Salazar Flores, Yuri; Díaz Hernández, Adán Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach. (English) Zbl 07302997 J. Stat. Theory Pract. 15, No. 1, Paper No. 9, 9 p. (2021). MSC: 60 PDF BibTeX XML Cite \textit{Y. Salazar Flores} and \textit{A. Díaz Hernández}, J. Stat. Theory Pract. 15, No. 1, Paper No. 9, 9 p. (2021; Zbl 07302997) Full Text: DOI
Xing, Guodong; Yang, Shanchao First and second order asymptotics of the spectral risk measure for portfolio loss under multivariate regular variation. (English) Zbl 07300303 J. Syst. Sci. Complex. 33, No. 5, 1533-1544 (2020). MSC: 91G10 91G70 PDF BibTeX XML Cite \textit{G. Xing} and \textit{S. Yang}, J. Syst. Sci. Complex. 33, No. 5, 1533--1544 (2020; Zbl 07300303) Full Text: DOI
Sepanski, Jungsywan H. A note on distortion effects on the strength of bivariate copula tail dependence. (English) Zbl 07287577 Stat. Probab. Lett. 166, Article ID 108894, 8 p. (2020). MSC: 62H05 62G32 PDF BibTeX XML Cite \textit{J. H. Sepanski}, Stat. Probab. Lett. 166, Article ID 108894, 8 p. (2020; Zbl 07287577) Full Text: DOI
Kostadinov, Katarina S.; Manojlović, Jelena V. Existence of positive strongly decaying solutions of second-order nonlinear \(q\)-difference equations. (English) Zbl 07273556 J. Difference Equ. Appl. 26, No. 6, 729-752 (2020). MSC: 39A13 39A12 39A22 PDF BibTeX XML Cite \textit{K. S. Kostadinov} and \textit{J. V. Manojlović}, J. Difference Equ. Appl. 26, No. 6, 729--752 (2020; Zbl 07273556) Full Text: DOI
Colini-Baldeschi, Riccardo; Cominetti, Roberto; Mertikopoulos, Panayotis; Scarsini, Marco When is selfish routing bad? The price of anarchy in light and heavy traffic. (English) Zbl 1446.90051 Oper. Res. 68, No. 2, 411-434 (2020). MSC: 90B06 91A14 PDF BibTeX XML Cite \textit{R. Colini-Baldeschi} et al., Oper. Res. 68, No. 2, 411--434 (2020; Zbl 1446.90051) Full Text: DOI
Simpson, E. S.; Wadsworth, J. L.; Tawn, J. A. Determining the dependence structure of multivariate extremes. (English) Zbl 1451.62059 Biometrika 107, No. 3, 513-532 (2020). MSC: 62H12 62G32 62P12 86A05 PDF BibTeX XML Cite \textit{E. S. Simpson} et al., Biometrika 107, No. 3, 513--532 (2020; Zbl 1451.62059) Full Text: DOI
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan Combined tail estimation using censored data and expert information. (English) Zbl 1448.91255 Scand. Actuar. J. 2020, No. 6, 503-525 (2020). MSC: 91G05 62P05 62N02 62G32 PDF BibTeX XML Cite \textit{M. Bladt} et al., Scand. Actuar. J. 2020, No. 6, 503--525 (2020; Zbl 1448.91255) Full Text: DOI
Drees, Holger; Knežević, Miran Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds. (English) Zbl 1447.62050 Extremes 23, No. 3, 465-491 (2020). MSC: 62G32 62M10 62M15 62G05 PDF BibTeX XML Cite \textit{H. Drees} and \textit{M. Knežević}, Extremes 23, No. 3, 465--491 (2020; Zbl 1447.62050) Full Text: DOI
Das, Bikramjit; Kratz, Marie Risk concentration under second order regular variation. (English) Zbl 07246198 Extremes 23, No. 3, 381-410 (2020). MSC: 60G70 60E05 62P05 91B30 PDF BibTeX XML Cite \textit{B. Das} and \textit{M. Kratz}, Extremes 23, No. 3, 381--410 (2020; Zbl 07246198) Full Text: DOI
Lehtomaa, Jaakko; Resnick, Sidney I. Asymptotic independence and support detection techniques for heavy-tailed multivariate data. (English) Zbl 1448.62074 Insur. Math. Econ. 93, 262-277 (2020). MSC: 62H12 62E20 62G32 62G05 60G70 60G57 PDF BibTeX XML Cite \textit{J. Lehtomaa} and \textit{S. I. Resnick}, Insur. Math. Econ. 93, 262--277 (2020; Zbl 1448.62074) Full Text: DOI
Yuen, Robert; Stoev, Stilian; Cooley, Daniel Distributionally robust inference for extreme value-at-risk. (English) Zbl 1445.91070 Insur. Math. Econ. 92, 70-89 (2020). MSC: 91G70 90C05 90C34 PDF BibTeX XML Cite \textit{R. Yuen} et al., Insur. Math. Econ. 92, 70--89 (2020; Zbl 1445.91070) Full Text: DOI
Mikosch, Thomas; Yslas, Jorge Gumbel and Fréchet convergence of the maxima of independent random walks. (English) Zbl 07221657 Adv. Appl. Probab. 52, No. 1, 213-236 (2020). MSC: 60F10 60F05 60G50 60G55 60G70 PDF BibTeX XML Cite \textit{T. Mikosch} and \textit{J. Yslas}, Adv. Appl. Probab. 52, No. 1, 213--236 (2020; Zbl 07221657) Full Text: DOI
Dominicy, Yves; Heikkilä, Matias; Ilmonen, Pauliina; Veredas, David Flexible multivariate Hill estimators. (English) Zbl 07213056 J. Econom. 217, No. 2, 398-410 (2020). MSC: 62 91 PDF BibTeX XML Cite \textit{Y. Dominicy} et al., J. Econom. 217, No. 2, 398--410 (2020; Zbl 07213056) Full Text: DOI
