Regular variation of the tail of a subordinated probability distribution
From MaRDI portal
Publication:5680827
DOI10.2307/1426038zbMath0264.60029MaRDI QIDQ5680827
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
60G50: Sums of independent random variables; random walks
60G30: Continuity and singularity of induced measures
Related Items
Modelling of extremal events in insurance and finance, Convolution equivalence and infinite divisibility, Some Blackwell-Type Renewal Theorems for Weighted Renewal Functions, The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes, Modeling teletraffic arrivals by a Poisson cluster process, The tail behaviour of a random sum of subexponential random variables and vectors, Tails of random sums of a heavy-tailed number of light-tailed terms, Tail probabilities for infinite series of regularly varying random vectors, Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications, Approximation and estimation of some compound distributions, Second order behaviour of the tail of a subordinated probability distribution, A strong renewal theorem for generalized renewal functions in the infinite mean case, On convolution tails, Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time, Second order tail behaviour of a subordinated probability distribution, Limiting tail behaviour of some discrete compound distributions, Tails of subordinated laws: The regularly varying case, On subordinated distributions and random record processes, Harmonic renewal measures, Subexponentiality and infinite divisibility
