scientific article; zbMATH DE number 1301888

zbMATH Open0923.62021MaRDI QIDQ4247115FDOQ4247115

Authors: Charles M. Goldie, Claudia Klüppelberg 

Publication date: 31 October 1999

Title of this publication is not available (Why is that?)

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zbMATH Keywords

heavy-tailed distributionssubexponential distributionsinsurance applicationsqueueing modelling

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Cited In (59)

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• Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions
• Sampling at subexponential times, with queueing applications
• Infinite divisibility and generalized subexponentiality
• Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors.
• Boolean convolutions and regular variation
• Monotonicity and condensation in homogeneous stochastic particle systems
• Exact waiting time and queue size distributions for equilibrium \(M/G/1\) queues with Pareto service
• Ruin probabilities and overshoots for general Lévy insurance risk processes
• Asymptotic loss probability in a finite buffer fluid queue with heterogeneous heavy-tailed on-off processes
• Tail asymptotics for the queue length in an M/G/1 retrial queue
• Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type
• An introduction to heavy-tailed and subexponential distributions
• A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market
• The finite-time ruin probability for ND claims with constant interest force
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• Sublinear exaves
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• Improved concentration bounds for sums of independent sub-exponential random variables
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• Precise large deviations for negatively associated random variables with consistently varying tails
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• Asymptotic behavior of generalized processor sharing queues under subexponential assumptions
• Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift
• Subexponential asymptotics of hybrid fluid and ruin models
• Subexponential Distributions - Large Deviations with Applications to Insurance and Queueing Models
• Multivariate subexponential distributions and random sums of random vectors
• Convolution equivalence and infinite divisibility
• Title not available (Why is that?)

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