Ji, Xinru; Wang, Bingjie; Yan, Jigao; Cheng, Dongya Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations. (English) Zbl 07616048 J. Ind. Manag. Optim. 19, No. 3, 2140-2155 (2023). MSC: 62P05 62E10 PDF BibTeX XML Cite \textit{X. Ji} et al., J. Ind. Manag. Optim. 19, No. 3, 2140--2155 (2023; Zbl 07616048) Full Text: DOI 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
Watanabe, Toshiro Embrechts-Goldie’s problem on the class of lattice convolution equivalent distributions. (English) Zbl 1502.60020 J. Theor. Probab. 35, No. 4, 2622-2642 (2022). MSC: 60E05 PDF BibTeX XML Cite \textit{T. Watanabe}, J. Theor. Probab. 35, No. 4, 2622--2642 (2022; Zbl 1502.60020) Full Text: DOI OpenURL
Yang, Yang; Liu, Shuang; Yuen, Kam Chuen Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model. (English) Zbl 07621022 J. Theor. Probab. 35, No. 4, 2600-2621 (2022). MSC: 62P05 62E10 91B30 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Theor. Probab. 35, No. 4, 2600--2621 (2022; Zbl 07621022) Full Text: DOI OpenURL
Konstantinides, Dimitrios; Leipus, Remigijus; Šiaulys, Jonas A note on product-convolution for generalized subexponential distributions. (English) Zbl 1501.60013 Nonlinear Anal., Model. Control 27, No. 6, 1054-1067 (2022). MSC: 60E05 91B38 PDF BibTeX XML Cite \textit{D. Konstantinides} et al., Nonlinear Anal., Model. Control 27, No. 6, 1054--1067 (2022; Zbl 1501.60013) Full Text: DOI OpenURL
Palmowski, Zbigniew Ruin probabilities for risk process in a regime-switching environment. (English) Zbl 07607462 Scand. Actuar. J. 2022, No. 7, 565-590 (2022). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 60F05 PDF BibTeX XML Cite \textit{Z. Palmowski}, Scand. Actuar. J. 2022, No. 7, 565--590 (2022; Zbl 07607462) Full Text: DOI arXiv OpenURL
Wang, Shijie; Qian, Huan; Sun, Huimin; Geng, Bingzhen Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims. (English) Zbl 07596362 Commun. Stat., Theory Methods 51, No. 22, 7871-7884 (2022). MSC: 62P05 60E05 PDF BibTeX XML Cite \textit{S. Wang} et al., Commun. Stat., Theory Methods 51, No. 22, 7871--7884 (2022; Zbl 07596362) Full Text: DOI OpenURL
Yang, Yang; Wang, Xinzhi; Chen, Shaoying Second order asymptotics for infinite-time ruin probability in a compound renewal risk model. (English) Zbl 1490.91053 Methodol. Comput. Appl. Probab. 24, No. 2, 1221-1236 (2022). MSC: 91B05 60K10 60G50 62P05 65C05 PDF BibTeX XML Cite \textit{Y. Yang} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 1221--1236 (2022; Zbl 1490.91053) Full Text: DOI 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
Cheng, Fengyang; Xu, Hui The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims. (English) Zbl 07533573 Commun. Stat., Theory Methods 51, No. 12, 4119-4132 (2022). MSC: 62E20 62P05 PDF BibTeX XML Cite \textit{F. Cheng} and \textit{H. Xu}, Commun. Stat., Theory Methods 51, No. 12, 4119--4132 (2022; Zbl 07533573) Full Text: DOI arXiv OpenURL
Foss, Sergey; Korshunov, Dmitry; Palmowski, Zbigniew Branching processes with immigration in atypical random environment. (English) Zbl 1486.60109 Extremes 25, No. 1, 55-77 (2022). MSC: 60J80 60G50 PDF BibTeX XML Cite \textit{S. Foss} et al., Extremes 25, No. 1, 55--77 (2022; Zbl 1486.60109) Full Text: DOI arXiv OpenURL
Qian, Huan; Geng, Bingzhen; Wang, Shijie Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables. (English) Zbl 1493.62072 Lith. Math. J. 62, No. 1, 113-122 (2022). MSC: 62E20 60G70 PDF BibTeX XML Cite \textit{H. Qian} et al., Lith. Math. J. 62, No. 1, 113--122 (2022; Zbl 1493.62072) Full Text: DOI OpenURL
Chen, Zaoli; Samorodnitsky, Gennady Extremal clustering under moderate long range dependence and moderately heavy tails. (English) Zbl 1494.60056 Stochastic Processes Appl. 145, 86-116 (2022). Reviewer: Eugen Paltanea (Braşov) MSC: 60G70 60F17 PDF BibTeX XML Cite \textit{Z. Chen} and \textit{G. Samorodnitsky}, Stochastic Processes Appl. 145, 86--116 (2022; Zbl 1494.60056) Full Text: DOI arXiv OpenURL
Sun, Huimin; Geng, Bingzhen; Wang, Shijie Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence. (English) Zbl 1496.60109 Stochastics 93, No. 7, 1028-1042 (2021). MSC: 60K10 91B05 PDF BibTeX XML Cite \textit{H. Sun} et al., Stochastics 93, No. 7, 1028--1042 (2021; Zbl 1496.60109) Full Text: DOI OpenURL
