Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens; Yslas, Jorge Continuous scaled phase-type distributions. (English) Zbl 07686815 Stoch. Models 39, No. 2, 293-322 (2023). MSC: 60E05 60G70 60J22 62F10 62N01 62P05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Stoch. Models 39, No. 2, 293--322 (2023; Zbl 07686815) Full Text: DOI arXiv OpenURL
Knopova, Victoria; Palmowski, Zbigniew Subexponential potential asymptotics with applications. (English) Zbl 1499.60313 Adv. Appl. Probab. 54, No. 3, 783-807 (2022). MSC: 60K20 60K05 91G05 PDF BibTeX XML Cite \textit{V. Knopova} and \textit{Z. Palmowski}, Adv. Appl. Probab. 54, No. 3, 783--807 (2022; Zbl 1499.60313) Full Text: DOI arXiv OpenURL
Rønn-Nielsen, Anders; Stehr, Mads Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure. (English) Zbl 1497.60070 Stochastic Processes Appl. 150, 19-49 (2022). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 60G60 60E07 60D05 PDF BibTeX XML Cite \textit{A. Rønn-Nielsen} and \textit{M. Stehr}, Stochastic Processes Appl. 150, 19--49 (2022; Zbl 1497.60070) Full Text: DOI arXiv OpenURL
Kaleta, Kamil; Ponikowski, Daniel On directional convolution equivalent densities. (English) Zbl 1498.60058 Electron. J. Probab. 27, Paper No. 65, 19 p. (2022). MSC: 60E05 26B99 60G50 60G51 62H05 PDF BibTeX XML Cite \textit{K. Kaleta} and \textit{D. Ponikowski}, Electron. J. Probab. 27, Paper No. 65, 19 p. (2022; Zbl 1498.60058) Full Text: DOI arXiv OpenURL
Abu-Youssef, S. E.; Ali, N. S. A.; El-Toony, A. A. Nonparametric test for a class of lifetime distribution UBAC(2) based on the Laplace transform. (English) Zbl 07535253 J. Egypt. Math. Soc. 30, Paper No. 9, 11 p. (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{S. E. Abu-Youssef} et al., J. Egypt. Math. Soc. 30, Paper No. 9, 11 p. (2022; Zbl 07535253) Full Text: DOI OpenURL
Stehr, Mads; Rønn-Nielsen, Anders Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction. (English) Zbl 1504.60084 Extremes 25, No. 1, 79-105 (2022). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 60G60 60E07 60D05 PDF BibTeX XML Cite \textit{M. Stehr} and \textit{A. Rønn-Nielsen}, Extremes 25, No. 1, 79--105 (2022; Zbl 1504.60084) Full Text: DOI OpenURL
Stehr, Mads; Rønn-Nielsen, Anders Extreme value theory for spatial random fields – with application to a Lévy-driven field. (English) Zbl 1493.60087 Extremes 24, No. 4, 753-795 (2021). MSC: 60G70 60G60 60E07 60D05 PDF BibTeX XML Cite \textit{M. Stehr} and \textit{A. Rønn-Nielsen}, Extremes 24, No. 4, 753--795 (2021; Zbl 1493.60087) Full Text: DOI OpenURL
Stehr, Mads; Rønn-Nielsen, Anders Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure. (English) Zbl 1476.60090 J. Appl. Probab. 58, No. 1, 42-67 (2021). Reviewer: Andriy Olenko (Melbourne) MSC: 60G60 60G17 60E07 60D05 PDF BibTeX XML Cite \textit{M. Stehr} and \textit{A. Rønn-Nielsen}, J. Appl. Probab. 58, No. 1, 42--67 (2021; Zbl 1476.60090) Full Text: DOI OpenURL
Leipus, Remigijus; Šiaulys, Jonas On a closure property of convolution equivalent class of distributions. (English) Zbl 1473.60035 J. Math. Anal. Appl. 490, No. 1, Article ID 124226, 7 p. (2020). Reviewer: Alessandro Selvitella (Fort Wayne) MSC: 60E05 44A35 PDF BibTeX XML Cite \textit{R. Leipus} and \textit{J. Šiaulys}, J. Math. Anal. Appl. 490, No. 1, Article ID 124226, 7 p. (2020; Zbl 1473.60035) Full Text: DOI OpenURL
