## Found 183 Documents (Results 1–100)

100
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### The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims. (English)Zbl 07533573

MSC:  62E20 62P05
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### The probability of reaching a receding boundary by a branching random walk with fading branching and heavy-tailed jump distribution. (English. Russian original)Zbl 07517615

Proc. Steklov Inst. Math. 316, No. 1, 318-335 (2022); translation from Tr. Mat. Inst. Steklova 316, 336-354 (2022).
MSC:  60G50 60J80 60K25
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### Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims. (English)Zbl 1473.62351

MSC:  62P05 62E10 91B05
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### Subexponential densities of infinitely divisible distributions on the half-line. (English)Zbl 1468.60024

MSC:  60E07 60G51
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### On sums of two counter-monotonic risks. (English)Zbl 1445.91050

MSC:  91G05 91G70
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### A note on randomly weighted sums of dependent subexponential random variables. (English)Zbl 1439.60031

MSC:  60F15 62P05
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### The product distribution of dependent random variables with applications to a discrete-time risk model. (English)Zbl 07539715

MSC:  62E10 60E05
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### Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims. (English)Zbl 07528145

MSC:  62P05 60E05 62-XX
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### On the distribution tail of the sum of the maxima of two randomly stopped sums in the presence of heavy tails. (Russian. English summary)Zbl 1427.60079

MSC:  60G50 60G70
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### On the almost decrease of a subexponential density. (English)Zbl 1458.60053

MSC:  60G50 60F99 60E05
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### 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

MSC:  60K05 60G70
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### A necessary and sufficient condition for the subexponentiality of the product convolution. (English)Zbl 1443.60018

MSC:  60E05 91G40 62E20
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### The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation. (English)Zbl 1403.62194

MSC:  62P05 62E10 91B30
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### Randomly weighted sums of dependent subexponential random variables with applications to risk theory. (English)Zbl 1396.62021

MSC:  62E20 91B30
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### A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model. (English)Zbl 1457.62333

MSC:  62P05 62E10 91B05
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### On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes. (English)Zbl 1390.60110

MSC:  60F10 60G51 60K05
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### The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands. (English)Zbl 1387.60078

MSC:  60G50 60F99 60E05
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### The subexponentiality for two widely dependent random variables under the operations of minimum and maximum. (Chinese. English summary)Zbl 1399.62011

MSC:  62E10 62G30

### Randomly weighted sums and their maxima with heavy-tailed increments and dependence structure. (English)Zbl 1386.60166

MSC:  60G50 60G70 60E05
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### Two non-closure properties on the class of subexponential densities. (English)Zbl 1406.60025

MSC:  60E05 60G50
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### Asymptotic tail behavior of a random sum with conditionally dependent subexponential summands. (English)Zbl 1373.60036

MSC:  60E05 62E20 62G32
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### On a stochastic process with a heavy-tailed distributed component describing inventory model type of $$(s,S)$$. (English)Zbl 1395.90004

MSC:  90B05 60K05
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### Infinite-time absolute ruin in dependent renewal risk models with constant force of interest. (English)Zbl 1359.62459

MSC:  62P05 60K10 62E10 91B30
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### Inventory model of type $$(s,S)$$ with subexponential Weibull distributed demand. (English)Zbl 1421.90010

MSC:  90B05 60K15
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MSC:  62E10

### Uniform approximation of the tail probability of weighted sums of subexponential random variables. (English)Zbl 1362.62039

MSC:  62E20 60E05 62P05 91B30
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### A Marshall-Olkin family of heavy-tailed distributions which includes the lognormal one. (English)Zbl 1338.60033

MSC:  60E05 62H05
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### Multivariate subexponential distributions and their applications. (English)Zbl 1385.60034

MSC:  60E05 91B30 60G70
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### Iterated random functions and slowly varying tails. (English)Zbl 1329.60253

MSC:  60J10 60H25
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### The key renewal theorem with multi-delay and applications to risk theory. (Chinese. English summary)Zbl 1340.60137

MSC:  60K05 91B30
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### Convolution and convolution-root properties of long-tailed distributions. (English)Zbl 1327.60042

MSC:  60E05 60F10 60G50
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### A new class of large claim size distributions: definition, properties, and ruin theory. (English)Zbl 1362.60007

MSC:  60E05 60E07 60G70
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### On the intersection of max domains of attraction of $$p$$-max stable laws and the class of subexponential distributions. (English)Zbl 1366.60045