Denisov, Denis Maximum on a random time interval of a random walk with infinite mean. (English) Zbl 1475.60081 Queueing Syst. 98, No. 3-4, 211-223 (2021). MSC: 60G50 60G70 60K25 PDF BibTeX XML Cite \textit{D. Denisov}, Queueing Syst. 98, No. 3--4, 211--223 (2021; Zbl 1475.60081) Full Text: DOI arXiv OpenURL
Cheng, Fengyang; Cheng, Dongya; Chen, Zhangting Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims. (English) Zbl 1475.62249 Japan J. Ind. Appl. Math. 38, No. 3, 947-963 (2021). MSC: 62P05 62E10 62E20 62G32 60G70 91G40 PDF BibTeX XML Cite \textit{F. Cheng} et al., Japan J. Ind. Appl. Math. 38, No. 3, 947--963 (2021; Zbl 1475.62249) Full Text: DOI OpenURL
Mikosch, Thomas; Rodionov, Igor Precise large deviations for dependent subexponential variables. (English) Zbl 1480.60062 Bernoulli 27, No. 2, 1319-1347 (2021). MSC: 60F10 60G70 PDF BibTeX XML Cite \textit{T. Mikosch} and \textit{I. Rodionov}, Bernoulli 27, No. 2, 1319--1347 (2021; Zbl 1480.60062) Full Text: DOI arXiv OpenURL
Denisov, Denis; Perfilev, Elena; Wachtel, Vitali Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. (English) Zbl 1476.60081 J. Appl. Probab. 58, No. 1, 217-237 (2021). MSC: 60G50 60G40 60F17 PDF BibTeX XML Cite \textit{D. Denisov} et al., J. Appl. Probab. 58, No. 1, 217--237 (2021; Zbl 1476.60081) Full Text: DOI arXiv OpenURL
Kaul, Abhishek; Fotopoulos, Stergios B.; Jandhyala, Venkata K.; Safikhani, Abolfazl Inference on the change point under a high dimensional sparse mean shift. (English) Zbl 1460.62148 Electron. J. Stat. 15, No. 1, 71-134 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62M10 62F10 62F12 62F03 60J65 PDF BibTeX XML Cite \textit{A. Kaul} et al., Electron. J. Stat. 15, No. 1, 71--134 (2021; Zbl 1460.62148) Full Text: DOI arXiv Euclid OpenURL
Lin, Jianxi Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima. (English) Zbl 07528702 Commun. Stat., Theory Methods 49, No. 11, 2648-2670 (2020). MSC: 62E20 91B30 60G50 62-XX PDF BibTeX XML Cite \textit{J. Lin}, Commun. Stat., Theory Methods 49, No. 11, 2648--2670 (2020; Zbl 07528702) Full Text: DOI OpenURL
Cheng, Dongya; Yang, Yang; Wang, Xinzhi Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims. (English) Zbl 1460.62198 Japan J. Ind. Appl. Math. 37, No. 3, 657-675 (2020). MSC: 62P20 60K10 62G32 62E10 PDF BibTeX XML Cite \textit{D. Cheng} et al., Japan J. Ind. Appl. Math. 37, No. 3, 657--675 (2020; Zbl 1460.62198) Full Text: DOI OpenURL
Hägele, Miriam Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions. (English) Zbl 1460.60035 Stat. Probab. Lett. 166, Article ID 108871, 8 p. (2020). MSC: 60G50 91G40 PDF BibTeX XML Cite \textit{M. Hägele}, Stat. Probab. Lett. 166, Article ID 108871, 8 p. (2020; Zbl 1460.60035) Full Text: DOI arXiv Link OpenURL
Mikosch, Thomas; Yslas, Jorge Gumbel and Fréchet convergence of the maxima of independent random walks. (English) Zbl 1453.60075 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 1453.60075) Full Text: DOI arXiv OpenURL
Pilipović, Stevan; Rakić, Dušan; Teofanov, Nenad; Vindas, Jasson Multiresolution expansions and wavelets in Gelfand-Shilov spaces. (English) Zbl 1440.42179 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 114, No. 2, Paper No. 66, 15 p. (2020). Reviewer: Devendra Singh Chouhan (Indore) MSC: 42C40 46E10 46F05 46F12 PDF BibTeX XML Cite \textit{S. Pilipović} et al., Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 114, No. 2, Paper No. 66, 15 p. (2020; Zbl 1440.42179) Full Text: DOI arXiv OpenURL
Chen, Jikun; Xu, Hui; Cheng, Fengyang The product distribution of dependent random variables with applications to a discrete-time risk model. (English) Zbl 07539715 Commun. Stat., Theory Methods 48, No. 13, 3325-3340 (2019). MSC: 62E10 60E05 PDF BibTeX XML Cite \textit{J. Chen} et al., Commun. Stat., Theory Methods 48, No. 13, 3325--3340 (2019; Zbl 07539715) Full Text: DOI arXiv OpenURL
Geng, Bingzhen; Chen, Cen; Wang, Shijie Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims. (English) Zbl 07528145 Commun. Stat., Theory Methods 48, No. 16, 4051-4066 (2019). MSC: 62P05 60E05 62-XX PDF BibTeX XML Cite \textit{B. Geng} et al., Commun. Stat., Theory Methods 48, No. 16, 4051--4066 (2019; Zbl 07528145) Full Text: DOI OpenURL