Wang, Shijie; Guo, Duo; Wang, Wensheng Closure property of consistently varying random variables based on precise large deviation principles. (English) Zbl 07530018 Commun. Stat., Theory Methods 48, No. 9, 2218-2228 (2019). MSC: 60E05 62E10 PDF BibTeX XML Cite \textit{S. Wang} et al., Commun. Stat., Theory Methods 48, No. 9, 2218--2228 (2019; Zbl 07530018) Full Text: DOI OpenURL
Ragulina, Olena; Šiaulys, Jonas Randomly stopped minima and maxima with exponential-type distributions. (English) Zbl 1466.60091 Nonlinear Anal., Model. Control 24, No. 2, 297-313 (2019). MSC: 60G50 60G70 PDF BibTeX XML Cite \textit{O. Ragulina} and \textit{J. Šiaulys}, Nonlinear Anal., Model. Control 24, No. 2, 297--313 (2019; Zbl 1466.60091) Full Text: DOI OpenURL
Kaleta, Kamil; Sztonyk, Paweł Spatial asymptotics at infinity for heat kernels of integro-differential operators. (English) Zbl 07050826 Trans. Am. Math. Soc. 371, No. 9, 6627-6663 (2019). MSC: 47D03 60J35 35A08 60G51 60E07 35S10 PDF BibTeX XML Cite \textit{K. Kaleta} and \textit{P. Sztonyk}, Trans. Am. Math. Soc. 371, No. 9, 6627--6663 (2019; Zbl 07050826) Full Text: DOI arXiv OpenURL
Danilenko, Svetlana; Šiaulys, Jonas; Stepanauskas, Gediminas Closure properties of \(O\)-exponential distributions. (English) Zbl 1391.60030 Stat. Probab. Lett. 140, 63-70 (2018). MSC: 60E05 60G50 60F10 PDF BibTeX XML Cite \textit{S. Danilenko} et al., Stat. Probab. Lett. 140, 63--70 (2018; Zbl 1391.60030) Full Text: DOI OpenURL
Danilenko, Svetlana; Markevičiūtė, Jurgita; Šiaulys, Jonas Randomly stopped sums with exponential-type distributions. (English) Zbl 1420.60054 Nonlinear Anal., Model. Control 22, No. 6, 793-807 (2017). MSC: 60G50 60E05 PDF BibTeX XML Cite \textit{S. Danilenko} et al., Nonlinear Anal., Model. Control 22, No. 6, 793--807 (2017; Zbl 1420.60054) Full Text: DOI OpenURL
Lefèvre, Claude; Trufin, Julien; Zuyderhoff, Pierre Some comparison results for finite-time ruin probabilities in the classical risk model. (English) Zbl 1397.91289 Insur. Math. Econ. 77, 143-149 (2017). MSC: 91B30 60E05 60E15 PDF BibTeX XML Cite \textit{C. Lefèvre} et al., Insur. Math. Econ. 77, 143--149 (2017; Zbl 1397.91289) Full Text: DOI Link OpenURL
Leipus, Remigijus; Šiaulys, Jonas On the random max-closure for heavy-tailed random variables. (English) Zbl 1373.60031 Lith. Math. J. 57, No. 2, 208-221 (2017). MSC: 60E05 62E10 60G70 PDF BibTeX XML Cite \textit{R. Leipus} and \textit{J. Šiaulys}, Lith. Math. J. 57, No. 2, 208--221 (2017; Zbl 1373.60031) Full Text: DOI OpenURL
Andrulytė, Ieva Marija; Manstavičius, Martynas; Šiaulys, Jonas Randomly stopped maximum and maximum of sums with consistently varying distributions. (English) Zbl 1372.60064 Mod. Stoch., Theory Appl. 4, No. 1, 65-78 (2017). Reviewer: Alexander Iksanov (Kiev) MSC: 60G50 60E05 PDF BibTeX XML Cite \textit{I. M. Andrulytė} et al., Mod. Stoch., Theory Appl. 4, No. 1, 65--78 (2017; Zbl 1372.60064) Full Text: DOI arXiv OpenURL
Kizinevič, Edita; Sprindys, Jonas; Šiaulys, Jonas Randomly stopped sums with consistently varying distributions. (English) Zbl 1349.60083 Mod. Stoch., Theory Appl. 3, No. 2, 165-179 (2016). MSC: 60G70 60G50 60F99 44A35 PDF BibTeX XML Cite \textit{E. Kizinevič} et al., Mod. Stoch., Theory Appl. 3, No. 2, 165--179 (2016; Zbl 1349.60083) Full Text: DOI arXiv OpenURL
