The full solution of the convolution closure problem for convolution- equivalent distributions
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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 3249395 (Why is no real title available?)
- Asymptotic ordering of distribution functions and convolution semigroups
- Convolution tails, product tails and domains of attraction
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- Functions of probability measures
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Cited in
(24)- On the non-closure under convolution for strong subexponential distributions
- scientific article; zbMATH DE number 5952273 (Why is no real title available?)
- Embrechts-Goldie's problem on the class of lattice convolution equivalent distributions
- On the non-closure under convolution of the subexponential family
- Asymptotic ordering of distribution functions and convolution semigroups
- Infinite divisibility and generalized subexponentiality
- Convolution equivalence and distributions of random sums
- Tail behavior of the sums of dependent and heavy-tailed random variables
- Convolution and convolution-root properties of long-tailed distributions
- Infinite-time absolute ruin in dependent renewal risk models with constant force of interest
- Subexponentialiy of densities of infinitely divisible distributions
- Tail behavior of supremum of a random walk when Cramér's condition fails
- Two hypotheses on the exponential class in the class of \(O\)-subexponential infinitely divisible distributions
- On a transformation between distributions obeying the principle of a single big jump
- Some properties of the exponential distribution class with applications to risk theory
- Renewal theory for random variables with a heavy tailed distribution and finite variance
- The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands
- Asymptotics for the solutions to defective renewal equations
- On a closure property of convolution equivalent class of distributions
- Some positive conclusions related to the Embrechts-Goldie conjecture
- Convolution closure properties of subexponential densities
- On convolution equivalence with applications
- Some discussions on the local distribution classes
- Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments
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