Padilla, Oscar Hernan Madrid; Sharpnack, James; Chen, Yanzhen; Witten, Daniela M. Adaptive nonparametric regression with the \(K\)-nearest neighbour fused Lasso. (English) Zbl 1441.62100 Biometrika 107, No. 2, 293-310 (2020). MSC: 62G08 62J07 62K10 PDF BibTeX XML Cite \textit{O. H. M. Padilla} et al., Biometrika 107, No. 2, 293--310 (2020; Zbl 1441.62100) Full Text: DOI
Kim, Mihyun; Kokoszka, Piotr Consistency of the Hill estimator for time series observed with measurement errors. (English) Zbl 1452.62651 J. Time Ser. Anal. 41, No. 3, 421-435 (2020). Reviewer: Ravi Sreenivasan (Mysore) MSC: 62M10 62F12 60G70 62P30 62G32 PDF BibTeX XML Cite \textit{M. Kim} and \textit{P. Kokoszka}, J. Time Ser. Anal. 41, No. 3, 421--435 (2020; Zbl 1452.62651) Full Text: DOI
Doney, Ron The remainder in the renewal theorem. (English) Zbl 1434.60251 Electron. Commun. Probab. 25, Paper No. 5, 8 p. (2020). MSC: 60K05 60G50 PDF BibTeX XML Cite \textit{R. Doney}, Electron. Commun. Probab. 25, Paper No. 5, 8 p. (2020; Zbl 1434.60251) Full Text: DOI Euclid
Wu, Lifan; Samorodnitsky, Gennady Regularly varying random fields. (English) Zbl 07203594 Stochastic Processes Appl. 130, No. 7, 4470-4492 (2020). MSC: 60G70 91B72 62E20 PDF BibTeX XML Cite \textit{L. Wu} and \textit{G. Samorodnitsky}, Stochastic Processes Appl. 130, No. 7, 4470--4492 (2020; Zbl 07203594) Full Text: DOI
Ren, Yan-Xia; Song, Renming; Sun, Zhenyao Limit theorems for a class of critical superprocesses with stable branching. (English) Zbl 1434.60235 Stochastic Processes Appl. 130, No. 7, 4358-4391 (2020). MSC: 60J68 60F05 60J80 60J25 PDF BibTeX XML Cite \textit{Y.-X. Ren} et al., Stochastic Processes Appl. 130, No. 7, 4358--4391 (2020; Zbl 1434.60235) Full Text: DOI
Liang, Xingang; Liu, Quansheng Regular variation of fixed points of the smoothing transform. (English) Zbl 1434.60309 Stochastic Processes Appl. 130, No. 7, 4104-4140 (2020). MSC: 60K37 60J80 PDF BibTeX XML Cite \textit{X. Liang} and \textit{Q. Liu}, Stochastic Processes Appl. 130, No. 7, 4104--4140 (2020; Zbl 1434.60309) Full Text: DOI
Balan, Raluca M.; Saidani, Becem Stable Lévy motion with values in the Skorokhod space: construction and approximation. (English) Zbl 1434.60103 J. Theor. Probab. 33, No. 2, 1061-1110 (2020). MSC: 60F17 60G51 60G52 PDF BibTeX XML Cite \textit{R. M. Balan} and \textit{B. Saidani}, J. Theor. Probab. 33, No. 2, 1061--1110 (2020; Zbl 1434.60103) Full Text: DOI
Račkauskas, Alfredas; Suquet, Charles On Bernstein-Kantorovich invariance principle in Hölder spaces and weighted scan statistics. (English) Zbl 1434.60109 ESAIM, Probab. Stat. 24, 186-206 (2020). MSC: 60F17 62G30 PDF BibTeX XML Cite \textit{A. Račkauskas} and \textit{C. Suquet}, ESAIM, Probab. Stat. 24, 186--206 (2020; Zbl 1434.60109) Full Text: DOI
Grabchak, Michael; Kelbert, Mark; Paris, Quentin On the occupancy problem for a regime-switching model. (English) Zbl 1434.60183 J. Appl. Probab. 57, No. 1, 53-77 (2020). MSC: 60J10 60J20 PDF BibTeX XML Cite \textit{M. Grabchak} et al., J. Appl. Probab. 57, No. 1, 53--77 (2020; Zbl 1434.60183) Full Text: DOI
Yang, Yang; Jiang, Tao; Wang, Kaiyong; Yuen, Kam C. Interplay of financial and insurance risks in dependent discrete-time risk models. (English) Zbl 1436.62501 Stat. Probab. Lett. 162, Article ID 108752, 11 p. (2020). MSC: 62P05 62E10 91B05 62H10 62M10 PDF BibTeX XML Cite \textit{Y. Yang} et al., Stat. Probab. Lett. 162, Article ID 108752, 11 p. (2020; Zbl 1436.62501) Full Text: DOI
Angus, John; Ding, Yujia On the ratio of current age to total life for null recurrent renewal processes. (English) Zbl 1437.60056 Stat. Probab. Lett. 162, Article ID 108745, 6 p. (2020). MSC: 60K05 PDF BibTeX XML Cite \textit{J. Angus} and \textit{Y. Ding}, Stat. Probab. Lett. 162, Article ID 108745, 6 p. (2020; Zbl 1437.60056) Full Text: DOI
Durieu, Olivier; Samorodnitsky, Gennady; Wang, Yizao From infinite urn schemes to self-similar stable processes. (English) Zbl 1434.60105 Stochastic Processes Appl. 130, No. 4, 2471-2487 (2020). MSC: 60F17 60G18 60G52 PDF BibTeX XML Cite \textit{O. Durieu} et al., Stochastic Processes Appl. 130, No. 4, 2471--2487 (2020; Zbl 1434.60105) Full Text: DOI
Lu, Yang The distribution of unobserved heterogeneity in competing risks models. (English) Zbl 1435.62366 Stat. Pap. 61, No. 2, 681-696 (2020). MSC: 62N05 62E20 62H12 PDF BibTeX XML Cite \textit{Y. Lu}, Stat. Pap. 61, No. 2, 681--696 (2020; Zbl 1435.62366) Full Text: DOI
Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I. Are extreme value estimation methods useful for network data? (English) Zbl 07176056 Extremes 23, No. 1, 171-195 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62G32 62G35 62H12 62E20 60G70 05C90 PDF BibTeX XML Cite \textit{P. Wan} et al., Extremes 23, No. 1, 171--195 (2020; Zbl 07176056) Full Text: DOI
Damek, Ewa; Kołodziejek, Bartosz Stochastic recursions: between Kesten’s and Grincevičius-Grey’s assumptions. (English) Zbl 1433.60064 Stochastic Processes Appl. 130, No. 3, 1792-1819 (2020). MSC: 60H25 60E99 60K05 60G70 PDF BibTeX XML Cite \textit{E. Damek} and \textit{B. Kołodziejek}, Stochastic Processes Appl. 130, No. 3, 1792--1819 (2020; Zbl 1433.60064) Full Text: DOI
Bingham, N. H.; Ostaszewski, A. J. General regular variation, Popa groups and quantifier weakening. (English) Zbl 1433.43007 J. Math. Anal. Appl. 483, No. 2, Article ID 123610, 31 p. (2020). Reviewer: Mohammad Sal Moslehian (Mashhad) MSC: 43A25 39B52 39B62 26A12 PDF BibTeX XML Cite \textit{N. H. Bingham} and \textit{A. J. Ostaszewski}, J. Math. Anal. Appl. 483, No. 2, Article ID 123610, 31 p. (2020; Zbl 1433.43007) Full Text: DOI arXiv
Chakrabarty, Arijit; Chakraborty, Sukrit; Hazra, Rajat Subhra Regular variation and free regular infinitely divisible laws. (English) Zbl 07153420 Stat. Probab. Lett. 156, Article ID 108607, 11 p. (2020). MSC: 60G70 60B20 60E07 46L53 46L54 PDF BibTeX XML Cite \textit{A. Chakrabarty} et al., Stat. Probab. Lett. 156, Article ID 108607, 11 p. (2020; Zbl 07153420) Full Text: DOI arXiv
Jordanova, Pavlina; Stehlík, Milan IPO estimation of heaviness of the distribution beyond regularly varying tails. (English) Zbl 1443.62129 Stochastic Anal. Appl. 38, No. 1, 76-96 (2020). Reviewer: Ravi Sreenivasan (Mysore) MSC: 62G32 62G05 62G20 62G30 PDF BibTeX XML Cite \textit{P. Jordanova} and \textit{M. Stehlík}, Stochastic Anal. Appl. 38, No. 1, 76--96 (2020; Zbl 1443.62129) Full Text: DOI
Bernhard, Harald; Das, Bikramjit Heavy-tailed random walks, buffered queues and hidden large deviations. (English) Zbl 07140493 Bernoulli 26, No. 1, 61-92 (2020). MSC: 60G70 60F10 60G50 60K25 PDF BibTeX XML Cite \textit{H. Bernhard} and \textit{B. Das}, Bernoulli 26, No. 1, 61--92 (2020; Zbl 07140493) Full Text: DOI Euclid arXiv
Rhee, Chang-Han; Blanchet, Jose; Zwart, Bert Sample path large deviations for Lévy processes and random walks with regularly varying increments. (English) Zbl 07212167 Ann. Probab. 47, No. 6, 3551-3605 (2019). MSC: 60F10 60G17 60B10 PDF BibTeX XML Cite \textit{C.-H. Rhee} et al., Ann. Probab. 47, No. 6, 3551--3605 (2019; Zbl 07212167) Full Text: DOI Euclid
Lu, Xiaoyang; Samorodnitsky, Gennady Risk forecasting in the context of time series. (English) Zbl 1448.60039 Lith. Math. J. 59, No. 4, 545-574 (2019). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 60E05 60G70 62P05 PDF BibTeX XML Cite \textit{X. Lu} and \textit{G. Samorodnitsky}, Lith. Math. J. 59, No. 4, 545--574 (2019; Zbl 1448.60039) Full Text: DOI
Jakubowski, Adam Stable limits for associated regularly varying sequences. (English) Zbl 1448.60056 Lith. Math. J. 59, No. 4, 535-544 (2019). MSC: 60F05 60E07 60F17 PDF BibTeX XML Cite \textit{A. Jakubowski}, Lith. Math. J. 59, No. 4, 535--544 (2019; Zbl 1448.60056) Full Text: DOI
Belozerova, M. A.; Gerzhanovskaya, G. A. Asymptotic representations of solutions with slowly varying derivatives of essentially nonlinear ordinary differential equations of the second order. (English) Zbl 1440.34055 Mem. Differ. Equ. Math. Phys. 77, 1-12 (2019). MSC: 34D05 26A12 PDF BibTeX XML Cite \textit{M. A. Belozerova} and \textit{G. A. Gerzhanovskaya}, Mem. Differ. Equ. Math. Phys. 77, 1--12 (2019; Zbl 1440.34055) Full Text: Link
Das, Bikramjit; Fasen-Hartmann, Vicky Conditional excess risk measures and multivariate regular variation. (English) Zbl 1434.60085 Stat. Risk. Model. 36, No. 1-4, 1-23 (2019). MSC: 60F10 60G50 60G70 PDF BibTeX XML Cite \textit{B. Das} and \textit{V. Fasen-Hartmann}, Stat. Risk. Model. 36, No. 1--4, 1--23 (2019; Zbl 1434.60085) Full Text: DOI
Butler, S. V. Signed topological measures on locally compact spaces. (English) Zbl 1449.28014 Anal. Math. 45, No. 4, 757-773 (2019). Reviewer: K. P. Hart (Delft) MSC: 28C15 54D15 PDF BibTeX XML Cite \textit{S. V. Butler}, Anal. Math. 45, No. 4, 757--773 (2019; Zbl 1449.28014) Full Text: DOI