Danilenko, Svetlana; Paškauskaitė, Simona; Šiaulys, Jonas Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail. (English) Zbl 1349.60010 Mod. Stoch., Theory Appl. 3, No. 1, 79-94 (2016). MSC: 60E05 60G50 62E10 44A35 PDF BibTeX XML Cite \textit{S. Danilenko} et al., Mod. Stoch., Theory Appl. 3, No. 1, 79--94 (2016; Zbl 1349.60010) Full Text: DOI arXiv OpenURL
Rønn-Nielsen, Anders; Jensen, Eva B. Vedel Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure. (English) Zbl 1337.60032 J. Appl. Probab. 53, No. 1, 244-261 (2016). MSC: 60F10 60G60 60E07 60G51 60D05 PDF BibTeX XML Cite \textit{A. Rønn-Nielsen} and \textit{E. B. V. Jensen}, J. Appl. Probab. 53, No. 1, 244--261 (2016; Zbl 1337.60032) Full Text: DOI Euclid Link OpenURL
Danilenko, Svetlana; Šiaulys, Jonas Randomly stopped sums of not identically distributed heavy tailed random variables. (English) Zbl 1382.60027 Stat. Probab. Lett. 113, 84-93 (2016). MSC: 60E05 60G70 62E20 PDF BibTeX XML Cite \textit{S. Danilenko} and \textit{J. Šiaulys}, Stat. Probab. Lett. 113, 84--93 (2016; Zbl 1382.60027) Full Text: DOI OpenURL
Danilenko, Svetlana; Šiaulys, Jonas Random convolution of \(\mathcal{O}\)-exponential distributions. (English) Zbl 1420.60015 Nonlinear Anal., Model. Control 20, No. 3, 447-454 (2015). MSC: 60E05 PDF BibTeX XML Cite \textit{S. Danilenko} and \textit{J. Šiaulys}, Nonlinear Anal., Model. Control 20, No. 3, 447--454 (2015; Zbl 1420.60015) Full Text: DOI OpenURL
Peng, Zuoxiang; Liao, Xin Second-order asymptotics for convolution of distributions with light tails. (English) Zbl 1463.62034 Stat. Probab. Lett. 106, 199-208 (2015). MSC: 62E20 60G50 60F15 60F05 PDF BibTeX XML Cite \textit{Z. Peng} and \textit{X. Liao}, Stat. Probab. Lett. 106, 199--208 (2015; Zbl 1463.62034) Full Text: DOI arXiv OpenURL
Omey, Edward; Vesilo, Rein Random sums of random variables and vectors: including infinite means and unequal length sums. (English) Zbl 1326.60062 Lith. Math. J. 55, No. 3, 433-450 (2015). MSC: 60G50 60F05 60F99 62E20 60E99 PDF BibTeX XML Cite \textit{E. Omey} and \textit{R. Vesilo}, Lith. Math. J. 55, No. 3, 433--450 (2015; Zbl 1326.60062) Full Text: DOI OpenURL
Li, Jinzhu; Tang, Qihe Interplay of insurance and financial risks in a discrete-time model with strongly regular variation. (English) Zbl 1336.91048 Bernoulli 21, No. 3, 1800-1823 (2015). Reviewer: Tak Kuen Siu (Sydney) MSC: 91B30 PDF BibTeX XML Cite \textit{J. Li} and \textit{Q. Tang}, Bernoulli 21, No. 3, 1800--1823 (2015; Zbl 1336.91048) Full Text: DOI arXiv Euclid OpenURL
Yu, Changjun; Wang, Yuebao; Cheng, Dongya Tail behavior of the sums of dependent and heavy-tailed random variables. (English) Zbl 1311.62019 J. Korean Stat. Soc. 44, No. 1, 12-27 (2015). MSC: 62E20 60G70 PDF BibTeX XML Cite \textit{C. Yu} et al., J. Korean Stat. Soc. 44, No. 1, 12--27 (2015; Zbl 1311.62019) Full Text: DOI OpenURL
Wang, Kaiyong; Chen, Yang; Tan, Zhongquan Asymptotics for the solutions to defective renewal equations. (English) Zbl 1474.45009 Abstr. Appl. Anal. 2014, Article ID 732735, 5 p. (2014). MSC: 45B05 PDF BibTeX XML Cite \textit{K. Wang} et al., Abstr. Appl. Anal. 2014, Article ID 732735, 5 p. (2014; Zbl 1474.45009) Full Text: DOI OpenURL
