scientific article; zbMATH DE number 3322619

zbMATH Open0203.19401MaRDI QIDQ5601945FDOQ5601945

Authors: V. P. Chistyakov

Publication date: 1964

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Cited In (only showing first 100 items - show all)

Random walks with non-convolution equivalent increments and their applications
Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables
Randomly weighted sums of dependent subexponential random variables
Second order subexponential distributions with finite mean and their applications to subordinated distributions
Tail behavior of sums and maxima of sums of dependent subexponential random variables
Evolutionarily stable strategies of random games, and the vertices of random polygons
Asymptotic ordering of distribution functions and convolution semigroups
The probabilities of absolute ruin in the renewal risk model with constant force of interest
A new class of large claim size distributions: definition, properties, and ruin theory
Reinsurance of large claims
On lower limits and equivalences for distribution tails of randomly stopped sums
Ruin probability and local ruin probability in the random multi-delayed renewal risk model
Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
Uniform asymptotics of the finite-time ruin probability for all times
Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims
Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions
Some closure properties for subexponential distributions
Infinite divisibility and generalized subexponentiality
Lower limits and equivalences for convolution tails
Some estimates of geometric sums
Monotonicity and condensation in homogeneous stochastic particle systems
The structure of the class of subexponential distributions
Subexponential asymptotics of the stationary distributions of M/G/1-type Markov chains
Convolutions of Long-Tailed and Subexponential Distributions
Subexponential distributions and characterizations of related classes
The tail behaviour of a random sum of subexponential random variables and vectors
Convolution equivalent Lévy processes and first passage times
Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks
Tail behavior of supremum of a random walk when Cramér's condition fails
Modeling large claims in non-life insurance
Asymptotic loss probability in a finite buffer fluid queue with heterogeneous heavy-tailed on-off processes
Asymptotic tail probabilities of sums of dependent subexponential random variables
The closure of the convolution equivalent distribution class under convolution roots with applications to random sums
Tandem queues with subexponential service times and finite buffers
Local subexponentiality and self-decomposability
Asymptotics of the density of the supremum of a random walk with heavy-tailed increments
The supremum of a negative drift random walk with dependent heavy-tailed steps.
On a transformation between distributions obeying the principle of a single big jump
Asymptotics of infinitely divisible distributions on \({\mathbb{R}}\)
The Wiener condition and the conjectures of Embrechts and Goldie
Cyclic queueing networks with subexponential service times
A wide class of heavy-tailed distributions and its applications
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
Subexponentiality of the product of independent random variables
On exact rates of decay of solutions of linear systems of Volterra equations with delay
The subexponentiality of products revisited
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
Estimates for the finite-time ruin probability with insurance and financial risks
Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation
Kesten's bound for subexponential densities on the real line and its multi-dimensional analogues
Some properties of subexponential distributions
Ruin probabilities in perturbed risk models
Asymptotic results for heavy-tailed distributions using defective renewal equations
On moments and tail behaviors of storage processes
Local asymptotics of the cycle maximum of a heavy-tailed random walk
From light tails to heavy tails through multiplier
Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail
Randomly stopped sums with consistently varying distributions
The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks
Strongly subexponential distributions and Banach algebras of measures
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
Local asymptotics of a Markov modulated random walk with heavy-tailed increments
Discrete and continuous time modulated random walks with heavy-tailed increments
Estimates for the probability of ruin with special emphasis on the possibility of large claims
Maxima of sums and random sums for negatively associated random variables with heavy tails
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
Bounds for classical ruin probabilities
Asymptotic behavior of tail and local probabilities for sums of subexponential random variables
The rate of convergence for subexponential distributions
Precise large deviations for long-tailed distributions
Limit theorems for an agedependent branching process with immigration
On convolution equivalence with applications
A necessary and sufficient condition for the subexponentiality of the product convolution
Asymptotics for the moments of the overshoot and undershoot of a random walk
New examples of heavy-tailed O-subexponential distributions and related closure properties
Multivariate subexponential distributions and random sums of random vectors
On the distribution of the maxima of partial sums
Convolution equivalence and infinite divisibility
The finite-time ruin probability of the compound Poisson model with constant interest force
Randomly stopped maximum and maximum of sums with consistently varying distributions
Extreme value statistics of correlated random variables: a pedagogical review
Rare events in stochastic processes with sub-exponential distributions and the big jump principle
Rare events in extreme value statistics of jump processes with power tails
Spatial asymptotics at infinity for heat kernels of integro-differential operators
Sufficient conditions for the subexponential property of the convolution of two distributions
Asymptotic risk decomposition for regularly varying distributions with tail dependence
Condensation and extremes for a fluctuating number of independent random variables
Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims
Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model
Tail asymptotics of the \(n\)th convolution of super-exponential distributions
Second-order asymptotics for convolution of distributions with light tails
The asymptotic of harmonic renewal measures
Ruin probabilities for risk process in a regime-switching environment
Exponential densities and compound Poisson measures
Banach algebras of measures of class S(\(\gamma\) )
The asymptotic behavior of one-sided large deviation probabilities. II
Convolution closure properties of subexponential densities
The probability of ruin in finite time
New limit formulas for the convolution of a function with a measure and their applications
Explicit estimates for the asymptotics of subexponential infinitely divisible distribution functions

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