Second order tail behaviour of a subordinated probability distribution
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- Second order behaviour of the tail of a subordinated probability distribution
- Theory prob. appl.
- scientific article; zbMATH DE number 29935
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Cites work
- scientific article; zbMATH DE number 3980124 (Why is no real title available?)
- scientific article; zbMATH DE number 4012931 (Why is no real title available?)
- scientific article; zbMATH DE number 29935 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- On Interchanging Limits and Integrals
- On the Asymptotic Behavior of a Class of Infinitely Divisible Laws
- Regular variation of the tail of a subordinated probability distribution
- Second order behaviour of the tail of a subordinated probability distribution
- Subexponentiality and infinite divisibility
- Theory prob. appl.
Cited in
(16)- Second order subexponential distributions with finite mean and their applications to subordinated distributions
- An asymptotic expansion for the tail of compound sums of Burr distributed random variables
- On a subclass of regularly varying functions
- Tails of subordinated laws: The regularly varying case
- Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims
- Second-order subexponential behavior of subordinated sequences
- Higher-order expansions for compound distributions and ruin probabilities with subexponential claims
- Second-order behaviour for self-decomposable distributions with two-sided regularly varying densities
- Second order asymptotic behaviour of subordinated sequences with longtailed subordinator
- Theory prob. appl.
- Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments
- Second order properties of distribution tails and estimation of tail exponents in random difference equations
- Second order subexponentiality and infinite divisibility
- Lower tail probability estimates for subordinators and nondecreasing random walks
- Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks
- Second order behaviour of the tail of a subordinated probability distribution
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