Hashorva, Enkelejd; Li, Jinzhu Asymptotics for a discrete-time risk model with the emphasis on financial risk. (English) Zbl 1369.91088 Probab. Eng. Inf. Sci. 28, No. 4, 573-588 (2014). MSC: 91B30 60G70 PDF BibTeX XML Cite \textit{E. Hashorva} and \textit{J. Li}, Probab. Eng. Inf. Sci. 28, No. 4, 573--588 (2014; Zbl 1369.91088) Full Text: DOI arXiv OpenURL
Yang, Yang; Gao, Qingwu On closure properties of heavy-tailed distributions for random sums. (English) Zbl 1296.60034 Lith. Math. J. 54, No. 3, 366-377 (2014). MSC: 60E05 62E10 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{Q. Gao}, Lith. Math. J. 54, No. 3, 366--377 (2014; Zbl 1296.60034) Full Text: DOI OpenURL
Cheng, Fengyang; Li, Na Asymptotics for the tail probability of random sums with a heavy-tailed random number and extended negatively dependent summands. (English) Zbl 1290.60014 Chin. Ann. Math., Ser. B 35, No. 1, 69-78 (2014). MSC: 60E05 62E20 PDF BibTeX XML Cite \textit{F. Cheng} and \textit{N. Li}, Chin. Ann. Math., Ser. B 35, No. 1, 69--78 (2014; Zbl 1290.60014) Full Text: DOI OpenURL
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails. (English) Zbl 1286.60089 Lith. Math. J. 52, No. 2, 222-232 (2012). MSC: 60K10 60G50 60F10 91B30 62P05 62E20 PDF BibTeX XML Cite \textit{Y. Yang} et al., Lith. Math. J. 52, No. 2, 222--232 (2012; Zbl 1286.60089) Full Text: DOI OpenURL
Cheng, Dongya; Wang, Yuebao Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables. (English) Zbl 1284.60102 Lith. Math. J. 52, No. 1, 29-39 (2012). MSC: 60G70 60E05 60F99 60G55 PDF BibTeX XML Cite \textit{D. Cheng} and \textit{Y. Wang}, Lith. Math. J. 52, No. 1, 29--39 (2012; Zbl 1284.60102) Full Text: DOI OpenURL
Leipus, Remigijus; Šiaulys, Jonas Closure of some heavy-tailed distribution classes under random convolution. (English) Zbl 1263.60012 Lith. Math. J. 52, No. 3, 249-258 (2012). MSC: 60E05 62E10 PDF BibTeX XML Cite \textit{R. Leipus} and \textit{J. Šiaulys}, Lith. Math. J. 52, No. 3, 249--258 (2012; Zbl 1263.60012) Full Text: DOI OpenURL
Zhang, Jian; Cheng, Fengyang; Wang, Yuebao Tail behavior of random sums of negatively associated increments. (English) Zbl 1207.60036 J. Math. Anal. Appl. 376, No. 1, 64-73 (2011). MSC: 60G50 60F05 62P05 PDF BibTeX XML Cite \textit{J. Zhang} et al., J. Math. Anal. Appl. 376, No. 1, 64--73 (2011; Zbl 1207.60036) Full Text: DOI OpenURL
Li, Jinzhu; Tang, Qihe A note on max-sum equivalence. (English) Zbl 1211.62085 Stat. Probab. Lett. 80, No. 23-24, 1720-1723 (2010). Reviewer: Fabrizio Durante (Bozen-Bolzano) MSC: 62G32 62E20 60E99 PDF BibTeX XML Cite \textit{J. Li} and \textit{Q. Tang}, Stat. Probab. Lett. 80, No. 23--24, 1720--1723 (2010; Zbl 1211.62085) Full Text: DOI OpenURL
Yu, Changjun; Wang, Yuebao; Yang, Yang The closure of the convolution equivalent distribution class under convolution roots with applications to random sums. (English) Zbl 1184.60004 Stat. Probab. Lett. 80, No. 5-6, 462-472 (2010). MSC: 60E05 60F99 PDF BibTeX XML Cite \textit{C. Yu} et al., Stat. Probab. Lett. 80, No. 5--6, 462--472 (2010; Zbl 1184.60004) Full Text: DOI OpenURL
Foss, Sergey; Korshunov, Dmitry; Zachary, Stan Convolutions of long-tailed and subexponential distributions. (English) Zbl 1178.60011 J. Appl. Probab. 46, No. 3, 756-767 (2009). Reviewer: Michael Falk (Würzburg) MSC: 60E05 60F10 60G70 PDF BibTeX XML Cite \textit{S. Foss} et al., J. Appl. Probab. 46, No. 3, 756--767 (2009; Zbl 1178.60011) Full Text: DOI arXiv OpenURL
