An introduction to heavy-tailed and subexponential distributions
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Publication:4913574
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- Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails
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- Some positive conclusions related to the Embrechts-Goldie conjecture
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- On directional convolution equivalent densities
- The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation
- A note on randomly weighted sums of dependent subexponential random variables
- On a closure property of convolution equivalent class of distributions
- On the maximal offspring in a subcritical branching process
- Darling-Kac theorem for renewal shifts in the absence of regular variation
- Nonmonotonic critical threshold in the Kuramoto model
- Tournament rewards and heavy tails
- Large deviations for super-heavy tailed random walks
- Tail behavior of supremum of a random walk when Cramér's condition fails
- On the distribution tail of the sum of the maxima of two randomly stopped sums in the presence of heavy tails
- Accelerated front propagation for monostable equations with nonlocal diffusion: multidimensional case
- Operator equations of branching random walks
- On corrected phase-type approximations of the time value of ruin with heavy tails
- Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times
- Local probabilities of randomly stopped sums of power-law lattice random variables
- An exponential inequality for suprema of empirical processes with heavy tails on the left
- On the almost decrease of a subexponential density
- On a transformation between distributions obeying the principle of a single big jump
- Risk diversifying treaty between two companies with only one in insurance business
- Asymptotics for the finite-time ruin probability of a risk model with a general counting process
- The Wiener condition and the conjectures of Embrechts and Goldie
- Asymptotic behavior for sums of non-identically distributed random variables
- Max-sum equivalence of conditionally dependent random variables
- Tail asymptotics of random sum and maximum of log-normal risks
- Phase transition in loop percolation
- The finite-time ruin probability of a risk model with a general counting process and stochastic return
- Subexponential densities of compound Poisson sums and the supremum of a random walk
- Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
- Local convergence of random planar graphs
- Passage time and fluctuation calculations for subexponential Lévy processes
- A new argument in favor of hyperbolic discounting in very long term project appraisal
- Parisian ruin over a finite-time horizon
- An Introduction to Heavy-Tailed and Subexponential Distributions
- Regularly distributed randomly stopped sum, minimum, and maximum
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- Two-dimensional ruin probability for subexponential claim size
- Accelerated nonlocal nonsymmetric dispersion for monostable equations on the real line
- Simply generated unrooted plane trees
- Fat-tailed regression modeling with spliced distributions
- Large deviations of means of heavy-tailed random variables with finite moments of all orders
- Implicit renewal theory in the arithmetic case
- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals
- Tail behavior of weighted sums of order statistics of dependent risks
- Unlabelled Gibbs partitions
- On the finiteness and tails of perpetuities under a Lamperti-Kiu map
- Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments
- Ruin probabilities for risk process in a regime-switching environment
- A note on product-convolution for generalized subexponential distributions
- On limit behaviours for Feller's unfair-fair-game and its related model
- Subexponential potential asymptotics with applications
- Spectral projections correlation structure for short-to-long range dependent processes
- On the non-closure under convolution for strong subexponential distributions
- Second order subexponentiality and infinite divisibility
- Multicomponent stress-strength reliability based on a right long-tailed distribution
- Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate
- The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims
- Condensation transition in large deviations of self-similar Gaussian processes with stochastic resetting
- Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes
- Cost and effect of replication and quorum in desktop grid computing
- Rare events in stochastic processes with sub-exponential distributions and the big jump principle
- Estimating tails of independently stopped random walks using concave approximations of hazard functions
- A Survey of Stability Results for Redundancy Systems
- A necessary and sufficient condition for the subexponentiality of the product convolution
- Kesten's bound for subexponential densities on the real line and its multi-dimensional analogues
- Importance sampling of heavy-tailed iterated random functions
- Regular variation in a fixed-point problem for single- and multi-class branching processes and queues
- Randomly stopped minima and maxima with exponential-type distributions
- Bayesian stopping rule in discrete parameter space with multiple local maxima.
- Aggregation of log-linear risks
- Two-node fluid network with a heavy-tailed random input: the strong stability case
- Random difference equations with subexponential innovations
- The product distribution of dependent random variables with applications to a discrete-time risk model
- Clustering and percolation on superpositions of Bernoulli random graphs
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