Bi, Xiuchun; Zhang, Shuguang The finite-time ruin probability in a dependent random premium rates risk model. (Chinese. English summary) Zbl 1463.62318 Acta Math. Appl. Sin. 42, No. 3, 345-355 (2019). MSC: 62P05 91B05 62G32 60K05 PDF BibTeX XML Cite \textit{X. Bi} and \textit{S. Zhang}, Acta Math. Appl. Sin. 42, No. 3, 345--355 (2019; Zbl 1463.62318) OpenURL
Geng, Bingzhen; Ji, Ronglin; Wang, Shijie Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory. (English) Zbl 1479.60088 J. Math. Anal. Appl. 480, No. 1, Article ID 123389, 16 p. (2019). MSC: 60G50 60K10 91G05 PDF BibTeX XML Cite \textit{B. Geng} et al., J. Math. Anal. Appl. 480, No. 1, Article ID 123389, 16 p. (2019; Zbl 1479.60088) Full Text: DOI OpenURL
Jiang, Tao; Wang, Yuebao; Cui, Zhaolei; Chen, Yuxin On the almost decrease of a subexponential density. (English) Zbl 1458.60053 Stat. Probab. Lett. 153, 71-79 (2019). MSC: 60G50 60F99 60E05 PDF BibTeX XML Cite \textit{T. Jiang} et al., Stat. Probab. Lett. 153, 71--79 (2019; Zbl 1458.60053) Full Text: DOI arXiv OpenURL
Aliyev, Rovshan Asymptotic expansions for the some probability characteristics of the one stochastic process with a heavy tailed distributed component having finite variance. (English) Zbl 1463.60109 J. Contemp. Appl. Math. 8, No. 1, 50-60 (2018). MSC: 60K05 60G70 PDF BibTeX XML Cite \textit{R. Aliyev}, J. Contemp. Appl. Math. 8, No. 1, 50--60 (2018; Zbl 1463.60109) Full Text: Link OpenURL
Perfilev, Elena; Wachtel, Vitali Local asymptotics for the area under the random walk excursion. (English) Zbl 1456.60108 Adv. Appl. Probab. 50, No. 2, 600-620 (2018). MSC: 60G50 60G40 60F17 PDF BibTeX XML Cite \textit{E. Perfilev} and \textit{V. Wachtel}, Adv. Appl. Probab. 50, No. 2, 600--620 (2018; Zbl 1456.60108) Full Text: DOI arXiv OpenURL
Finkelshtein, Dmitri; Tkachov, Pasha Kesten’s bound for subexponential densities on the real line and its multi-dimensional analogues. (English) Zbl 1443.60012 Adv. Appl. Probab. 50, No. 2, 373-395 (2018). MSC: 60E05 60E07 60E15 62H05 35B40 PDF BibTeX XML Cite \textit{D. Finkelshtein} and \textit{P. Tkachov}, Adv. Appl. Probab. 50, No. 2, 373--395 (2018; Zbl 1443.60012) Full Text: DOI arXiv Link OpenURL
Xu, Hui; Cheng, Fengyang; Wang, Yuebao; Cheng, Dongya A necessary and sufficient condition for the subexponentiality of the product convolution. (English) Zbl 1443.60018 Adv. Appl. Probab. 50, No. 1, 57-73 (2018). MSC: 60E05 91G40 62E20 PDF BibTeX XML Cite \textit{H. Xu} et al., Adv. Appl. Probab. 50, No. 1, 57--73 (2018; Zbl 1443.60018) Full Text: DOI arXiv OpenURL
Cheng, Fengyang; Cheng, Dongya Randomly weighted sums of dependent subexponential random variables with applications to risk theory. (English) Zbl 1396.62021 Scand. Actuar. J. 2018, No. 3, 191-202 (2018). MSC: 62E20 91B30 PDF BibTeX XML Cite \textit{F. Cheng} and \textit{D. Cheng}, Scand. Actuar. J. 2018, No. 3, 191--202 (2018; Zbl 1396.62021) Full Text: DOI OpenURL
Aibatov, S. Z.; Afanasyeva, L. G. Subexponential asymptotics for steady state tail probabilities in a single-server queue with regenerative input flow. (English. Russian original) Zbl 1405.60134 Theory Probab. Appl. 62, No. 3, 339-355 (2018); translation from Teor. Veroyatn. Primen. 62, No. 3, 423-445 (2017). MSC: 60K25 60F10 PDF BibTeX XML Cite \textit{S. Z. Aibatov} and \textit{L. G. Afanasyeva}, Theory Probab. Appl. 62, No. 3, 339--355 (2018; Zbl 1405.60134); translation from Teor. Veroyatn. Primen. 62, No. 3, 423--445 (2017) Full Text: DOI OpenURL
Korshunov, Dmitry On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes. (English) Zbl 1390.60110 Stochastic Processes Appl. 128, No. 4, 1316-1332 (2018). MSC: 60F10 60G51 60K05 PDF BibTeX XML Cite \textit{D. Korshunov}, Stochastic Processes Appl. 128, No. 4, 1316--1332 (2018; Zbl 1390.60110) Full Text: DOI arXiv Link OpenURL
Wang, Yuebao; Xu, Hui; Cheng, Dongya; Yu, Changjun The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands. (English) Zbl 1387.60078 Stat. Pap. 59, No. 1, 99-126 (2018). Reviewer: Miroslav M. Ristić (Niš) MSC: 60G50 60F99 60E05 PDF BibTeX XML Cite \textit{Y. Wang} et al., Stat. Pap. 59, No. 1, 99--126 (2018; Zbl 1387.60078) Full Text: DOI arXiv OpenURL
Bhalachandra, M. S.; Praveena, A. S.; Ravi, S. On subexponentiality of order statistics and a few other functions of random variables. (English) Zbl 1462.62282 J. Indian Stat. Assoc. 55, No. 1, 1-19 (2017). MSC: 62G30 60G70 PDF BibTeX XML Cite \textit{M. S. Bhalachandra} et al., J. Indian Stat. Assoc. 55, No. 1, 1--19 (2017; Zbl 1462.62282) OpenURL
