Local subexponentiality and self-decomposability
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- A local limit theorem for random walk maxima with heavy tails
- Asymptotics for sums of random variables with local subexponential behaviour
- Convolution Equivalence and Infinite Divisibility: Corrections and Corollaries
- Convolution equivalence and distributions of random sums
- Convolution equivalence and infinite divisibility
- Estimates for the probability of ruin with special emphasis on the possibility of large claims
- Generalized gamma convolutions and related classes of distributions and densities
- Infinite divisibility and generalized subexponentiality
- Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models
- Local subexponentiality of infinitely divisibile distributions
- Lower limits and equivalences for convolution tails
- On convolution tails
- On distribution tail of the maximum of a random walk
- On lower limits and equivalences for distribution tails of randomly stopped sums
- On the Lévy measure of the lognormal and the logCauchy distributions
- On the infinite divisibility of the lognormal distribution
- Some asymptotic results for transient random walks
- Subexponential distributions and integrated tails
- Subexponentiality and infinite divisibility
- The class of subexponential distributions
- The maximum on a random time interval of a random walk with long-tailed increments and negative drift.
- Unimodality of infinitely divisible distribution functions of class L
Cited in
(19)- Convolution closure properties of subexponential densities
- Properties of the random effect transformation
- Subexponentialiy of densities of infinitely divisible distributions
- Random walks with non-convolution equivalent increments and their applications
- On directional convolution equivalent densities
- Small-time sharp bounds for kernels of convolution semigroups
- Asymptotic behavior for sums of non-identically distributed random variables
- Subexponential densities of infinitely divisible distributions on the half-line
- Limiting behaviour of constrained sums of two variables and the principle of a single big jump
- Spatial asymptotics at infinity for heat kernels of integro-differential operators
- Second-order behaviour for self-decomposable distributions with two-sided regularly varying densities
- Second order subexponentiality and infinite divisibility
- Exponential densities and compound Poisson measures
- The Wiener condition and the conjectures of Embrechts and Goldie
- Subexponential densities of compound Poisson sums and the supremum of a random walk
- On the almost decrease of a subexponential density
- Local subexponentiality of infinitely divisibile distributions
- Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions
- Closure properties of \(O\)-exponential distributions
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