF EXPONENTIAL DISTRIBUTIONS
- Asymptotics for the first passage times of Lévy processes and random walks
- Sample function behavior of increasing processes of class \(L\)
- On subordinated distributions and random record processes
- Large claims approximations for risk processes in a Markovian environment
- Convolution closure properties of subexponential densities
- The queue length in an M/G/1 batch arrival retrial queue
- Maxima of Sums of Heavy-Tailed Random Variables
- A refinement of the coupling method in renewal theory
- Extremes of autoregressive threshold processes
- Explicit estimates for the asymptotics of subexponential infinitely divisible distribution functions
- Trend detection for heteroscedastic extremes
- Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes
- Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions.
- Asymptotics for the moments of the overshoot and undershoot of a random walk
- Asymptotics for solutions of a defective renewal equation with applications
- Multivariate subexponential distributions and random sums of random vectors
- Random walks with non-convolution equivalent increments and their applications
- Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails
- Convolution equivalence and infinite divisibility
- The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process
- The finite-time ruin probability of the compound Poisson model with constant interest force
- Ruin problem and how fast stochastic processes mix
- Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation
- Some asymptotic results useful in enumeration problems
- Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions
- Tail behavior of sums and maxima of sums of dependent subexponential random variables
- Subexponential densities of infinitely divisible distributions on the half-line
- Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction
- Asymptotic ordering of distribution functions and convolution semigroups
- A new class of large claim size distributions: definition, properties, and ruin theory
- Functionals of infinitely divisible stochastic processes with exponential tails
- Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes
- On lower limits and equivalences for distribution tails of randomly stopped sums
- Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
- Tails of subordinated laws: The regularly varying case
- Heavy tails of a Lévy process and its maximum over a random time interval
- Extremal behavior of stochastic integrals driven by regularly varying Lévy processes
- Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables
- Sample path large deviations for Lévy processes and random walks with regularly varying increments
- Transience and recurrence of Markov processes with constrained local time
- Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions
- On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes
- On closure properties of heavy-tailed distributions for random sums
- Ruin estimates for large claims
- Infinite divisibility and generalized subexponentiality
- Fall-off of eigenfunctions for non-local Schrödinger operators with decaying potentials
- Tail probabilities of subadditive functionals of Lévy processes.
- Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts
- A Conversation With Paul Embrechts
- Mixed Poisson distributions tail equivalent to their mixing distributions
- Risk processes perturbed by α-stable Lévy motion
- Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands
- Lévy-Type Stochastic Integrals with Regularly Varying Tails
- Convolution equivalence and distributions of random sums
This page was built for publication: Subexponentiality and infinite divisibility
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4181024)