Foss, Sergey; Korshunov, Dmitry; Palmowski, Zbigniew; Rolski, Tomasz Two-dimensional ruin probability for subexponential claim size. (English) Zbl 1393.60100 Probab. Math. Stat. 37, No. 2, 319-335 (2017). MSC: 60K10 60G50 60K25 91B30 PDF BibTeX XML Cite \textit{S. Foss} et al., Probab. Math. Stat. 37, No. 2, 319--335 (2017; Zbl 1393.60100) Full Text: arXiv Link OpenURL
Liu, Qingqing; Chen, Cen; Wang, Shijie The subexponentiality for two widely dependent random variables under the operations of minimum and maximum. (Chinese. English summary) Zbl 1399.62011 Acta Math. Appl. Sin. 40, No. 2, 279-286 (2017). MSC: 62E10 62G30 PDF BibTeX XML Cite \textit{Q. Liu} et al., Acta Math. Appl. Sin. 40, No. 2, 279--286 (2017; Zbl 1399.62011) OpenURL
Schmidli, Hanspeter Risk theory. (English) Zbl 1422.91009 Springer Actuarial. Lecture Notes. Cham: Springer (ISBN 978-3-319-72004-3/pbk; 978-3-319-72005-0/ebook). xii, 242 p. (2017). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91-01 91B30 91B16 60J75 60K10 PDF BibTeX XML Cite \textit{H. Schmidli}, Risk theory. Cham: Springer (2017; Zbl 1422.91009) Full Text: DOI OpenURL
Wang, Shijie; Hu, Yiyu; He, Jijiao; Wang, Xuejun Randomly weighted sums and their maxima with heavy-tailed increments and dependence structure. (English) Zbl 1386.60166 Commun. Stat., Theory Methods 46, No. 21, 10851-10863 (2017). MSC: 60G50 60G70 60E05 PDF BibTeX XML Cite \textit{S. Wang} et al., Commun. Stat., Theory Methods 46, No. 21, 10851--10863 (2017; Zbl 1386.60166) Full Text: DOI OpenURL
Berkes, István; Györfi, László; Kevei, Péter Tail probabilities of St. Petersburg sums, trimmed sums, and their limit. (English) Zbl 1387.60043 J. Theor. Probab. 30, No. 3, 1104-1129 (2017). Reviewer: Peter Kern (Düsseldorf) MSC: 60F05 60E07 60G50 91A60 PDF BibTeX XML Cite \textit{I. Berkes} et al., J. Theor. Probab. 30, No. 3, 1104--1129 (2017; Zbl 1387.60043) Full Text: DOI arXiv Link OpenURL
Zhang, Yanfang; Cheng, Fengyang Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands. (English) Zbl 1373.60036 Commun. Stat., Theory Methods 46, No. 12, 5888-5895 (2017). MSC: 60E05 62E20 62G32 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{F. Cheng}, Commun. Stat., Theory Methods 46, No. 12, 5888--5895 (2017; Zbl 1373.60036) Full Text: DOI OpenURL
Bernackaitė, Emilija; Šiaulys, Jonas The finite-time ruin probability for an inhomogeneous renewal risk model. (English) Zbl 1369.91078 J. Ind. Manag. Optim. 13, No. 1, 207-222 (2017). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{E. Bernackaitė} and \textit{J. Šiaulys}, J. Ind. Manag. Optim. 13, No. 1, 207--222 (2017; Zbl 1369.91078) Full Text: DOI OpenURL
Aliyev, Rovshan On a stochastic process with a heavy-tailed distributed component describing inventory model type of \((s,S)\). (English) Zbl 1395.90004 Commun. Stat., Theory Methods 46, No. 5, 2571-2579 (2017). MSC: 90B05 60K05 PDF BibTeX XML Cite \textit{R. Aliyev}, Commun. Stat., Theory Methods 46, No. 5, 2571--2579 (2017; Zbl 1395.90004) Full Text: DOI OpenURL
Liu, Jiajun; Yang, Yang Infinite-time absolute ruin in dependent renewal risk models with constant force of interest. (English) Zbl 1359.62459 Stoch. Models 33, No. 1, 97-115 (2017). MSC: 62P05 60K10 62E10 91B30 PDF BibTeX XML Cite \textit{J. Liu} and \textit{Y. Yang}, Stoch. Models 33, No. 1, 97--115 (2017; Zbl 1359.62459) Full Text: DOI OpenURL
Jiang, Tao; Xu, Hui Max-sum local equivalence of random variables with Farlie-Gumbel-Morgenstern joint distribution. (Chinese. English summary) Zbl 1499.62081 Sci. Sin., Math. 46, No. 1, 67-80 (2016). MSC: 62E20 60G50 PDF BibTeX XML Cite \textit{T. Jiang} and \textit{H. Xu}, Sci. Sin., Math. 46, No. 1, 67--80 (2016; Zbl 1499.62081) Full Text: DOI OpenURL
Raju, I. Venkat Appal; Ramasubramanian, S. Risk diversifying treaty between two companies with only one in insurance business. (English) Zbl 1364.91070 Sankhyā, Ser. B 78, No. 2, 183-214 (2016). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{I. V. A. Raju} and \textit{S. Ramasubramanian}, Sankhyā, Ser. B 78, No. 2, 183--214 (2016; Zbl 1364.91070) Full Text: DOI OpenURL
