Cites work
- scientific article; zbMATH DE number 4030594 (Why is no real title available?)
- scientific article; zbMATH DE number 3662269 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- Convolution tails, product tails and domains of attraction
- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
- On the non-closure under convolution of the subexponential family
- Probabilities of large deviations for random walks with regular distribution of jumps.
- Some closure properties for subexponential distributions
- Subexponentiality and infinite divisibility
- The class of subexponential distributions
- Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
Cited in
(8)- Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables
- scientific article; zbMATH DE number 2196491 (Why is no real title available?)
- Weak max-sum equivalence for dependent heavy-tailed random variables
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation
- Asymptotics for the partial sum and its maximum of dependent random variables
- On a closure property of convolution equivalent class of distributions
- Convolution closure properties of subexponential densities
- Tail behavior of weighted sums of order statistics of dependent risks
This page was built for publication: A note on max-sum equivalence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q613149)