Cui, Zhaolei; Wang, Yuebao; Wang, Kaiyong Asymptotics for the moments of the overshoot and undershoot of a random walk. (English) Zbl 1169.60321 Adv. Appl. Probab. 41, No. 2, 469-494 (2009). MSC: 60K05 60K10 60K30 PDF BibTeX XML Cite \textit{Z. Cui} et al., Adv. Appl. Probab. 41, No. 2, 469--494 (2009; Zbl 1169.60321) Full Text: DOI OpenURL
Wang, Yuebao; Wang, Kaiyong Equivalent conditions of asymptotics for the density of the supremum of a random walk in the Intermediate case. (English) Zbl 1166.60027 J. Theor. Probab. 22, No. 2, 281-293 (2009). MSC: 60G50 60E07 60F99 PDF BibTeX XML Cite \textit{Y. Wang} and \textit{K. Wang}, J. Theor. Probab. 22, No. 2, 281--293 (2009; Zbl 1166.60027) Full Text: DOI OpenURL
Denisov, Denis; Foss, Serguei; Korshunov, Dmitry On lower limits and equivalences for distribution tails of randomly stopped sums. (English) Zbl 1157.60315 Bernoulli 14, No. 2, 391-404 (2008). MSC: 60G40 PDF BibTeX XML Cite \textit{D. Denisov} et al., Bernoulli 14, No. 2, 391--404 (2008; Zbl 1157.60315) Full Text: DOI arXiv OpenURL
Yin, Chuancun; Zhao, Xianghua Asymptotics for solutions of a defective renewal equation with applications. (English) Zbl 1156.60071 Front. Math. China 3, No. 3, 443-459 (2008). MSC: 60K05 60K30 60K10 PDF BibTeX XML Cite \textit{C. Yin} and \textit{X. Zhao}, Front. Math. China 3, No. 3, 443--459 (2008; Zbl 1156.60071) Full Text: DOI OpenURL
Pakes, Anthony G. Tails of stopped random products: The factoid and some relatives. (English) Zbl 1154.60012 J. Appl. Probab. 45, No. 4, 1161-1180 (2008). MSC: 60E05 60F05 60G50 60J05 91D10 PDF BibTeX XML Cite \textit{A. G. Pakes}, J. Appl. Probab. 45, No. 4, 1161--1180 (2008; Zbl 1154.60012) Full Text: DOI OpenURL
Watanabe, Toshiro Convolution equivalence and distributions of random sums. (English) Zbl 1146.60014 Probab. Theory Relat. Fields 142, No. 3-4, 367-397 (2008). MSC: 60E07 60G50 60G51 PDF BibTeX XML Cite \textit{T. Watanabe}, Probab. Theory Relat. Fields 142, No. 3--4, 367--397 (2008; Zbl 1146.60014) Full Text: DOI OpenURL
Barbe, Ph.; McCormick, W. P. Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions. (English) Zbl 1142.60034 Probab. Theory Relat. Fields 141, No. 1-2, 155-180 (2008). Reviewer: Josef Steinebach (Köln) MSC: 60G50 60F99 62E20 62M10 PDF BibTeX XML Cite \textit{Ph. Barbe} and \textit{W. P. McCormick}, Probab. Theory Relat. Fields 141, No. 1--2, 155--180 (2008; Zbl 1142.60034) Full Text: DOI arXiv OpenURL
Zong, Zhaojun; Hu, Feng Asymptotic theory for a risk process with a high dividend barrier. (English) Zbl 1150.60017 Appl. Math., Ser. B (Engl. Ed.) 22, No. 3, 253-258 (2007). MSC: 60G25 62P05 91B30 PDF BibTeX XML Cite \textit{Z. Zong} and \textit{F. Hu}, Appl. Math., Ser. B (Engl. Ed.) 22, No. 3, 253--258 (2007; Zbl 1150.60017) Full Text: DOI OpenURL
Pakes, Anthony G. Convolution equivalence and infinite divisibility: corrections and corollaries. (English) Zbl 1132.60015 J. Appl. Probab. 44, No. 2, 295-305 (2007). MSC: 60E07 60F99 PDF BibTeX XML Cite \textit{A. G. Pakes}, J. Appl. Probab. 44, No. 2, 295--305 (2007; Zbl 1132.60015) Full Text: DOI OpenURL