Zhang, Chenhua; Kan, Shaobai Uniform approximation of the tail probability of weighted sums of subexponential random variables. (English) Zbl 1362.62039 Commun. Stat., Theory Methods 45, No. 21, 6290-6298 (2016). Reviewer: Lutz Edler (Heidelberg) MSC: 62E20 60E05 62P05 91B30 PDF BibTeX XML Cite \textit{C. Zhang} and \textit{S. Kan}, Commun. Stat., Theory Methods 45, No. 21, 6290--6298 (2016; Zbl 1362.62039) Full Text: DOI OpenURL
García, V. J.; Gómez-Déniz, E.; Vázquez-Polo, F. J. A Marshall-Olkin family of heavy-tailed distributions which includes the lognormal one. (English) Zbl 1338.60033 Commun. Stat., Theory Methods 45, No. 7, 2023-2044 (2016). MSC: 60E05 62H05 PDF BibTeX XML Cite \textit{V. J. García} et al., Commun. Stat., Theory Methods 45, No. 7, 2023--2044 (2016; Zbl 1338.60033) Full Text: DOI OpenURL
Samorodnitsky, Gennady; Sun, Julian Multivariate subexponential distributions and their applications. (English) Zbl 1385.60034 Extremes 19, No. 2, 171-196 (2016). MSC: 60E05 91B30 60G70 PDF BibTeX XML Cite \textit{G. Samorodnitsky} and \textit{J. Sun}, Extremes 19, No. 2, 171--196 (2016; Zbl 1385.60034) Full Text: DOI arXiv OpenURL
Lu, Dawei; Zhang, Bin Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims. (English) Zbl 1414.91217 Stat. Probab. Lett. 114, 20-29 (2016). MSC: 91B30 62E20 60K05 60K10 PDF BibTeX XML Cite \textit{D. Lu} and \textit{B. Zhang}, Stat. Probab. Lett. 114, 20--29 (2016; Zbl 1414.91217) Full Text: DOI OpenURL
Dyszewski, Piotr Iterated random functions and slowly varying tails. (English) Zbl 1329.60253 Stochastic Processes Appl. 126, No. 2, 392-413 (2016). MSC: 60J10 60H25 PDF BibTeX XML Cite \textit{P. Dyszewski}, Stochastic Processes Appl. 126, No. 2, 392--413 (2016; Zbl 1329.60253) Full Text: DOI arXiv OpenURL
Bai, Xiaodong; Song, Lixin; Wang, Yuebao Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate. (English) Zbl 1334.62178 Commun. Stat., Theory Methods 44, No. 14, 2976-2983 (2015). MSC: 62P05 62E20 91B30 60K10 PDF BibTeX XML Cite \textit{X. Bai} et al., Commun. Stat., Theory Methods 44, No. 14, 2976--2983 (2015; Zbl 1334.62178) Full Text: DOI OpenURL
Xu, Hui; Foss, Sergey; Wang, Yuebao Convolution and convolution-root properties of long-tailed distributions. (English) Zbl 1327.60042 Extremes 18, No. 4, 605-628 (2015). MSC: 60E05 60F10 60G50 PDF BibTeX XML Cite \textit{H. Xu} et al., Extremes 18, No. 4, 605--628 (2015; Zbl 1327.60042) Full Text: DOI arXiv OpenURL
Beck, Sergej; Blath, Jochen; Scheutzow, Michael A new class of large claim size distributions: definition, properties, and ruin theory. (English) Zbl 1362.60007 Bernoulli 21, No. 4, 2457-2483 (2015). MSC: 60E05 60E07 60G70 PDF BibTeX XML Cite \textit{S. Beck} et al., Bernoulli 21, No. 4, 2457--2483 (2015; Zbl 1362.60007) Full Text: DOI arXiv Euclid 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
Hashorva, Enkelejd; Korshunov, Dmitry; Piterbarg, Vladimir I. Asymptotic expansion of Gaussian chaos via probabilistic approach. (English) Zbl 1337.60031 Extremes 18, No. 3, 315-347 (2015). MSC: 60F10 60G15 60J57 60E05 60G70 60B20 PDF BibTeX XML Cite \textit{E. Hashorva} et al., Extremes 18, No. 3, 315--347 (2015; Zbl 1337.60031) Full Text: DOI arXiv OpenURL
Jiang, Tao; Wang, Yuebao; Chen, Yang; Xu, Hui Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model. (English) Zbl 1348.91155 Insur. Math. Econ. 64, 45-53 (2015). MSC: 91B30 60K10 62P05 62H20 62E20 PDF BibTeX XML Cite \textit{T. Jiang} et al., Insur. Math. Econ. 64, 45--53 (2015; Zbl 1348.91155) Full Text: DOI OpenURL
Asmussen, Søren; Kortschak, Dominik Error rates and improved algorithms for rare event simulation with heavy Weibull tails. (English) Zbl 1347.60029 Methodol. Comput. Appl. Probab. 17, No. 2, 441-461 (2015). MSC: 60F99 60G50 62G05 62G20 65C05 60K25 62P05 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{D. Kortschak}, Methodol. Comput. Appl. Probab. 17, No. 2, 441--461 (2015; Zbl 1347.60029) Full Text: DOI Link OpenURL
Chen, Yiqing; Liu, Jiajun; Liu, Fei Ruin with insurance and financial risks following the least risky FGM dependence structure. (English) Zbl 1318.91108 Insur. Math. Econ. 62, 98-106 (2015). MSC: 91B30 62P05 62E20 62H20 PDF BibTeX XML Cite \textit{Y. Chen} et al., Insur. Math. Econ. 62, 98--106 (2015; Zbl 1318.91108) Full Text: DOI 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
