Some discussions on the local distribution classes
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- scientific article; zbMATH DE number 3662269 (Why is no real title available?)
- scientific article; zbMATH DE number 3662270 (Why is no real title available?)
- scientific article; zbMATH DE number 1936718 (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
- Asymptotics for sums of random variables with local subexponential behaviour
- Asymptotics for the moments of the overshoot and undershoot of a random walk
- Convolution equivalence and infinite divisibility
- Degeneracy properties of subcritical branching processes
- Estimates for interval probabilities of the sums of random variables with locally subexponential distributions
- Functions of probability measures
- Large deviations for random walks under subexponentiality: The big-jump domain
- Local asymptotics of the cycle maximum of a heavy-tailed random walk
- Local precise large deviations for sums of random variables with \(O\)-regularly varying densities
- 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
- New examples of heavy-tailed O-subexponential distributions and related closure properties
- On lower limits and equivalences for distribution tails of randomly stopped sums
- On the non-closure under convolution of the subexponential family
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Random walks with non-convolution equivalent increments and their applications
- Ruin probability and local ruin probability in the random multi-delayed renewal risk model
- Second order subexponential distributions with finite mean and their applications to subordinated distributions
- Some asymptotic results for transient random walks
- Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
- Some new results on the subexponential class
- The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments
- 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 full solution of the convolution closure problem for convolution- equivalent distributions
Cited in
(6)- Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions
- On the almost decrease of a subexponential density
- On domination problem of non-negative distributions
- The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands
- The uniform local asymptotics for a Lévy process and its overshoot and undershoot
- On the closure under infinitely divisible distribution roots
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