On subordinated distributions and generalized renewal measures
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Publication:1819455
DOI10.1214/aop/1176992278zbMath0613.60007OpenAlexW2026924428MaRDI QIDQ1819455
Publication date: 1987
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992278
infinitely divisible distributionsasymptotic expansionsharmonic renewal measuressubordinated distributions
Related Items (15)
Stone’s decomposition of the renewal measure via Banach-algebraic techniques ⋮ Asymptotic expansions for renewal measures in the plane ⋮ A two-sided bound for the renewal function when the interarrival distribution is IMRL ⋮ Second order asymptotic behaviour of subordinated sequences with longtailed subordinator ⋮ Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation ⋮ Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims ⋮ On ruin probability and aggregate claim representations for Pareto claim size distributions ⋮ Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments ⋮ An asymptotic expansion for the tail of compound sums of Burr distributed random variables ⋮ Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions ⋮ Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution ⋮ A Functional Approach for Ruin Probabilities ⋮ Higher-order expansions for compound distributions and ruin probabilities with subexponential claims ⋮ Approximations for solutions of renewal-type equations ⋮ Asymptotics of infinitely divisible distributions on \({\mathbb{R}}\)
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