Hernández, Lorenzo; Tejero, Jorge; Suárez, Alberto; Carrillo-Menéndez, Santiago Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation. (English) Zbl 1325.62012 Stat. Comput. 24, No. 3, 377-397 (2014). MSC: 62-07 62E10 62N01 91B30 PDF BibTeX XML Cite \textit{L. Hernández} et al., Stat. Comput. 24, No. 3, 377--397 (2014; Zbl 1325.62012) Full Text: DOI arXiv Link OpenURL
Embrechts, Paul; Hashorva, Enkelejd; Mikosch, Thomas Aggregation of log-linear risks. (English) Zbl 1334.60029 J. Appl. Probab. 51A, Spec. Vol., 203-212 (2014). MSC: 60F10 60G15 60G70 91B30 PDF BibTeX XML Cite \textit{P. Embrechts} et al., J. Appl. Probab. 51A, 203--212 (2014; Zbl 1334.60029) Full Text: DOI Euclid OpenURL
Yu, Changjun; Wang, Yuebao Tail behavior of supremum of a random walk when Cramér’s condition fails. (English) Zbl 1322.60053 Front. Math. China 9, No. 2, 431-453 (2014). MSC: 60G50 60F99 60K05 60E05 91B30 PDF BibTeX XML Cite \textit{C. Yu} and \textit{Y. Wang}, Front. Math. China 9, No. 2, 431--453 (2014; Zbl 1322.60053) Full Text: DOI OpenURL
Liu, Bin; Wang, Jinting; Zhao, Yiqiang Q. Tail asymptotics of the waiting time and the busy period for the \(\mathrm{M}/\mathrm{G}/1/K\) queues with subexponential service times. (English) Zbl 1307.60132 Queueing Syst. 76, No. 1, 1-19 (2014). MSC: 60K25 60F10 60G50 90B22 PDF BibTeX XML Cite \textit{B. Liu} et al., Queueing Syst. 76, No. 1, 1--19 (2014; Zbl 1307.60132) Full Text: DOI OpenURL
Hashorva, Enkelejd; Ji, Lanpeng Asymptotics of the finite-time ruin probability for the Sparre Andersen risk model perturbed by an inflated stationary chi-process. (English) Zbl 1293.91095 Commun. Stat., Theory Methods 43, No. 10-12, 2540-2548 (2014). MSC: 91B30 60G15 60G70 PDF BibTeX XML Cite \textit{E. Hashorva} and \textit{L. Ji}, Commun. Stat., Theory Methods 43, No. 10--12, 2540--2548 (2014; Zbl 1293.91095) Full Text: DOI Link OpenURL
Yang, Yang Estimate for the finite-time ruin probability in the discrete-time risk model with insurance and financial risks. (English) Zbl 1458.62258 Commun. Stat., Theory Methods 43, No. 10-12, 2094-2104 (2014). MSC: 62P05 60G70 PDF BibTeX XML Cite \textit{Y. Yang}, Commun. Stat., Theory Methods 43, No. 10--12, 2094--2104 (2014; Zbl 1458.62258) Full Text: DOI OpenURL
Asmussen, Søren; Foss, Sergey On exceedance times for some processes with dependent increments. (English) Zbl 1296.60120 J. Appl. Probab. 51, No. 1, 136-151 (2014). Reviewer: Hanspeter Schmidli (Köln) MSC: 60G51 60E99 60K15 60F10 60K25 91B30 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{S. Foss}, J. Appl. Probab. 51, No. 1, 136--151 (2014; Zbl 1296.60120) Full Text: DOI arXiv Euclid OpenURL
Cai, Jun; Yang, Hailiang On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest. (English) Zbl 1291.91096 Ann. Oper. Res. 212, 61-77 (2014). MSC: 91B30 60J70 60K05 PDF BibTeX XML Cite \textit{J. Cai} and \textit{H. Yang}, Ann. Oper. Res. 212, 61--77 (2014; Zbl 1291.91096) Full Text: DOI OpenURL
Dong, Hua; Liu, Zaiming The ruin problem in a renewal risk model with two-sided jumps. (English) Zbl 1305.91165 Math. Comput. Modelling 57, No. 3-4, 800-811 (2013). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{H. Dong} and \textit{Z. Liu}, Math. Comput. Modelling 57, No. 3--4, 800--811 (2013; Zbl 1305.91165) Full Text: DOI OpenURL
Diouf, Saliou; Diop, Aliou On the maximum of randomly weighted sums with subexponential tails. (English) Zbl 1307.62135 Theor. Math. Appl. 3, No. 3, 75-86 (2013). MSC: 62G32 62G30 62F12 PDF BibTeX XML Cite \textit{S. Diouf} and \textit{A. Diop}, Theor. Math. Appl. 3, No. 3, 75--86 (2013; Zbl 1307.62135) OpenURL
Chen, Wei; Yu, Changjun; Wang, Yuebao Some discussions on the local distribution classes. (English) Zbl 1281.60013 Stat. Probab. Lett. 83, No. 7, 1654-1661 (2013). MSC: 60E05 60F99 PDF BibTeX XML Cite \textit{W. Chen} et al., Stat. Probab. Lett. 83, No. 7, 1654--1661 (2013; Zbl 1281.60013) Full Text: DOI OpenURL
Ming, Ruixing; Chen, Yu; Wu, Yaohua On local asymptotics for a heavy-tailed random walk maximum with applications in insurance and queueing theory. (English) Zbl 1289.60085 J. Univ. Sci. Technol. China 43, No. 3, 173-181 (2013). MSC: 60G50 60E05 91B30 90B22 PDF BibTeX XML Cite \textit{R. Ming} et al., J. Univ. Sci. Technol. China 43, No. 3, 173--181 (2013; Zbl 1289.60085) Full Text: DOI OpenURL
