Subexponential distribution functions in R^d
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Cited in
(25)- scientific article; zbMATH DE number 4078359 (Why is no real title available?)
- The structure of the class of subexponential distributions
- The tail behaviour of a random sum of subexponential random variables and vectors
- Multivariate subexponential distributions and their applications
- Subexponential distribution tails and point processes
- Applying of the extreme value theory for determining extreme claims in the automobile insurance sector: case of a China car insurance
- Spatial asymptotics at infinity for heat kernels of integro-differential operators
- On directional convolution equivalent densities
- On the subexponential property of a class of random variables
- Subexponential potential asymptotics with applications
- Some new results on the subexponential class
- Random sums of random variables and vectors: including infinite means and unequal length sums
- Multivariate subexponential distributions
- The subexponentiality of products revisited
- Kesten's bound for subexponential densities on the real line and its multi-dimensional analogues
- Exponential densities and compound Poisson measures
- Uniform asymptotic estimates for ruin probabilities of a multidimensional risk model with càdlàg returns and multivariate heavy tailed claims
- A \(2\times 2\) random switching model and its dual risk model
- Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution
- Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions
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- Multi-normex distributions for the sum of random vectors. Rates of convergence
- scientific article; zbMATH DE number 4026542 (Why is no real title available?)
- Compound kernel estimates for the transition probability density of a Lévy process in \(\mathbb R^{n}\)
- Multivariate subexponential distributions and random sums of random vectors
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