Bhattacharya, Ayan; Maulik, Krishanu; Palmowski, Zbigniew; Roy, Parthanil Extremes of multitype branching random walks: heaviest tail wins. (English) Zbl 1427.60175 Adv. Appl. Probab. 51, No. 2, 514-540 (2019). MSC: 60J80 60J70 60G55 60G70 PDF BibTeX XML Cite \textit{A. Bhattacharya} et al., Adv. Appl. Probab. 51, No. 2, 514--540 (2019; Zbl 1427.60175) Full Text: DOI
Bruè, Elia; Nguyen, Quoc-Hung; Stefani, Giorgio A maximal function characterisation of absolutely continuous measures and Sobolev functions. (English) Zbl 1427.42022 Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Nat., IX. Ser., Rend. Lincei, Mat. Appl. 30, No. 3, 599-614 (2019). MSC: 42B25 46E27 26A45 34A12 PDF BibTeX XML Cite \textit{E. Bruè} et al., Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Nat., IX. Ser., Rend. Lincei, Mat. Appl. 30, No. 3, 599--614 (2019; Zbl 1427.42022) Full Text: DOI
Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung On additivity of tail comonotonic risks. (English) Zbl 1426.91210 Scand. Actuar. J. 2019, No. 10, 837-866 (2019). MSC: 91G05 62P05 62G32 PDF BibTeX XML Cite \textit{K. C. Cheung} et al., Scand. Actuar. J. 2019, No. 10, 837--866 (2019; Zbl 1426.91210) Full Text: DOI
Jiménez-Garrido, Javier; Sanz, Javier; Schindl, Gerhard Indices of O-regular variation for weight functions and weight sequences. (English) Zbl 1436.46029 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 113, No. 4, 3659-3697 (2019). Reviewer: José Bonet (Valencia) MSC: 46E10 26A12 26A48 44A15 46E30 PDF BibTeX XML Cite \textit{J. Jiménez-Garrido} et al., Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 113, No. 4, 3659--3697 (2019; Zbl 1436.46029) Full Text: DOI
Táfula, Christian An extension of the Erdős-Tetali theorem. (English) Zbl 1439.11034 Random Struct. Algorithms 55, No. 1, 173-214 (2019). MSC: 11B13 11B34 11B75 05D05 60C05 PDF BibTeX XML Cite \textit{C. Táfula}, Random Struct. Algorithms 55, No. 1, 173--214 (2019; Zbl 1439.11034) Full Text: DOI
Tong, Bin; Diao, Xundi; Wu, Chongfeng Operational risk quantified with spectral risk measures: a refined closed-form approximation. (English) Zbl 1420.91145 Quant. Finance 19, No. 7, 1221-1242 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{B. Tong} et al., Quant. Finance 19, No. 7, 1221--1242 (2019; Zbl 1420.91145) Full Text: DOI
Kokoszka, Piotr; Stoev, Stilian; Xiong, Qian Principal components analysis of regularly varying functions. (English) Zbl 1428.62258 Bernoulli 25, No. 4B, 3864-3882 (2019). MSC: 62H25 62E20 62G20 62R10 PDF BibTeX XML Cite \textit{P. Kokoszka} et al., Bernoulli 25, No. 4B, 3864--3882 (2019; Zbl 1428.62258) Full Text: DOI Euclid arXiv
Heiny, Johannes; Mikosch, Thomas The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails. (English) Zbl 1430.62195 Bernoulli 25, No. 4B, 3590-3622 (2019). Reviewer: Denis Sidorov (Irkutsk) MSC: 62M10 62H12 60B20 60G55 60F05 60G70 62P05 PDF BibTeX XML Cite \textit{J. Heiny} and \textit{T. Mikosch}, Bernoulli 25, No. 4B, 3590--3622 (2019; Zbl 1430.62195) Full Text: DOI Euclid arXiv
Butler, Ronald W.; Wood, Andrew T. A. Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions. (English) Zbl 1429.62173 Bernoulli 25, No. 4B, 3379-3399 (2019). Reviewer: Dimitrios Bagkavos (Ioannina) MSC: 62G32 60F10 62N05 PDF BibTeX XML Cite \textit{R. W. Butler} and \textit{A. T. A. Wood}, Bernoulli 25, No. 4B, 3379--3399 (2019; Zbl 1429.62173) Full Text: DOI Euclid
Buhl, Sven; Davis, Richard A.; Klüppelberg, Claudia; Steinkohl, Christina Semiparametric estimation for isotropic max-stable space-time processes. (English) Zbl 1434.62183 Bernoulli 25, No. 4A, 2508-2537 (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62M10 60G52 PDF BibTeX XML Cite \textit{S. Buhl} et al., Bernoulli 25, No. 4A, 2508--2537 (2019; Zbl 1434.62183) Full Text: DOI Euclid arXiv
Müller, Ulrich K. Refining the central limit theorem approximation via extreme value theory. (English) Zbl 1422.60034 Stat. Probab. Lett. 155, Article ID 108564, 7 p. (2019). MSC: 60F05 60G70 60E07 PDF BibTeX XML Cite \textit{U. K. Müller}, Stat. Probab. Lett. 155, Article ID 108564, 7 p. (2019; Zbl 1422.60034) Full Text: DOI
