Subexponential distribution functions in R^d

DOI10.1007/S10958-006-0310-8zbMATH Open1117.62054OpenAlexW2324386148MaRDI QIDQ876848FDOQ876848

E. A. M. Omey

Publication date: 19 April 2007

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-006-0310-8

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zbMATH Keywords

regular variation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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Cited In (23)

• The structure of the class of subexponential distributions
• Subexponential distribution tails and point processes
• The tail behaviour of a random sum of subexponential random variables and vectors
• Multivariate subexponential distributions and their applications
• 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
• Multivariate subexponential distributions
• Random sums of random variables and vectors: including infinite means and unequal length sums
• Kesten's bound for subexponential densities on the real line and its multi-dimensional analogues
• Exponential densities and compound Poisson measures
• 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
• Multi-normex distributions for the sum of random vectors. Rates of convergence
• Title not available (Why is that?)
• Compound kernel estimates for the transition probability density of a Lévy process in $\mathbb R^n$
• Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions
• Title not available (Why is that?)
• Multivariate subexponential distributions and random sums of random vectors
• Title not available (Why is that?)

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