Random walks with non-convolution equivalent increments and their applications
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- A class of non-standard random walks with applications to risk theory
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- Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments
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- Tail asymptotics and local asymptotics for the supremum of a random walk with an infinite mean
Cites work
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- scientific article; zbMATH DE number 3322619 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- A NOTE ON THE SEVERITY OF RUIN IN THE RENEWAL MODEL WITH CLAIMS OF DOMINATED VARIATION
- A local limit theorem for random walk maxima with heavy tails
- Applied Probability and Queues
- 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 for the moments of the overshoot and undershoot of a random walk
- Asymptotics of infinitely divisible distributions on \({\mathbb{R}}\)
- Convolution equivalence and distributions of random sums
- Convolution equivalence and infinite divisibility
- Degeneracy properties of subcritical branching processes
- Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments
- Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with applications
- Estimates for the probability of ruin with special emphasis on the possibility of large claims
- Functions of probability measures
- Infinite divisibility and generalized subexponentiality
- Large deviations for random walks under subexponentiality: The big-jump domain
- Local asymptotics of the cycle maximum of a heavy-tailed random walk
- Local subexponentiality and self-decomposability
- Local subexponentiality of infinitely divisibile distributions
- Lower limits and equivalences for convolution tails
- Lower limits and upper limits for tails of random sums supported on R
- On convolution equivalence with applications
- On convolution tails
- On distribution tail of the maximum of a random walk
- On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distribution
- On the tails of waiting-time distributions
- One-sided analogues of Karamata's regular variation
- Ruin probability and local ruin probability in the random multi-delayed renewal risk model
- Some asymptotic results for transient random walks
- Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
- Strongly subexponential distributions and Banach algebras of measures
- Subexponential distributions and characterizations of related classes
- Subexponential distributions and integrated tails
- Subexponentiality and infinite divisibility
- The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
- The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments
- The class of subexponential distributions
- The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process
- The closure of the convolution equivalent distribution class under convolution roots with applications to random sums
- The overshoot of a random walk with negative drift
Cited in
(23)- Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions
- A class of non-standard random walks with applications to risk theory
- Uniform asymptotics of the finite-time ruin probability for all times
- Transformations of the simplest nonsymmetric random walks and some applications of the invariance principle
- Tail behavior of supremum of a random walk when Cramér's condition fails
- Random walks with \(k\)-wise independent increments
- On the almost decrease of a subexponential density
- On a transformation between distributions obeying the principle of a single big jump
- On properties of continuous-time random walks with non-Poissonian jump-times
- On the strong convergence of weighted sums of widely dependent random variables
- Random Walks with Drift – A Sequential Approach
- Non-homogeneous random walks with non-integrable increments and heavy-tailed random walks on strips
- Some properties of the exponential distribution class with applications to risk theory
- Noncolliding system of continuous-time random walks
- Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case
- The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands
- On the non-equivalence of two standard random walks
- Multiplicative Approximations of Random Walk Transition Probabilities
- Nonfixation for activated random walks
- The uniform local asymptotics for a Lévy process and its overshoot and undershoot
- Some discussions on the local distribution classes
- Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments
- Asymptotics for the moments of the overshoot and undershoot of a random walk
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