Bhattacharya, Ayan; Palmowski, Zbigniew Slower variation of the generation sizes induced by heavy-tailed environment for geometric branching. (English) Zbl 1422.60143 Stat. Probab. Lett. 154, Article ID 108550, 6 p. (2019). MSC: 60J70 60G55 60J80 PDF BibTeX XML Cite \textit{A. Bhattacharya} and \textit{Z. Palmowski}, Stat. Probab. Lett. 154, Article ID 108550, 6 p. (2019; Zbl 1422.60143) Full Text: DOI arXiv
Xing, Guodong; Li, Xiaohu; Kang, Suling; Shi, Huangping A note on asymptotic portfolio loss order of multivariate regularly varying risks. (Chinese. English summary) Zbl 1438.91172 Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 1, 172-183 (2019). MSC: 91G40 60E15 62G32 62G20 PDF BibTeX XML Cite \textit{G. Xing} et al., Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 1, 172--183 (2019; Zbl 1438.91172)
Maller, Ross; Schindler, Tanja Small time convergence of subordinators with regularly or slowly varying canonical measure. (English) Zbl 1422.60088 Stochastic Processes Appl. 129, No. 10, 4144-4162 (2019). MSC: 60G70 60F17 60G52 60G55 60G51 PDF BibTeX XML Cite \textit{R. Maller} and \textit{T. Schindler}, Stochastic Processes Appl. 129, No. 10, 4144--4162 (2019; Zbl 1422.60088) Full Text: DOI arXiv
Cooley, Daniel; Thibaud, Emeric; Castillo, Federico; Wehner, Michael F. A nonparametric method for producing isolines of bivariate exceedance probabilities. (English) Zbl 1428.62197 Extremes 22, No. 3, 373-390 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62H10 PDF BibTeX XML Cite \textit{D. Cooley} et al., Extremes 22, No. 3, 373--390 (2019; Zbl 1428.62197) Full Text: DOI
Lin, Jianxi Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples. (English) Zbl 1427.62013 Stat. Probab. Lett. 153, 37-47 (2019). MSC: 62E20 60G50 62P05 62G32 91B05 PDF BibTeX XML Cite \textit{J. Lin}, Stat. Probab. Lett. 153, 37--47 (2019; Zbl 1427.62013) Full Text: DOI
Jasiński, Krzysztof Limiting behavior of the ratio of \(k\)th records. (English) Zbl 07101601 Stat. Probab. Lett. 150, 29-34 (2019). MSC: 60G70 62G30 PDF BibTeX XML Cite \textit{K. Jasiński}, Stat. Probab. Lett. 150, 29--34 (2019; Zbl 07101601) Full Text: DOI
Chen, Yiqing; Yang, Yang Bivariate regular variation among randomly weighted sums in general insurance. (English) Zbl 1422.91334 Eur. Actuar. J. 9, No. 1, 301-322 (2019). MSC: 91B30 62P05 62E20 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{Y. Yang}, Eur. Actuar. J. 9, No. 1, 301--322 (2019; Zbl 1422.91334) Full Text: DOI
Caravenna, Francesco; Doney, Ron Local large deviations and the strong renewal theorem. (English) Zbl 07089010 Electron. J. Probab. 24, Paper No. 72, 48 p. (2019). MSC: 60K05 60G50 PDF BibTeX XML Cite \textit{F. Caravenna} and \textit{R. Doney}, Electron. J. Probab. 24, Paper No. 72, 48 p. (2019; Zbl 07089010) Full Text: DOI Euclid arXiv
Sun, Julian; Samorodnitsky, Gennady Multiple thresholds in extremal parameter estimation. (English) Zbl 1420.62228 Extremes 22, No. 2, 317-341 (2019). MSC: 62G32 60G70 62G30 PDF BibTeX XML Cite \textit{J. Sun} and \textit{G. Samorodnitsky}, Extremes 22, No. 2, 317--341 (2019; Zbl 1420.62228) Full Text: DOI
Adly, S.; Nacry, F. An existence result for discontinuous second-order nonconvex state-dependent sweeping processes. (English) Zbl 1421.34041 Appl. Math. Optim. 79, No. 2, 515-546 (2019). Reviewer: Daniel C. Biles (Nashville) MSC: 34G25 49J52 49J53 PDF BibTeX XML Cite \textit{S. Adly} and \textit{F. Nacry}, Appl. Math. Optim. 79, No. 2, 515--546 (2019; Zbl 1421.34041) Full Text: DOI
Wan, Phyllis; Davis, Richard A. Threshold selection for multivariate heavy-tailed data. (English) Zbl 1418.62220 Extremes 22, No. 1, 131-166 (2019). MSC: 62G32 60G70 62G10 62P05 PDF BibTeX XML Cite \textit{P. Wan} and \textit{R. A. Davis}, Extremes 22, No. 1, 131--166 (2019; Zbl 1418.62220) Full Text: DOI arXiv
Kulik, Rafał; Tong, Zhigang Estimation of the expected shortfall given an extreme component under conditional extreme value model. (English) Zbl 1420.62227 Extremes 22, No. 1, 29-70 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62G07 62H12 62P05 PDF BibTeX XML Cite \textit{R. Kulik} and \textit{Z. Tong}, Extremes 22, No. 1, 29--70 (2019; Zbl 1420.62227) Full Text: DOI
Chen, Yu; Chen, Dan; Gao, Wenxue Extensions of Breiman’s theorem of product of dependent random variables with applications to ruin theory. (English) Zbl 1431.62065 Commun. Math. Stat. 7, No. 1, 1-23 (2019). Reviewer: Thorsten Dickhaus (Berlin) MSC: 62E20 60G70 62H05 62P20 PDF BibTeX XML Cite \textit{Y. Chen} et al., Commun. Math. Stat. 7, No. 1, 1--23 (2019; Zbl 1431.62065) Full Text: DOI
