Degeneracy properties of subcritical branching processes
From MaRDI portal
Publication:1249899
DOI10.1214/aop/1176996893zbMath0387.60097OpenAlexW2000780834MaRDI QIDQ1249899
Joshua Chover, Peter Ney, Stephen Wainger
Publication date: 1973
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996893
Related Items (78)
On the long tail property of product convolution ⋮ The structure of the class of subexponential distributions ⋮ Asymptotics of convolution with the semi-regular-variation tail and its application to risk ⋮ Subexponential potential asymptotics with applications ⋮ On the closure under infinitely divisible distribution roots ⋮ Branching processes. I ⋮ On directional convolution equivalent densities ⋮ On the non-closure under convolution for strong subexponential distributions ⋮ On convolution equivalence with applications ⋮ Convolution equivalence and infinite divisibility ⋮ Asymptotics for the moments of the overshoot and undershoot of a random walk ⋮ Banach algebras of measures of class S(\(\gamma\) ) ⋮ Convolution equivalent Lévy processes and first passage times ⋮ Random walks with non-convolution equivalent increments and their applications ⋮ Subexponential distribution functions in \(R^{d}\) ⋮ Sufficient conditions for the subexponential property of the convolution of two distributions ⋮ Lower limits and equivalences for convolution tails ⋮ Some discussions on the local distribution classes ⋮ Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments ⋮ A new class of large claim size distributions: definition, properties, and ruin theory ⋮ On a closure property of convolution equivalent class of distributions ⋮ On closure properties of heavy-tailed distributions for random sums ⋮ The Wiener condition and the conjectures of Embrechts and Goldie ⋮ Convolution and convolution-root properties of long-tailed distributions ⋮ Exponential densities and compound Poisson measures ⋮ Second-order asymptotics for convolution of distributions with light tails ⋮ The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands ⋮ On convolution tails ⋮ Some properties of the exponential distribution class with applications to risk theory ⋮ Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases ⋮ Two-Type Branching Processes with Subexponential Life-Spans and SIR Epidemic Models ⋮ Banach algebras of measures on the real line with a given asymptotics of distributions at infinity ⋮ On distribution tail of the maximum of a random walk ⋮ Asymptotics for the solutions to defective renewal equations ⋮ Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence ⋮ Spatial asymptotics at infinity for heat kernels of integro-differential operators ⋮ Strongly subexponential distributions and Banach algebras of measures ⋮ Asymptotic estimates of Gerber-Shiu functions in the renewal risk model with exponential claims ⋮ Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks ⋮ Asymptotic ordering of risks and ruin probabilities ⋮ Estimates for the finite-time ruin probability with insurance and financial risks ⋮ The probabilities of absolute ruin in the renewal risk model with constant force of interest ⋮ The Uniform Asymptotics of the Overshoot of a Random Walk with Light-Tailed Increments ⋮ Tail behavior of supremum of a random walk when Cramér's condition fails ⋮ Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments ⋮ Exact asymptotic behaviour of the distribution of the supremum ⋮ Limit theorems for the integrals of some branching processes ⋮ Ruin probabilities and overshoots for general Lévy insurance risk processes ⋮ Maxima of sums and random sums for negatively associated random variables with heavy tails ⋮ The closure of the convolution equivalent distribution class under convolution roots with applications to random sums ⋮ Overshoots and undershoots of Lévy processes ⋮ Some convergence rate results for the Bellman-Harris process with immigration ⋮ From light tails to heavy tails through multiplier ⋮ Nonexponential asymptotics for the solutions of renewal equations, with applications ⋮ On the exact asymptotic behaviour of the distribution of the supremum in the ``critical case ⋮ Asymptotic behaviour of Wiener-Hopf factors of a random walk ⋮ Convolution Equivalence and Infinite Divisibility: Corrections and Corollaries ⋮ Iterated random functions and regularly varying tails ⋮ Compounding Bellman-Harris processes allowing immigration ⋮ Tail behavior of the sums of dependent and heavy-tailed random variables ⋮ On lower limits and equivalences for distribution tails of randomly stopped sums ⋮ Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims ⋮ Ruin probability and local ruin probability in the random multi-delayed renewal risk model ⋮ Asymptotic results for heavy-tailed distributions using defective renewal equations ⋮ Distribution tails of sample quantiles and subexponentiality ⋮ Subexponentiality and infinite divisibility ⋮ Subexponential distributions and characterizations of related classes ⋮ Asymptotics of infinitely divisible distributions on \({\mathbb{R}}\) ⋮ Randomly stopped minima and maxima with exponential-type distributions ⋮ Some properties of subexponential distributions ⋮ Some positive conclusions related to the Embrechts-Goldie conjecture ⋮ On the almost decrease of a subexponential density ⋮ Infinite divisibility and generalized subexponentiality ⋮ Multivariate subexponential distributions and random sums of random vectors ⋮ Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. ⋮ Subexponentiality of the product of independent random variables ⋮ The full solution of the convolution closure problem for convolution- equivalent distributions ⋮ On a transformation between distributions obeying the principle of a single big jump
This page was built for publication: Degeneracy properties of subcritical branching processes