Kołodziejek, Bartosz; Szpojankowski, Kamil A phase transition for tails of the free multiplicative convolution powers. (English) Zbl 1498.46071 Adv. Math. 403, Article ID 108398, 50 p. (2022). MSC: 46L54 60E07 PDF BibTeX XML Cite \textit{B. Kołodziejek} and \textit{K. Szpojankowski}, Adv. Math. 403, Article ID 108398, 50 p. (2022; Zbl 1498.46071) Full Text: DOI arXiv OpenURL
Damek, Ewa; Dyszewski, Piotr Iterated random functions and regularly varying tails. (English) Zbl 1401.60128 J. Difference Equ. Appl. 24, No. 9, 1503-1520 (2018). MSC: 60H25 60J10 PDF BibTeX XML Cite \textit{E. Damek} and \textit{P. Dyszewski}, J. Difference Equ. Appl. 24, No. 9, 1503--1520 (2018; Zbl 1401.60128) Full Text: DOI arXiv OpenURL
Strzelecka, Marta; Strzelecki, Michał; Tkocz, Tomasz On the convex infimum convolution inequality with optimal cost function. (English) Zbl 1386.60078 ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 2, 903-915 (2017). MSC: 60E15 26A51 26B25 PDF BibTeX XML Cite \textit{M. Strzelecka} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 2, 903--915 (2017; Zbl 1386.60078) Full Text: arXiv Link OpenURL
v. Hammerstein, Ernst August Tail behaviour and tail dependence of generalized hyperbolic distributions. (English) Zbl 1384.60054 Kallsen, Jan (ed.) et al., Advanced modeling in mathematical finance. In honour of Ernst Eberlein on the occasion of his 70th birthday, Kiel, Germany, May 22–25, 2015. Cham: Springer (ISBN 978-3-319-45873-1/hbk; 978-3-319-45875-5/ebook). Springer Proceedings in Mathematics & Statistics 189, 3-40 (2016). MSC: 60E05 60H20 62H05 91G60 PDF BibTeX XML Cite \textit{E. A. v. Hammerstein}, Springer Proc. Math. Stat. 189, 3--40 (2016; Zbl 1384.60054) 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
Eliazar, Iddo I.; Shlesinger, Michael F. Stochastic flow cascades. (English) Zbl 1235.82052 J. Stat. Phys. 146, No. 1, 1-24 (2012). MSC: 82C31 PDF BibTeX XML Cite \textit{I. I. Eliazar} and \textit{M. F. Shlesinger}, J. Stat. Phys. 146, No. 1, 1--24 (2012; Zbl 1235.82052) Full Text: DOI OpenURL
Geluk, Jaap Asymptotics in the symmetrization inequality. (English) Zbl 1064.60029 Stat. Probab. Lett. 69, No. 1, 63-68 (2004). MSC: 60E15 62F99 PDF BibTeX XML Cite \textit{J. Geluk}, Stat. Probab. Lett. 69, No. 1, 63--68 (2004; Zbl 1064.60029) Full Text: DOI Link 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
Shimura, Takaaki The product of independent random variables with regularly varying tails. (English) Zbl 0981.60002 Acta Appl. Math. 63, No. 1-3, 411-432 (2000). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60E05 60E07 60E10 PDF BibTeX XML Cite \textit{T. Shimura}, Acta Appl. Math. 63, No. 1--3, 411--432 (2000; Zbl 0981.60002) Full Text: DOI OpenURL
Geluk, Jaap L.; Peng, Liang; de Vries, Casper G. Convolutions of heavy-tailed random variables and applications to portfolio diversification and \(\text{MA}(1)\) time series. (English) Zbl 0979.60010 Adv. Appl. Probab. 32, No. 4, 1011-1026 (2000). Reviewer: Alexander V.Bulinskij (Moskva) MSC: 60F05 60E05 PDF BibTeX XML Cite \textit{J. L. Geluk} et al., Adv. Appl. Probab. 32, No. 4, 1011--1026 (2000; Zbl 0979.60010) Full Text: DOI OpenURL
Rojo, Javier On the preservation of some pure-tail orderings by reliability operations. (English) Zbl 0774.62013 Stat. Probab. Lett. 17, No. 3, 189-198 (1993). MSC: 62E10 62E99 62N05 PDF BibTeX XML Cite \textit{J. Rojo}, Stat. Probab. Lett. 17, No. 3, 189--198 (1993; Zbl 0774.62013) Full Text: DOI 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
Cline, Daren B. H. Convolutions of distributions with exponential and subexponential tails. (English) Zbl 0633.60021 J. Aust. Math. Soc., Ser. A 43, 347-365 (1987). Reviewer: B.Horkelheimer MSC: 60E05 PDF BibTeX XML Cite \textit{D. B. H. Cline}, J. Aust. Math. Soc., Ser. A 43, 347--365 (1987; Zbl 0633.60021) OpenURL
Resnick, Sidney I. Point processes, regular variation and weak convergence. (English) Zbl 0597.60048 Adv. Appl. Probab. 18, 66-138 (1986). Reviewer: A.J.Stam MSC: 60G55 60F17 26A12 PDF BibTeX XML Cite \textit{S. I. Resnick}, Adv. Appl. Probab. 18, 66--138 (1986; Zbl 0597.60048) Full Text: DOI OpenURL
Cline, Daren B. H. Convolution tails, product tails and domains of attraction. (English) Zbl 0577.60019 Probab. Theory Relat. Fields 72, 529-557 (1986). MSC: 60E07 60F05 PDF BibTeX XML Cite \textit{D. B. H. Cline}, Probab. Theory Relat. Fields 72, 529--557 (1986; Zbl 0577.60019) Full Text: DOI OpenURL