Joe, Harry; Li, Haijun Tail densities of skew-elliptical distributions. (English) Zbl 1412.60075 J. Multivariate Anal. 171, 421-435 (2019). MSC: 60G70 62H20 PDF BibTeX XML Cite \textit{H. Joe} and \textit{H. Li}, J. Multivariate Anal. 171, 421--435 (2019; Zbl 1412.60075) Full Text: DOI arXiv
Liu, Benjamin R.; Kot, Mark Accelerating invasions and the asymptotics of fat-tailed dispersal. (English) Zbl 1412.92262 J. Theor. Biol. 471, 22-41 (2019). MSC: 92D25 92D40 PDF BibTeX XML Cite \textit{B. R. Liu} and \textit{M. Kot}, J. Theor. Biol. 471, 22--41 (2019; Zbl 1412.92262) Full Text: DOI
Jiménez-Garrido, Javier; Kamimoto, Shingo; Lastra, Alberto; Sanz, Javier Multisummability in Carleman ultraholomorphic classes by means of nonzero proximate orders. (English) Zbl 1437.46031 J. Math. Anal. Appl. 472, No. 1, 627-686 (2019). Reviewer: José Bonet (Valencia) MSC: 46E10 44A10 40A30 30B10 PDF BibTeX XML Cite \textit{J. Jiménez-Garrido} et al., J. Math. Anal. Appl. 472, No. 1, 627--686 (2019; Zbl 1437.46031) Full Text: DOI arXiv
Krizmanić, Danijel Functional convergence for moving averages with heavy tails and random coefficients. (English) Zbl 1423.60060 ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 1, 729-757 (2019). MSC: 60F17 60G51 PDF BibTeX XML Cite \textit{D. Krizmanić}, ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 1, 729--757 (2019; Zbl 1423.60060) Full Text: Link arXiv
Tang, Qihe; Yang, Yang Interplay of insurance and financial risks in a stochastic environment. (English) Zbl 1411.91316 Scand. Actuar. J. 2019, No. 5, 432-451 (2019). MSC: 91B30 62P05 62E20 60E15 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{Y. Yang}, Scand. Actuar. J. 2019, No. 5, 432--451 (2019; Zbl 1411.91316) Full Text: DOI
Seneta, Eugene Slowly varying functions in the Zygmund sense and generalized regular variation. (English) Zbl 1414.26007 J. Math. Anal. Appl. 475, No. 2, 1647-1657 (2019). Reviewer: George Stoica (Saint John) MSC: 26A12 60G10 PDF BibTeX XML Cite \textit{E. Seneta}, J. Math. Anal. Appl. 475, No. 2, 1647--1657 (2019; Zbl 1414.26007) Full Text: DOI
Durieu, Olivier; Wang, Yizao From random partitions to fractional Brownian sheets. (English) Zbl 07049411 Bernoulli 25, No. 2, 1412-1450 (2019). MSC: 60G22 60F17 60G60 PDF BibTeX XML Cite \textit{O. Durieu} and \textit{Y. Wang}, Bernoulli 25, No. 2, 1412--1450 (2019; Zbl 07049411) Full Text: DOI Euclid arXiv
Jiménez-Garrido, Javier; Sanz, Javier; Schindl, Gerhard Sectorial extensions, via Laplace transforms, in ultraholomorphic classes defined by weight functions. (English) Zbl 1419.46020 Result. Math. 74, No. 1, Paper No. 27, 44 p. (2019). Reviewer: Christian Bargetz (Innsbruck) MSC: 46E10 30E05 26A12 44A05 47A05 PDF BibTeX XML Cite \textit{J. Jiménez-Garrido} et al., Result. Math. 74, No. 1, Paper No. 27, 44 p. (2019; Zbl 1419.46020) Full Text: DOI
Ilić, Ivana; Veličković, Vladica M. Simple tail index estimation for dependent and heterogeneous data with missing values. (English) Zbl 1414.62420 Braz. J. Probab. Stat. 33, No. 1, 192-203 (2019). MSC: 62P05 62G32 PDF BibTeX XML Cite \textit{I. Ilić} and \textit{V. M. Veličković}, Braz. J. Probab. Stat. 33, No. 1, 192--203 (2019; Zbl 1414.62420) Full Text: DOI Euclid
Kamışlık, Aslı Bektaş; Kesemen, Tülay; Khaniyev, Tahir Inventory model of type \((s,S)\) under heavy tailed demand with infinite variance. (English) Zbl 1442.60092 Braz. J. Probab. Stat. 33, No. 1, 39-56 (2019). MSC: 60K20 90B05 PDF BibTeX XML Cite \textit{A. B. Kamışlık} et al., Braz. J. Probab. Stat. 33, No. 1, 39--56 (2019; Zbl 1442.60092) Full Text: DOI Euclid
Bahraoui, Zuhair; Bahraoui, M. Amin Extreme quantiles and tail index of a distribution based on kernel estimator. (English) Zbl 1411.62123 J. Korean Stat. Soc. 48, No. 1, 134-145 (2019). MSC: 62G32 62G07 62G08 PDF BibTeX XML Cite \textit{Z. Bahraoui} and \textit{M. A. Bahraoui}, J. Korean Stat. Soc. 48, No. 1, 134--145 (2019; Zbl 1411.62123) Full Text: DOI
Damek, Ewa; Matsui, Muneya; Świątkowski, Witold Componentwise different tail solutions for bivariate stochastic recurrence equations with application to \(\text{GARCH}(1,1)\) processes. (English) Zbl 1408.60040 Colloq. Math. 155, No. 2, 227-254 (2019). MSC: 60G70 62M10 60H25 91B84 PDF BibTeX XML Cite \textit{E. Damek} et al., Colloq. Math. 155, No. 2, 227--254 (2019; Zbl 1408.60040) Full Text: DOI