Barbe, Ph.; McCormick, W. P.; Zhang, Chenhua Asymptotic expansions for distributions of compound sums of random variables with rapidly varying subexponential distributions. (English) Zbl 1145.62011 J. Appl. Probab. 44, No. 3, 670-684 (2007). Reviewer: Zdzisław Rychlik (Lublin) MSC: 62E20 60G50 41A60 PDF BibTeX XML Cite \textit{Ph. Barbe} et al., J. Appl. Probab. 44, No. 3, 670--684 (2007; Zbl 1145.62011) Full Text: DOI OpenURL
Wang, Yuebao; Yang, Yang; Wang, Kaiyong; Cheng, Dongya Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications. (English) Zbl 1120.60033 Insur. Math. Econ. 40, No. 2, 256-266 (2007). MSC: 60F99 60E07 PDF BibTeX XML Cite \textit{Y. Wang} et al., Insur. Math. Econ. 40, No. 2, 256--266 (2007; Zbl 1120.60033) Full Text: DOI OpenURL
Foss, Serguei; Korshunov, Dmitry Lower limits and equivalences for convolution tails. (English) Zbl 1129.60014 Ann. Probab. 35, No. 1, 366-383 (2007). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60E05 60F10 PDF BibTeX XML Cite \textit{S. Foss} and \textit{D. Korshunov}, Ann. Probab. 35, No. 1, 366--383 (2007; Zbl 1129.60014) Full Text: DOI arXiv OpenURL
Yin, Chuancun; Zhao, Junsheng Nonexponential asymptotics for the solutions of renewal equations, with applications. (English) Zbl 1125.60090 J. Appl. Probab. 43, No. 3, 815-824 (2006). Reviewer: Florin Gorunescu (Craiova) MSC: 60K05 60K10 60K30 PDF BibTeX XML Cite \textit{C. Yin} and \textit{J. Zhao}, J. Appl. Probab. 43, No. 3, 815--824 (2006; Zbl 1125.60090) Full Text: DOI OpenURL
Omey, E. A. M. Subexponential distribution functions in \(R^{d}\). (English) Zbl 1117.62054 J. Math. Sci., New York 138, No. 1, 5434-5449 (2006). Reviewer: Carlo Sempi (Lecce) MSC: 62H05 60E05 62E10 PDF BibTeX XML Cite \textit{E. A. M. Omey}, J. Math. Sci., New York 138, No. 1, 5434--5449 (2006; Zbl 1117.62054) Full Text: DOI OpenURL
Omey, E.; Mallor, F.; Santos, J. Multivariate subexponential distributions and random sums of random vectors. (English) Zbl 1122.26003 Adv. Appl. Probab. 38, No. 4, 1028-1046 (2006). MSC: 26A12 60E99 60K99 PDF BibTeX XML Cite \textit{E. Omey} et al., Adv. Appl. Probab. 38, No. 4, 1028--1046 (2006; Zbl 1122.26003) Full Text: DOI OpenURL
Tang, Qihe On convolution equivalence with applications. (English) Zbl 1114.60015 Bernoulli 12, No. 3, 535-549 (2006). MSC: 60E05 60G55 60B15 PDF BibTeX XML Cite \textit{Q. Tang}, Bernoulli 12, No. 3, 535--549 (2006; Zbl 1114.60015) Full Text: DOI Euclid OpenURL
Chen, Yu; Su, Chun Finite time ruin probability with heavy-tailed insurance and financial risks. (English) Zbl 1171.91348 Stat. Probab. Lett. 76, No. 16, 1812-1820 (2006). MSC: 91B30 62P05 60K99 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{C. Su}, Stat. Probab. Lett. 76, No. 16, 1812--1820 (2006; Zbl 1171.91348) Full Text: DOI OpenURL
Doney, R. A.; Kyprianou, A. E. Overshoots and undershoots of Lévy processes. (English) Zbl 1101.60029 Ann. Appl. Probab. 16, No. 1, 91-106 (2006). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60G51 60G50 PDF BibTeX XML Cite \textit{R. A. Doney} and \textit{A. E. Kyprianou}, Ann. Appl. Probab. 16, No. 1, 91--106 (2006; Zbl 1101.60029) Full Text: DOI arXiv OpenURL
Li, Quan-Lin; Zhao, Yiqiang Q. Heavy-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type. (English) Zbl 1076.60081 Adv. Appl. Probab. 37, No. 2, 482-509 (2005). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 60K15 60J22 90B22 PDF BibTeX XML Cite \textit{Q.-L. Li} and \textit{Y. Q. Zhao}, Adv. Appl. Probab. 37, No. 2, 482--509 (2005; Zbl 1076.60081) Full Text: DOI OpenURL
