Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
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Publication:995501
DOI10.1016/J.INSMATHECO.2006.04.006zbMATH Open1120.60033OpenAlexW1967861462MaRDI QIDQ995501FDOQ995501
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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 3500818 (Why is no real title available?)
- scientific article; zbMATH DE number 3322619 (Why is no real title available?)
- A local limit theorem for random walk maxima with heavy tails
- Asymptotic behavior of tail and local probabilities for sums of subexponential random variables
- Asymptotic behaviour of Wiener-Hopf factors of a random walk
- Asymptotics for sums of random variables with local subexponential behaviour
- Asymptotics of infinitely divisible distributions on \({\mathbb{R}}\)
- Convolution equivalence and infinite divisibility
- Infinite divisibility and generalized subexponentiality
- On convolution tails
- On distribution tail of the maximum of a random walk
- Some asymptotic results for transient random walks
- Subexponential distributions and characterizations of related classes
- Subexponential distributions and integrated tails
- Subexponentiality and infinite divisibility
- The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process
Cited In (21)
- Random walks with non-convolution equivalent increments and their applications
- Asymptotics for tail probability of random sums with a heavy-tailed number and dependent increments
- Second order subexponential distributions with finite mean and their applications to subordinated distributions
- Lower limits and upper limits for tails of random sums supported on \(\mathbb R\)
- Ruin probability and local ruin probability in the random multi-delayed renewal risk model
- Uniform asymptotics of the finite-time ruin probability for all times
- Convolution Equivalence and Infinite Divisibility: Corrections and Corollaries
- Convolution equivalence and distributions of random sums
- Estimates for the tail probability of the supremum of a random walk with independent increments
- Tail behavior of supremum of a random walk when Cramér's condition fails
- The closure of the convolution equivalent distribution class under convolution roots with applications to random sums
- On the almost decrease of a subexponential density
- Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with applications
- Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case
- The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments
- The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands
- Local asymptotics of a Markov modulated random walk with heavy-tailed increments
- Tail behavior of random sums of negatively associated increments
- The uniform local asymptotics for a Lévy process and its overshoot and undershoot
- Asymptotics for the moments of the overshoot and undershoot of a random walk
- Some discussions on the local distribution classes
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