Asmussen, Søren; Ivanovs, Jevgenijs; Segers, Johan On the longest gap between power-rate arrivals. (English) Zbl 1442.60052 Bernoulli 25, No. 1, 375-394 (2019). MSC: 60G55 60D05 60F05 60G70 PDF BibTeX XML Cite \textit{S. Asmussen} et al., Bernoulli 25, No. 1, 375--394 (2019; Zbl 1442.60052) Full Text: DOI Euclid
Ipsen, Yuguang; Maller, Ross; Resnick, Sidney Ratios of ordered points of point processes with regularly varying intensity measures. (English) Zbl 1403.60041 Stochastic Processes Appl. 129, No. 1, 205-222 (2019). MSC: 60G55 60F05 62G30 PDF BibTeX XML Cite \textit{Y. Ipsen} et al., Stochastic Processes Appl. 129, No. 1, 205--222 (2019; Zbl 1403.60041) Full Text: DOI arXiv
Asmussen, Søren; Foss, Sergey Regular variation in a fixed-point problem for single- and multi-class branching processes and queues. (English) Zbl 1443.60077 Adv. Appl. Probab. 50, No. A, 47-61 (2018). MSC: 60J80 60K25 60F10 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{S. Foss}, Adv. Appl. Probab. 50, No. A, 47--61 (2018; Zbl 1443.60077) Full Text: DOI
Kołodziejek, Bartosz On perpetuities with light tails. (English) Zbl 1443.60070 Adv. Appl. Probab. 50, No. 4, 1119-1154 (2018). MSC: 60H25 60G50 60E99 PDF BibTeX XML Cite \textit{B. Kołodziejek}, Adv. Appl. Probab. 50, No. 4, 1119--1154 (2018; Zbl 1443.60070) Full Text: DOI
Řehák, Pavel The Karamata integration theorem on time scales and its applications in dynamic and difference equations. (English) Zbl 1427.26001 Appl. Math. Comput. 338, 487-506 (2018). MSC: 26A12 26E70 34E05 34N05 39A12 39A22 PDF BibTeX XML Cite \textit{P. Řehák}, Appl. Math. Comput. 338, 487--506 (2018; Zbl 1427.26001) Full Text: DOI
Ernst, Philip A.; Asmussen, Søren; Hasenbein, John J. Stability and busy periods in a multiclass queue with state-dependent arrival rates. (English) Zbl 1418.90086 Queueing Syst. 90, No. 3-4, 207-224 (2018). MSC: 90B22 60K25 PDF BibTeX XML Cite \textit{P. A. Ernst} et al., Queueing Syst. 90, No. 3--4, 207--224 (2018; Zbl 1418.90086) Full Text: DOI
Liu, Weiqi; Liang, Shanshan A new location invariant moment-type estimator and its asymptotic normality. (English) Zbl 1424.62044 J. Math. Res. Appl. 38, No. 3, 293-302 (2018). MSC: 62F12 62G32 PDF BibTeX XML Cite \textit{W. Liu} and \textit{S. Liang}, J. Math. Res. Appl. 38, No. 3, 293--302 (2018; Zbl 1424.62044) Full Text: DOI
Liu, Weiqi; Liang, Shanshan A new kind of location invariant extreme value index estimator. (Chinese. English summary) Zbl 1424.62090 Appl. Math., Ser. A (Chin. Ed.) 33, No. 2, 179-190 (2018). MSC: 62G32 62G20 65C05 PDF BibTeX XML Cite \textit{W. Liu} and \textit{S. Liang}, Appl. Math., Ser. A (Chin. Ed.) 33, No. 2, 179--190 (2018; Zbl 1424.62090)
Pavlenkov, V. V. ORV sequences with nondegenerate groups of regular points. (English. Ukrainian original) Zbl 1423.40004 Ukr. Math. J. 70, No. 7, 1075-1096 (2018); translation from Ukr. Mat. Zh. 70, No. 7, 933-951 (2018). Reviewer: Edward Omey (Brussel) MSC: 40A05 26A12 PDF BibTeX XML Cite \textit{V. V. Pavlenkov}, Ukr. Math. J. 70, No. 7, 1075--1096 (2018; Zbl 1423.40004); translation from Ukr. Mat. Zh. 70, No. 7, 933--951 (2018) Full Text: DOI
Kasahara, Yuji A note on the product of independent random variables with regularly varying tails. (English) Zbl 1419.60014 Tsukuba J. Math. 42, No. 2, 295-308 (2018). MSC: 60E05 60E07 PDF BibTeX XML Cite \textit{Y. Kasahara}, Tsukuba J. Math. 42, No. 2, 295--308 (2018; Zbl 1419.60014) Full Text: DOI Euclid
Omey, Edward; Van Gulck, Stefan; Vesilo, Rein Semi-heavy tails. (English) Zbl 1407.26011 Lith. Math. J. 58, No. 4, 480-499 (2018). MSC: 26A12 60E05 PDF BibTeX XML Cite \textit{E. Omey} et al., Lith. Math. J. 58, No. 4, 480--499 (2018; Zbl 1407.26011) Full Text: DOI
Krizmanić, Danijel Joint functional convergence of partial sums and maxima for linear processes. (English) Zbl 1407.60044 Lith. Math. J. 58, No. 4, 457-479 (2018). MSC: 60F17 60G52 PDF BibTeX XML Cite \textit{D. Krizmanić}, Lith. Math. J. 58, No. 4, 457--479 (2018; Zbl 1407.60044) Full Text: DOI
Adler, André; Pakes, Anthony G. Weak and one-sided strong laws for random variables with infinite mean. (English) Zbl 1415.60025 Stat. Probab. Lett. 142, 8-16 (2018). MSC: 60F05 60F15 PDF BibTeX XML Cite \textit{A. Adler} and \textit{A. G. Pakes}, Stat. Probab. Lett. 142, 8--16 (2018; Zbl 1415.60025) Full Text: DOI
