Regular variation of the tail of a subordinated probability distribution
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Publication:5680827
DOI10.2307/1426038zbMATH Open0264.60029OpenAlexW2078087630MaRDI QIDQ5680827FDOQ5680827
Publication date: 1973
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1426038
Sums of independent random variables; random walks (60G50) Continuity and singularity of induced measures (60G30)
Cited In (27)
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- Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments
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- Approximation and estimation of some compound distributions
- Subexponentiality and infinite divisibility
- Random sums of random variables and vectors: including infinite means and unequal length sums
- Modelling of extremal events in insurance and finance
- A strong renewal theorem for generalized renewal functions in the infinite mean case
- The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes
- Tail probabilities for infinite series of regularly varying random vectors
- Some Blackwell-Type Renewal Theorems for Weighted Renewal Functions
- Asymptotics of randomly stopped sums in the presence of heavy tails
- Second order tail behaviour of a subordinated probability distribution
- Second order behaviour of the tail of a subordinated probability distribution
- Tail probability of a random sum with a heavy-tailed random number and dependent summands
- On subordinated distributions and random record processes
- Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications
- Convolution equivalence and infinite divisibility
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