Kimura, Tatsuaki; Masuyama, Hiroyuki; Takahashi, Yutaka Subexponential asymptotics of the stationary distributions of \(\mathrm{GI}/\mathrm{G}/1\)-type Markov chains. (English) Zbl 1271.60099 Stoch. Models 29, No. 2, 190-239 (2013); corrigendum ibid. 31, No. 4, 673-677 (2015). MSC: 60K25 60J10 PDF BibTeX XML Cite \textit{T. Kimura} et al., Stoch. Models 29, No. 2, 190--239 (2013; Zbl 1271.60099) Full Text: DOI arXiv OpenURL
Denisov, Denis; Shneer, Vsevolod Asymptotics for the first passage times of Lévy processes and random walks. (English) Zbl 1264.60031 J. Appl. Probab. 50, No. 1, 64-84 (2013). MSC: 60G51 60G50 60K25 PDF BibTeX XML Cite \textit{D. Denisov} and \textit{V. Shneer}, J. Appl. Probab. 50, No. 1, 64--84 (2013; Zbl 1264.60031) Full Text: DOI arXiv Euclid OpenURL
Yang, Yang; Lin, Jinguan; Huang, Chao; Ma, Xin The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims. (English) Zbl 1296.91171 J. Korean Stat. Soc. 41, No. 2, 213-224 (2012). MSC: 91B30 60K10 62E20 62P05 60F10 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Korean Stat. Soc. 41, No. 2, 213--224 (2012; Zbl 1296.91171) 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
Yang, Yang; Liu, Jie; Cang, Yuquan Large deviations for random sums of differences between two sequences of random variables with applications to risk theory. (English) Zbl 1278.60057 J. Inequal. Appl. 2012, Paper No. 248, 9 p. (2012). MSC: 60F10 62E20 62P05 91B30 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Inequal. Appl. 2012, Paper No. 248, 9 p. (2012; Zbl 1278.60057) Full Text: DOI OpenURL
Yamamuro, Kouji The queue length in an \(M/G/1\) batch arrival retrial queue. (English) Zbl 1275.60092 Queueing Syst. 70, No. 2, 187-205 (2012). MSC: 60K25 60E07 PDF BibTeX XML Cite \textit{K. Yamamuro}, Queueing Syst. 70, No. 2, 187--205 (2012; Zbl 1275.60092) Full Text: DOI OpenURL
Albrecher, H.; Asmussen, S.; Kortschak, D. Tail asymptotics for dependent subexponential differences. (English. Russian original) Zbl 1257.62016 Sib. Math. J. 53, No. 6, 965-983 (2012); translation from Sib. Mat. Zh. 53, No. 6, 1209-1230 (2012). MSC: 62E20 62G32 62H05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Sib. Math. J. 53, No. 6, 965--983 (2012; Zbl 1257.62016); translation from Sib. Mat. Zh. 53, No. 6, 1209--1230 (2012) Full Text: DOI OpenURL
Kim, Bara; Kim, Jeongsim A note on the subexponential asymptotics of the stationary distribution of \(M/G/1\) type Markov chains. (English) Zbl 1253.90078 Eur. J. Oper. Res. 220, No. 1, 132-134 (2012). MSC: 90B22 60K25 PDF BibTeX XML Cite \textit{B. Kim} and \textit{J. Kim}, Eur. J. Oper. Res. 220, No. 1, 132--134 (2012; Zbl 1253.90078) Full Text: DOI OpenURL
Lin, Jianxi Second order subexponential distributions with finite mean and their applications to subordinated distributions. (English) Zbl 1251.60014 J. Theor. Probab. 25, No. 3, 834-853 (2012). MSC: 60E05 PDF BibTeX XML Cite \textit{J. Lin}, J. Theor. Probab. 25, No. 3, 834--853 (2012; Zbl 1251.60014) Full Text: DOI arXiv OpenURL
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas Tail probability of randomly weighted sums of subexponential random variables under a dependence structure. (English) Zbl 1334.62029 Stat. Probab. Lett. 82, No. 9, 1727-1736 (2012). MSC: 62E20 60E05 PDF BibTeX XML Cite \textit{Y. Yang} et al., Stat. Probab. Lett. 82, No. 9, 1727--1736 (2012; Zbl 1334.62029) Full Text: DOI OpenURL
Foss, Sergey; Korshunov, Dmitry On large delays in multi-server queues with heavy tails. (English) Zbl 1242.90062 Math. Oper. Res. 37, No. 2, 201-218 (2012). MSC: 90B22 60K25 60F10 PDF BibTeX XML Cite \textit{S. Foss} and \textit{D. Korshunov}, Math. Oper. Res. 37, No. 2, 201--218 (2012; Zbl 1242.90062) Full Text: DOI arXiv OpenURL
Lin, Jianxi; Wang, Yuebao New examples of heavy-tailed O-subexponential distributions and related closure properties. (English) Zbl 1242.60014 Stat. Probab. Lett. 82, No. 3, 427-432 (2012). MSC: 60E05 PDF BibTeX XML Cite \textit{J. Lin} and \textit{Y. Wang}, Stat. Probab. Lett. 82, No. 3, 427--432 (2012; Zbl 1242.60014) Full Text: DOI OpenURL
Korshunov, Dmitry How to measure the accuracy of the subexponential approximation for the stationary single server queue. (English) Zbl 1275.60083 Queueing Syst. 68, No. 3-4, 261-266 (2011). MSC: 60K25 60F10 PDF BibTeX XML Cite \textit{D. Korshunov}, Queueing Syst. 68, No. 3--4, 261--266 (2011; Zbl 1275.60083) Full Text: DOI OpenURL
