-
1
-
-
38849104994
-
Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions
-
1-2
-
Ph. Barbe W.P. [tmp] McCormick 2008 Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions Probab. Theory Relat. Fields 141 1-2 155 180
-
(2008)
Probab. Theory Relat. Fields
, vol.141
, pp. 155-180
-
-
Barbe, Ph.1
McCormick, W.P.2
-
2
-
-
0000708942
-
A theorem on sums of independent positive random variables and its applications to branching random processes
-
V.P. Chistyakov 1964 A theorem on sums of independent positive random variables and its applications to branching random processes Theory Probab. Appl. 9 640 648
-
(1964)
Theory Probab. Appl.
, vol.9
, pp. 640-648
-
-
Chistyakov, V.P.1
-
4
-
-
0001432293
-
Degeneracy properties of subcritical branching processes
-
J. Chover P. Ney S. Wainger 1973 Degeneracy properties of subcritical branching processes Ann. Probab. 1 663 673
-
(1973)
Ann. Probab.
, vol.1
, pp. 663-673
-
-
Chover, J.1
Ney, P.2
Wainger, S.3
-
5
-
-
0001459863
-
Convolution tails, product tails and domains of attraction
-
4
-
D.B.H. Cline 1986 Convolution tails, product tails and domains of attraction Probab. Theory Relat. Fields 72 4 529 557
-
(1986)
Probab. Theory Relat. Fields
, vol.72
, pp. 529-557
-
-
Cline, D.B.H.1
-
6
-
-
0009231016
-
Subexponentiality of the product of independent random variables
-
1
-
D.B.H. Cline G. Samorodnitsky 1994 Subexponentiality of the product of independent random variables Stoch. Process. Their Appl. 49 1 75 98
-
(1994)
Stoch. Process. Their Appl.
, vol.49
, pp. 75-98
-
-
Cline, D.B.H.1
Samorodnitsky, G.2
-
7
-
-
84971815025
-
On closure and factorization properties of subexponential and related distributions
-
2
-
P. Embrechts C.M. Goldie 1980 On closure and factorization properties of subexponential and related distributions J. Aust. Math. Soc. Ser. A 29 2 243 256
-
(1980)
J. Aust. Math. Soc. Ser. A
, vol.29
, pp. 243-256
-
-
Embrechts, P.1
Goldie, C.M.2
-
8
-
-
0039840300
-
Optimal portfolios with bounded capital at risk
-
4
-
S. Emmer C. Klüppelberg R. Korn 2001 Optimal portfolios with bounded capital at risk Math. Financ. 11 4 365 384
-
(2001)
Math. Financ.
, vol.11
, pp. 365-384
-
-
Emmer, S.1
Klüppelberg, C.2
Korn, R.3
-
9
-
-
34548048451
-
Lower limits and equivalences for convolution tails
-
1
-
S. Foss D. Korshunov 2007 Lower limits and equivalences for convolution tails Ann. Probab. 35 1 366 383
-
(2007)
Ann. Probab.
, vol.35
, pp. 366-383
-
-
Foss, S.1
Korshunov, D.2
-
10
-
-
21244499722
-
Extremes of asymptotically spherical and elliptical random vectors
-
3
-
E. Hashorva 2005 Extremes of asymptotically spherical and elliptical random vectors Insur. Math. Econ. 36 3 285 302
-
(2005)
Insur. Math. Econ.
, vol.36
, pp. 285-302
-
-
Hashorva, E.1
-
11
-
-
0036183827
-
Power tailed ruin probabilities in the presence of risky investments
-
2
-
V. Kalashnikov R. Norberg 2002 Power tailed ruin probabilities in the presence of risky investments Stoch. Process. Their Appl. 98 2 211 228
-
(2002)
Stoch. Process. Their Appl.
, vol.98
, pp. 211-228
-
-
Kalashnikov, V.1
Norberg, R.2
-
12
-
-
40949103527
-
Integrated insurance risk models with exponential Lévy investment
-
2
-
C. Klüppelberg R. Kostadinova 2008 Integrated insurance risk models with exponential Lévy investment Insur. Math. Econ. 42 2 560 577
-
(2008)
Insur. Math. Econ.
, vol.42
, pp. 560-577
-
-
Klüppelberg, C.1
Kostadinova, R.2
-
13
-
-
0033147512
-
Ruin problems with assets and liabilities of diffusion type
-
2
-
R. Norberg 1999 Ruin problems with assets and liabilities of diffusion type Stoch. Process. Their Appl. 81 2 255 269
-
(1999)
Stoch. Process. Their Appl.
, vol.81
, pp. 255-269
-
-
Norberg, R.1
-
14
-
-
3242798923
-
Convolution equivalence and infinite divisibility
-
2
-
A.G. Pakes 2004 Convolution equivalence and infinite divisibility J. Appl. Probab. 41 2 407 424
-
(2004)
J. Appl. Probab.
, vol.41
, pp. 407-424
-
-
Pakes, A.G.1
-
15
-
-
33750975966
-
Infinite divisibility and generalized subexponentiality
-
3
-
T. Shimura T. Watanabe 2005 Infinite divisibility and generalized subexponentiality Bernoulli 11 3 445 469
-
(2005)
Bernoulli
, vol.11
, pp. 445-469
-
-
Shimura, T.1
Watanabe, T.2
-
16
-
-
33645645125
-
On the behavior of the product of independent random variables
-
3
-
C. Su Y. Chen 2006 On the behavior of the product of independent random variables Sci. China Ser. A 49 3 342 359
-
(2006)
Sci. China Ser. A
, vol.49
, pp. 342-359
-
-
Su, C.1
Chen, Y.2
-
17
-
-
33750990844
-
On convolution equivalence with applications
-
3
-
Q. Tang 2006 On convolution equivalence with applications Bernoulli 12 3 535 549
-
(2006)
Bernoulli
, vol.12
, pp. 535-549
-
-
Tang, Q.1
-
18
-
-
34147155750
-
The subexponentiality of products revisited
-
3-4
-
Q. Tang 2006 The subexponentiality of products revisited Extremes 9 3-4 231 241
-
(2006)
Extremes
, vol.9
, pp. 231-241
-
-
Tang, Q.1
-
19
-
-
0142056077
-
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks
-
2
-
Q. Tang G. Tsitsiashvili 2003 Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks Stoch. Process. Their Appl. 108 2 299 325
-
(2003)
Stoch. Process. Their Appl.
, vol.108
, pp. 299-325
-
-
Tang, Q.1
Tsitsiashvili, G.2
-
20
-
-
13344261375
-
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
-
4
-
Q. Tang G. Tsitsiashvili 2004 Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments Adv. Appl. Probab. 36 4 1278 1299
-
(2004)
Adv. Appl. Probab.
, vol.36
, pp. 1278-1299
-
-
Tang, Q.1
Tsitsiashvili, G.2
|