Pages that link to "Item:Q1244926"

The following pages link to The class of subexponential distributions (Q1244926):

Displaying 50 items.

• Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
• Conditional distribution of heavy tailed random variables on large deviations of their sum (Q544509) (← links)
• On the limit law of a random walk conditioned to reach a high level (Q550133) (← links)
• Random walks with non-convolution equivalent increments and their applications (Q601305) (← links)
• A note on max-sum equivalence (Q613149) (← links)
• Local subexponentiality and self-decomposability (Q616260) (← links)
• Random sums of random variables and vectors: including infinite means and unequal length sums (Q746983) (← links)
• Bounds for classical ruin probabilities (Q799061) (← links)
• Subexponential densities of infinitely divisible distributions on the half-line (Q831328) (← links)
• Subexponential distribution functions in \(R^{d}\) (Q876848) (← links)
• Lower limits and equivalences for convolution tails (Q879260) (← links)
• Second order behaviour of ruin probabilities in the case of large claims (Q882874) (← links)
• Limiting behaviour of constrained sums of two variables and the principle of a single big jump (Q900941) (← links)
• Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with applications (Q993692) (← links)
• On lower limits and equivalences for distribution tails of randomly stopped sums (Q1002559) (← links)
• Some closure properties for subexponential distributions (Q1012113) (← links)
• Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152) (← links)
• Estimates for the probability of ruin with special emphasis on the possibility of large claims (Q1054107) (← links)
• Convolution tails, product tails and domains of attraction (Q1065452) (← links)
• Extreme value theory for suprema of random variables with regularly varying tail probabilities (Q1079865) (← links)
• The structure of the class of subexponential distributions (Q1089982) (← links)
• Some asymptotic results useful in enumeration problems (Q1092045) (← links)
• Ruin estimates for large claims (Q1116613) (← links)
• Banach algebras of measures of class S(\(\gamma\) ) (Q1117431) (← links)
• A refinement of the coupling method in renewal theory (Q1148068) (← links)
• On convolution tails (Q1165512) (← links)
• Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time (Q1183672) (← links)
• Modeling large claims in non-life insurance (Q1199961) (← links)
• Asymptotic behaviour of Wiener-Hopf factors of a random walk (Q1236381) (← links)
• Subexponential distributions and characterizations of related classes (Q1263152) (← links)
• Mixed Poisson distributions tail equivalent to their mixing distributions (Q1265967) (← links)
• Suprema and sojourn times of Lévy processes with exponential tails (Q1275930) (← links)
• Some properties of subexponential distributions (Q1277430) (← links)
• The rate of convergence for subexponential distributions (Q1280852) (← links)
• Failure rates of regenerative systems with heavy tails (Q1291185) (← links)
• Subexponentiality of the product of independent random variables (Q1315403) (← links)
• Large deviation estimates involving deformed exponential functions (Q1618670) (← links)
• Monotonicity and condensation in homogeneous stochastic particle systems (Q1650118) (← links)
• Asymptotics in the symmetrization inequality (Q1771438) (← links)
• Functionals of infinitely divisible stochastic processes with exponential tails (Q1890697) (← links)
• The mean residual life function at great age: Applications to tail estimation (Q1890865) (← links)
• Tails of subordinated laws: The regularly varying case (Q1915829) (← links)
• Sufficient conditions for the subexponential property of the convolution of two distributions (Q1922308) (← links)
• Second-order asymptotics for the ruin probability in the case of very large claims (Q1975812) (← links)
• Maximum on a random time interval of a random walk with infinite mean (Q2052793) (← links)
• Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails (Q2065463) (← links)
• On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes (Q2169070) (← links)
• Group sparse recovery in impulsive noise via alternating direction method of multipliers (Q2197950) (← links)
• The inverse problem for the Kuramoto model of two nonlinear coupled oscillators driven by applications to solar activity (Q2222772) (← links)
• Modeling volatility using state space models with heavy tailed distributions (Q2228729) (← links)