Shimura, Takaaki; Watanabe, Toshiro Infinite divisibility and generalized subexponentiality. (English) Zbl 1081.60016 Bernoulli 11, No. 3, 445-469 (2005). Reviewer: Ilya Pavlyukevitch (Berlin) MSC: 60E07 60E05 PDF BibTeX XML Cite \textit{T. Shimura} and \textit{T. Watanabe}, Bernoulli 11, No. 3, 445--469 (2005; Zbl 1081.60016) Full Text: DOI OpenURL
Klüppelberg, Claudia; Kyprianou, Andreas E.; Maller, Ross A. Ruin probabilities and overshoots for general Lévy insurance risk processes. (English) Zbl 1066.60049 Ann. Appl. Probab. 14, No. 4, 1766-1801 (2004). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G51 91B30 60K05 60K15 60E07 PDF BibTeX XML Cite \textit{C. Klüppelberg} et al., Ann. Appl. Probab. 14, No. 4, 1766--1801 (2004; Zbl 1066.60049) Full Text: DOI arXiv Euclid OpenURL
Pakes, Anthony G. Convolution equivalence and infinite divisibility. (English) Zbl 1051.60019 J. Appl. Probab. 41, No. 2, 407-424 (2004). MSC: 60E07 60F99 PDF BibTeX XML Cite \textit{A. G. Pakes}, J. Appl. Probab. 41, No. 2, 407--424 (2004; Zbl 1051.60019) Full Text: DOI OpenURL
Tang, Qihe; Tsitsiashvili, Gurami Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (English) Zbl 1075.91563 Stochastic Processes Appl. 108, No. 2, 299-325 (2003). MSC: 91B30 60K99 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{G. Tsitsiashvili}, Stochastic Processes Appl. 108, No. 2, 299--325 (2003; Zbl 1075.91563) Full Text: DOI OpenURL
Rogozin, B. A.; Sgibnev, M. S. Strongly subexponential distributions and Banach algebras of measures. (English. Russian original) Zbl 0944.60037 Sib. Math. J. 40, No. 5, 963-971 (1999); translation from Sib. Mat. Zh. 40, No. 5, 1137-1146 (1999). Reviewer: D.A.Korshunov (Novosibirsk) MSC: 60E99 46H05 46E27 PDF BibTeX XML Cite \textit{B. A. Rogozin} and \textit{M. S. Sgibnev}, Sib. Math. J. 40, No. 5, 1137--1146 (1999; Zbl 0944.60037); translation from Sib. Mat. Zh. 40, No. 5, 1137--1146 (1999) Full Text: DOI OpenURL
Yakymiv, A. L. Some properties of subexponential distributions. (English. Russian original) Zbl 0923.60016 Math. Notes 62, No. 1, 116-121 (1997); translation from Mat. Zametki 62, No. 1, 138-144 (1997). Reviewer: A.Janssen (Düsseldorf) MSC: 60E05 PDF BibTeX XML Cite \textit{A. L. Yakymiv}, Math. Notes 62, No. 1, 116--121 (1997; Zbl 0923.60016); translation from Mat. Zametki 62, No. 1, 138--144 (1997) Full Text: DOI OpenURL
Braverman, Michael Suprema and sojourn times of Lévy processes with exponential tails. (English) Zbl 0915.60050 Stochastic Processes Appl. 68, No. 2, 265-283 (1997). MSC: 60G07 60E07 PDF BibTeX XML Cite \textit{M. Braverman}, Stochastic Processes Appl. 68, No. 2, 265--283 (1997; Zbl 0915.60050) Full Text: DOI OpenURL
Geluk, J. L. Tails of subordinated laws: The regularly varying case. (English) Zbl 0849.60014 Stochastic Processes Appl. 61, No. 1, 147-161 (1996). MSC: 60E99 60J80 PDF BibTeX XML Cite \textit{J. L. Geluk}, Stochastic Processes Appl. 61, No. 1, 147--161 (1996; Zbl 0849.60014) Full Text: DOI Link OpenURL
