Hazard rates and subexponential distributions
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Publication:3510410
DOI10.2298/PIM0694029BzbMath1164.60300MaRDI QIDQ3510410
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Publication date: 2 July 2008
Published in: Publications de l'Institut Math?matique (Belgrade) (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/130244
Sums of independent random variables; random walks (60G50) Distribution theory (60E99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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Multivariate subexponential distributions and their applications ⋮ A note on product-convolution for generalized subexponential distributions ⋮ On the exponential max-domain of attraction of the standard log-Fréchet distribution and subexponentiality ⋮ A note on conflict of information and subexponential densities ⋮ Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims ⋮ The tail behaviour of a random sum of subexponential random variables and vectors ⋮ Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory ⋮ Second order subexponential distributions with finite mean and their applications to subordinated distributions ⋮ Random sums of random variables and vectors: including infinite means and unequal length sums
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