scientific article; zbMATH DE number 3322619
From MaRDI portal
Publication:5601945
zbMath0203.19401MaRDI QIDQ5601945
Publication date: 1964
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
The supremum of a negative drift random walk with dependent heavy-tailed steps. ⋮ Ruin probabilities for risk process in a regime-switching environment ⋮ The structure of the class of subexponential distributions ⋮ Asymptotic risk decomposition for regularly varying distributions with tail dependence ⋮ Convolutions of Long-Tailed and Subexponential Distributions ⋮ On convolution equivalence with applications ⋮ Discrete and continuous time modulated random walks with heavy-tailed increments ⋮ The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks ⋮ Monotonicity and condensation in homogeneous stochastic particle systems ⋮ Asymptotic behavior of tail and local probabilities for sums of subexponential random variables ⋮ Convolution equivalence and infinite divisibility ⋮ On moments and tail behaviors of storage processes ⋮ Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail ⋮ Randomly stopped sums with consistently varying distributions ⋮ The asymptotic behavior of one-sided large deviation probabilities. II ⋮ Asymptotics for the moments of the overshoot and undershoot of a random walk ⋮ Banach algebras of measures of class S(\(\gamma\) ) ⋮ Condensation and extremes for a fluctuating number of independent random variables ⋮ On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes ⋮ Convolution equivalent Lévy processes and first passage times ⋮ Tandem queues with subexponential service times and finite buffers ⋮ Random walks with non-convolution equivalent increments and their applications ⋮ On the distribution of the maxima of partial sums ⋮ Sufficient conditions for the subexponential property of the convolution of two distributions ⋮ Lower limits and equivalences for convolution tails ⋮ Randomly weighted sums of dependent subexponential random variables ⋮ Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables ⋮ Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model ⋮ Precise large deviations for long-tailed distributions ⋮ A new class of large claim size distributions: definition, properties, and ruin theory ⋮ Local subexponentiality and self-decomposability ⋮ Extreme value statistics of correlated random variables: a pedagogical review ⋮ Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation ⋮ The Wiener condition and the conjectures of Embrechts and Goldie ⋮ Uniform asymptotics of the finite-time ruin probability for all times ⋮ Exponential densities and compound Poisson measures ⋮ Second-order asymptotics for convolution of distributions with light tails ⋮ New examples of heavy-tailed O-subexponential distributions and related closure properties ⋮ Asymptotic loss probability in a finite buffer fluid queue with heterogeneous heavy-tailed on-off processes ⋮ Local asymptotics of a Markov modulated random walk with heavy-tailed increments ⋮ Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims ⋮ Rare events in stochastic processes with sub-exponential distributions and the big jump principle ⋮ The tail behaviour of a random sum of subexponential random variables and vectors ⋮ The asymptotic of harmonic renewal measures ⋮ Spatial asymptotics at infinity for heat kernels of integro-differential operators ⋮ Strongly subexponential distributions and Banach algebras of measures ⋮ The subexponentiality of products revisited ⋮ Modeling large claims in non-life insurance ⋮ Randomly stopped maximum and maximum of sums with consistently varying distributions ⋮ Evolutionarily stable strategies of random games, and the vertices of random polygons ⋮ Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks ⋮ A wide class of heavy-tailed distributions and its applications ⋮ Estimates for the finite-time ruin probability with insurance and financial risks ⋮ Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions ⋮ The probabilities of absolute ruin in the renewal risk model with constant force of interest ⋮ Tail behavior of sums and maxima of sums of dependent subexponential random variables ⋮ Tail behavior of supremum of a random walk when Cramér's condition fails ⋮ Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments ⋮ Cyclic queueing networks with subexponential service times ⋮ Maxima of sums and random sums for negatively associated random variables with heavy tails ⋮ On exact rates of decay of solutions of linear systems of Volterra equations with delay ⋮ The closure of the convolution equivalent distribution class under convolution roots with applications to random sums ⋮ Tail asymptotics of the \(n\)th convolution of super-exponential distributions ⋮ From light tails to heavy tails through multiplier ⋮ Second order subexponential distributions with finite mean and their applications to subordinated distributions ⋮ Asymptotics of the density of the supremum of a random walk with heavy-tailed increments ⋮ Subexponential asymptotics of the stationary distributions of M/G/1-type Markov chains ⋮ Some estimates of geometric sums ⋮ Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities ⋮ Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications ⋮ The finite-time ruin probability of the compound Poisson model with constant interest force ⋮ On lower limits and equivalences for distribution tails of randomly stopped sums ⋮ Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model ⋮ Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims ⋮ Ruin probability and local ruin probability in the random multi-delayed renewal risk model ⋮ New limit formulas for the convolution of a function with a measure and their applications ⋮ Asymptotic results for heavy-tailed distributions using defective renewal equations ⋮ 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 ⋮ Some closure properties for subexponential distributions ⋮ Subexponential distributions and characterizations of related classes ⋮ Asymptotic ordering of distribution functions and convolution semigroups ⋮ Ruin probabilities in perturbed risk models ⋮ Asymptotics of infinitely divisible distributions on \({\mathbb{R}}\) ⋮ Some properties of subexponential distributions ⋮ The rate of convergence for subexponential distributions ⋮ Limit theorems for an agedependent branching process with immigration ⋮ Infinite divisibility and generalized subexponentiality ⋮ Multivariate subexponential distributions and random sums of random vectors ⋮ Explicit estimates for the asymptotics of subexponential infinitely divisible distribution functions ⋮ Asymptotic tail probabilities of sums of dependent subexponential random variables ⋮ Reinsurance of large claims ⋮ Estimates for the probability of ruin with special emphasis on the possibility of large claims ⋮ Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. ⋮ The probability of ruin in finite time ⋮ Bounds for classical ruin probabilities ⋮ Local asymptotics of the cycle maximum of a heavy-tailed random walk ⋮ Subexponentiality of the product of independent random variables ⋮ On a transformation between distributions obeying the principle of a single big jump