Yakymiv, A. L. Sufficient conditions for the subexponential property of the convolution of two distributions. (English. Russian original) Zbl 0861.60024 Math. Notes 58, No. 5, 1227-1230 (1995); translation from Mat. Zametki 58, No. 5, 778-781 (1995). MSC: 60E05 PDF BibTeX XML Cite \textit{A. L. Yakymiv}, Math. Notes 58, No. 5, 1227--1230 (1995; Zbl 0861.60024); translation from Mat. Zametki 58, No. 5, 778--781 (1995) Full Text: DOI OpenURL
Braverman, Michael; Samorodnitsky, Gennady Functionals of infinitely divisible stochastic processes with exponential tails. (English) Zbl 0819.60020 Stochastic Processes Appl. 56, No. 2, 207-231 (1995). Reviewer: Z.Jurek (Wrocław) MSC: 60E07 60G07 PDF BibTeX XML Cite \textit{M. Braverman} and \textit{G. Samorodnitsky}, Stochastic Processes Appl. 56, No. 2, 207--231 (1995; Zbl 0819.60020) Full Text: DOI Link OpenURL
Cline, D. B. H.; Samorodnitsky, G. Subexponentiality of the product of independent random variables. (English) Zbl 0799.60015 Stochastic Processes Appl. 49, No. 1, 75-98 (1994). Reviewer: M.Quine MSC: 60E05 60F99 PDF BibTeX XML Cite \textit{D. B. H. Cline} and \textit{G. Samorodnitsky}, Stochastic Processes Appl. 49, No. 1, 75--98 (1994; Zbl 0799.60015) Full Text: DOI Link OpenURL
Cline, Daren B. H.; Resnick, Sidney I. Multivariate subexponential distributions. (English) Zbl 0751.62025 Stochastic Processes Appl. 42, No. 1, 49-72 (1992). Reviewer: C.Klüppelberg (Mannheim) MSC: 62H05 60E05 60F05 PDF BibTeX XML Cite \textit{D. B. H. Cline} and \textit{S. I. Resnick}, Stochastic Processes Appl. 42, No. 1, 49--72 (1992; Zbl 0751.62025) Full Text: DOI OpenURL
Willekens, E.; Teugels, J. L. Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time. (English) Zbl 0747.60092 Queueing Syst. 10, No. 4, 295-311 (1992). Reviewer: H.Wegmann (Darmstadt) MSC: 60K25 90B22 PDF BibTeX XML Cite \textit{E. Willekens} and \textit{J. L. Teugels}, Queueing Syst. 10, No. 4, 295--311 (1992; Zbl 0747.60092) Full Text: DOI OpenURL
Klüppelberg, Claudia; Villasenor, José A. The full solution of the convolution closure problem for convolution- equivalent distributions. (English) Zbl 0731.60013 J. Math. Anal. Appl. 160, No. 1, 79-92 (1991). Reviewer: C.Klüppelberg (Mannheim) MSC: 60E05 PDF BibTeX XML Cite \textit{C. Klüppelberg} and \textit{J. A. Villasenor}, J. Math. Anal. Appl. 160, No. 1, 79--92 (1991; Zbl 0731.60013) Full Text: DOI OpenURL
Klüppelberg, Claudia Asymptotic ordering of distribution functions and convolution semigroups. (English) Zbl 0687.60018 Semigroup Forum 40, No. 1, 77-92 (1990). Reviewer: A.Spătaru MSC: 60E05 06F05 PDF BibTeX XML Cite \textit{C. Klüppelberg}, Semigroup Forum 40, No. 1, 77--92 (1990; Zbl 0687.60018) Full Text: DOI EuDML OpenURL
Klüppelberg, Claudia Subexponential distributions and characterizations of related classes. (English) Zbl 0687.60017 Probab. Theory Relat. Fields 82, No. 2, 259-269 (1989). MSC: 60E05 60K25 PDF BibTeX XML Cite \textit{C. Klüppelberg}, Probab. Theory Relat. Fields 82, No. 2, 259--269 (1989; Zbl 0687.60017) Full Text: DOI OpenURL
Davis, Richard; Resnick, Sidney Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution. (English) Zbl 0657.60028 Stochastic Processes Appl. 30, No. 1, 41-68 (1988). Reviewer: A.V.Bulinskii MSC: 60F05 60F17 60G55 PDF BibTeX XML Cite \textit{R. Davis} and \textit{S. Resnick}, Stochastic Processes Appl. 30, No. 1, 41--68 (1988; Zbl 0657.60028) Full Text: DOI OpenURL