Yang, Yang; Wang, Kaiyong Estimates for the tail probability of the supremum of a random walk with independent increments. (English) Zbl 1260.60087 Chin. Ann. Math., Ser. B 32, No. 6, 847-856 (2011). MSC: 60G50 60F99 60E05 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{K. Wang}, Chin. Ann. Math., Ser. B 32, No. 6, 847--856 (2011; Zbl 1260.60087) Full Text: DOI OpenURL
Omey, E.; Vesilo, R. The difference between the product and the convolution product of distribution functions in \(\mathbb{R}^n\). (English) Zbl 1265.26006 Publ. Inst. Math., Nouv. Sér. 89(103), 19-36 (2011). Reviewer: Slobodanka Janković (Beograd) MSC: 26A12 60E99 PDF BibTeX XML Cite \textit{E. Omey} and \textit{R. Vesilo}, Publ. Inst. Math., Nouv. Sér. 89(103), 19--36 (2011; Zbl 1265.26006) Full Text: DOI OpenURL
Yang, Yang; Huang, Long Uniform asymptotics for the ruin probability in a dependent risk model. (Chinese. English summary) Zbl 1249.91060 J. Jiangsu Univ., Nat. Sci. 32, No. 4, 492-496 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{L. Huang}, J. Jiangsu Univ., Nat. Sci. 32, No. 4, 492--496 (2011; Zbl 1249.91060) Full Text: DOI OpenURL
Chan, Joshua C. C.; Kroese, Dirk P. Rare-event probability estimation with conditional Monte Carlo. (English) Zbl 1279.60064 Ann. Oper. Res. 189, 43-61 (2011). MSC: 60G70 62H20 65C05 91G40 PDF BibTeX XML Cite \textit{J. C. C. Chan} and \textit{D. P. Kroese}, Ann. Oper. Res. 189, 43--61 (2011; Zbl 1279.60064) Full Text: DOI Link OpenURL
Chen, Yiqing The finite-time ruin probability with dependent insurance and financial risks. (English) Zbl 1230.91069 J. Appl. Probab. 48, No. 4, 1035-1048 (2011). MSC: 91B30 62P05 62E10 PDF BibTeX XML Cite \textit{Y. Chen}, J. Appl. Probab. 48, No. 4, 1035--1048 (2011; Zbl 1230.91069) Full Text: DOI OpenURL
Asmussen, Søren; Biard, Romain Ruin probabilities for a regenerative Poisson gap generated risk process. (English) Zbl 1229.91151 Eur. Actuar. J. 1, No. 1, 3-22 (2011). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60F10 60K20 60K05 60G44 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{R. Biard}, Eur. Actuar. J. 1, No. 1, 3--22 (2011; Zbl 1229.91151) Full Text: DOI OpenURL
Daley, Daryl J.; Klüppelberg, Claudia; Yang, Yang Corrigendum to “Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times”. (English) Zbl 1223.60075 Stochastic Processes Appl. 121, No. 9, 2186-2187 (2011). MSC: 60K25 90B22 PDF BibTeX XML Cite \textit{D. J. Daley} et al., Stochastic Processes Appl. 121, No. 9, 2186--2187 (2011; Zbl 1223.60075) Full Text: DOI OpenURL
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas; Cang, Yuquan Uniform estimates for the finite-time ruin probability in the dependent renewal risk model. (English) Zbl 1229.91169 J. Math. Anal. Appl. 383, No. 1, 215-225 (2011). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 60K10 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Math. Anal. Appl. 383, No. 1, 215--225 (2011; Zbl 1229.91169) Full Text: DOI OpenURL
Nagaev, S. V. On sufficient conditions for subexponentiality. (English. Russian original) Zbl 1215.60011 Theory Probab. Appl. 55, No. 1, 153-164 (2011); translation from Teor. Veroyatn. Primen. 55, No. 1, 176-186 (2010). MSC: 60E05 PDF BibTeX XML Cite \textit{S. V. Nagaev}, Theory Probab. Appl. 55, No. 1, 153--164 (2011; Zbl 1215.60011); translation from Teor. Veroyatn. Primen. 55, No. 1, 176--186 (2010) Full Text: DOI OpenURL
Frostig, Esther Asymptotic analysis of a risk process with high dividend barrier. (English) Zbl 1231.91184 Insur. Math. Econ. 47, No. 1, 21-26 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{E. Frostig}, Insur. Math. Econ. 47, No. 1, 21--26 (2010; Zbl 1231.91184) Full Text: DOI OpenURL
Schmidli, Hanspeter Conditional law of risk processes given that ruin occurs. (English) Zbl 1231.91233 Insur. Math. Econ. 46, No. 2, 281-289 (2010). MSC: 91B30 60J25 60J35 60J75 PDF BibTeX XML Cite \textit{H. Schmidli}, Insur. Math. Econ. 46, No. 2, 281--289 (2010; Zbl 1231.91233) Full Text: DOI OpenURL
Lin, Jianxi A note about local subexponential distributions. (English) Zbl 1240.60013 J. Math. Study 43, No. 4, 359-363 (2010). MSC: 60E05 PDF BibTeX XML Cite \textit{J. Lin}, J. Math. Study 43, No. 4, 359--363 (2010; Zbl 1240.60013) OpenURL