Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications

DOI10.1016/J.INSMATHECO.2006.04.006zbMATH Open1120.60033OpenAlexW1967861462MaRDI QIDQ995501FDOQ995501

Authors: Yang Yang, Yuebao Wang, Kaiyong Wang, Dongya Cheng 

Publication date: 3 September 2007

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.04.006

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zbMATH Keywords

asymptoticsinfinite divisibilityrisklocal asymptoticsequivalent conditions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Limit theorems in probability theory (60F99)

Cites Work

• Subexponentiality and infinite divisibility
• Title not available (Why is that?)
• On convolution tails
• Subexponential distributions and characterizations of related classes
• Convolution equivalence and infinite divisibility
• Title not available (Why is that?)
• Subexponential distributions and integrated tails
• Some asymptotic results for transient random walks
• Infinite divisibility and generalized subexponentiality
• Title not available (Why is that?)
• Title not available (Why is that?)
• On distribution tail of the maximum of a random walk
• Asymptotic behaviour of Wiener-Hopf factors of a random walk
• Asymptotics for sums of random variables with local subexponential behaviour
• A local limit theorem for random walk maxima with heavy tails
• Asymptotic behavior of tail and local probabilities for sums of subexponential random variables
• The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process
• Asymptotics of infinitely divisible distributions on \({\mathbb{R}}\)

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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