Bektaş Kamişlik, A.; Kesemen, T.; Khaniyev, T. On the moments for ergodic distribution of an inventory model of type \((s, S)\) with regularly varying demands having infinite variance. (English) Zbl 1415.60099 TWMS J. Appl. Eng. Math. 8, No. 1A, 318-329 (2018). MSC: 60K05 60K15 PDF BibTeX XML Cite \textit{A. Bektaş Kamişlik} et al., TWMS J. Appl. Eng. Math. 8, No. 1A, 318--329 (2018; Zbl 1415.60099)
Kapesic, Aleksandra Asymptotic representation of intermediate solutions to a cyclic systems of second-order difference equations with regularly varying coefficients. (English) Zbl 1413.39023 Electron. J. Qual. Theory Differ. Equ. 2018, Paper No. 63, 23 p. (2018). MSC: 39A22 39A12 PDF BibTeX XML Cite \textit{A. Kapesic}, Electron. J. Qual. Theory Differ. Equ. 2018, Paper No. 63, 23 p. (2018; Zbl 1413.39023) Full Text: DOI
Cui, Zhaolei; Omey, Edward; Wang, Wenyuan; Wang, Yuebao Asymptotics of convolution with the semi-regular-variation tail and its application to risk. (English) Zbl 1417.60014 Extremes 21, No. 4, 509-532 (2018). MSC: 60E07 60F99 91B30 PDF BibTeX XML Cite \textit{Z. Cui} et al., Extremes 21, No. 4, 509--532 (2018; Zbl 1417.60014) Full Text: DOI arXiv
de Fondeville, R.; Davison, A. C. High-dimensional peaks-over-threshold inference. (English) Zbl 06991020 Biometrika 105, No. 3, 575-592 (2018). MSC: 62P10 PDF BibTeX XML Cite \textit{R. de Fondeville} and \textit{A. C. Davison}, Biometrika 105, No. 3, 575--592 (2018; Zbl 06991020) Full Text: DOI
Welsh, A. H. Peter Hall on extremes: research, teaching and supervision. (English) Zbl 1406.62006 Stat. Sin. 28, No. 4, Part 2, 2261-2287 (2018). MSC: 62-03 01A70 62G30 62G32 PDF BibTeX XML Cite \textit{A. H. Welsh}, Stat. Sin. 28, No. 4, Part 2, 2261--2287 (2018; Zbl 1406.62006) Full Text: DOI
Basrak, Bojan; Planinić, Hrvoje; Soulier, Philippe An invariance principle for sums and record times of regularly varying stationary sequences. (English) Zbl 1404.60043 Probab. Theory Relat. Fields 172, No. 3-4, 869-914 (2018). MSC: 60F17 60G52 60G55 60G70 PDF BibTeX XML Cite \textit{B. Basrak} et al., Probab. Theory Relat. Fields 172, No. 3--4, 869--914 (2018; Zbl 1404.60043) Full Text: DOI arXiv
Cygan, Wojciech; Grzywny, Tomasz A note on the generalized heat content for Lévy processes. (English) Zbl 1401.60084 Bull. Korean Math. Soc. 55, No. 5, 1463-1481 (2018). MSC: 60G51 60J75 35K05 PDF BibTeX XML Cite \textit{W. Cygan} and \textit{T. Grzywny}, Bull. Korean Math. Soc. 55, No. 5, 1463--1481 (2018; Zbl 1401.60084) Full Text: Link arXiv
Wang, Tiandong; Resnick, Sidney I. Multivariate regular variation of discrete mass functions with applications to preferential attachment networks. (English) Zbl 1401.28006 Methodol. Comput. Appl. Probab. 20, No. 3, 1029-1042 (2018). MSC: 28A33 05C80 60G70 PDF BibTeX XML Cite \textit{T. Wang} and \textit{S. I. Resnick}, Methodol. Comput. Appl. Probab. 20, No. 3, 1029--1042 (2018; Zbl 1401.28006) Full Text: DOI arXiv
Li, Haijun Operator tail dependence of copulas. (English) Zbl 1405.62054 Methodol. Comput. Appl. Probab. 20, No. 3, 1013-1027 (2018). MSC: 62H05 62H20 62E20 62G32 PDF BibTeX XML Cite \textit{H. Li}, Methodol. Comput. Appl. Probab. 20, No. 3, 1013--1027 (2018; Zbl 1405.62054) Full Text: DOI arXiv
Asmussen, Søren; Ivanovs, Jevgenijs Discretization error for a two-sided reflected Lévy process. (English) Zbl 1408.60036 Queueing Syst. 89, No. 1-2, 199-212 (2018). MSC: 60G51 60G50 60G52 65C05 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{J. Ivanovs}, Queueing Syst. 89, No. 1--2, 199--212 (2018; Zbl 1408.60036) Full Text: DOI arXiv
Kórus, Péter Uniform convergence of double trigonometric integrals. (English) Zbl 06970450 Colloq. Math. 154, No. 1, 107-119 (2018). MSC: 42B10 40A10 26B30 PDF BibTeX XML Cite \textit{P. Kórus}, Colloq. Math. 154, No. 1, 107--119 (2018; Zbl 06970450) Full Text: DOI
Durieu, Olivier; Wang, Yizao A family of random sup-measures with long-range dependence. (English) Zbl 1402.60064 Electron. J. Probab. 23, Paper No. 107, 24 p. (2018). MSC: 60G70 60F17 60G57 PDF BibTeX XML Cite \textit{O. Durieu} and \textit{Y. Wang}, Electron. J. Probab. 23, Paper No. 107, 24 p. (2018; Zbl 1402.60064) Full Text: DOI Euclid arXiv
Chi, Zhiyi On a multivariate strong renewal theorem. (English) Zbl 1407.60117 J. Theor. Probab. 31, No. 3, 1235-1272 (2018). Reviewer: Edward Omey (Brussel) MSC: 60K05 60F10 60E99 26A12 PDF BibTeX XML Cite \textit{Z. Chi}, J. Theor. Probab. 31, No. 3, 1235--1272 (2018; Zbl 1407.60117) Full Text: DOI