MSC:  60E05 60G70
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### Tail behavior of the sums of dependent and heavy-tailed random variables. (English)Zbl 1311.62019

MSC:  62E20 60G70
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### Asymptotic optimal investment under interest rate for a class of subexponential distributions. (English)Zbl 1401.91133

MSC:  91B30 93E20 60K10 91G30
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### Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation. (English)Zbl 1325.62012

MSC:  62-07 62E10 62N01 91B30
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### Tail behavior of supremum of a random walk when Cramér’s condition fails. (English)Zbl 1322.60053

MSC:  60G50 60F99 60K05 60E05 91B30
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### Fat-tailed distributions. Data, diagnostics and dependence. (English)Zbl 1341.62032

Mathematics and Statistics Series. Mathematical Models and Methods in Reliability Set 1. Hoboken, NJ: John Wiley & Sons; London: ISTE (ISBN 978-1-84821-792-8/hbk; 978-1-119-05420-7/ebook). x, 124 p. (2014).
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### Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims. (English)Zbl 1290.91107

MSC:  91B30 60G55 60F10
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### Some discussions on the local distribution classes. (English)Zbl 1281.60013

MSC:  60E05 60F99
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### On local asymptotics for a heavy-tailed random walk maximum with applications in insurance and queueing theory. (English)Zbl 1289.60085

MSC:  60G50 60E05 91B30 90B22
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### Modelling conflicting information using subexponential distributions and related classes. (English)Zbl 1396.62039

MSC:  62F15 62F35 62G32
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### The finite time ruin probability of a new risk model based on entrance process. (English)Zbl 1266.91040

MSC:  91B30 60G70
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### The queue length in an $$M/G/1$$ batch arrival retrial queue. (English)Zbl 1275.60092

MSC:  60K25 60E07
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### 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
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MSC:  60E05
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### Asymptotic behavior of random time ruin probability under heavy-tailed claim sizes and dependence structure. (English)Zbl 1271.62243

MSC:  62P05 60K10 62G32 62G20 91B30
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### Tail probability of randomly weighted sums of subexponential random variables under a dependence structure. (English)Zbl 1334.62029

MSC:  62E20 60E05
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MSC:  60E05
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### Characterization of multivariate heavy-tailed distribution families via copula. (English)Zbl 1236.62048

MSC:  62H05 62G32
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### Estimates for the tail probability of the supremum of a random walk with independent increments. (English)Zbl 1260.60087

MSC:  60G50 60F99 60E05
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### Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion. (English)Zbl 1242.91090

MSC:  91B30 60K10 60K05
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### The finite-time ruin probability with dependent insurance and financial risks. (English)Zbl 1230.91069

MSC:  91B30 62P05 62E10
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### Local asymptotics of a Markov modulated random walk with heavy-tailed increments. (English)Zbl 1232.60041

MSC:  60G70 60J10
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### Conditional distribution of heavy tailed random variables on large deviations of their sum. (English)Zbl 1218.60021

MSC:  60F10 60G50
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### 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
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### Subexponential loss rate asymptotics for Lévy processes. (English)Zbl 1209.93139

MSC:  93E03 60J75 60G51
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### Asymptotics of random contractions. (English)Zbl 1231.91196

MSC:  91B30 60F05 60G70 91B25
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MSC:  60E05

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### Higher-order expansions for compound distributions and ruin probabilities with subexponential claims. (English)Zbl 1224.91038

MSC:  91B30 62P05
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### The heavy tailed distributions and relationship between some subsets. (Serbian. English summary)Zbl 1249.60019

Mladenović, Nenad (ed.) et al., XXXVI Simpozijum o operacionim istraživanjima, SYM-OP-IS 2009. Zbornik Radova. Beograd: Matematički Institut SANU (ISBN 978-86-80953-43-4). 623-626 (2009).
MSC:  60E05

MSC:  91B30
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### Insensitivity to negative dependence of the finite time ruin probability for renewal models with constant interest force. (Chinese. English summary)Zbl 1212.62039

MSC:  62P05 91B30 60K10

### Local subexponentiality of infinitely divisibile distributions. (English)Zbl 1208.60015

MSC:  60E07 60E05
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### Ladder height and supremum of a random walk with applications in risk theory. (Chinese. English summary)Zbl 1199.60170

MSC:  60G50 91B30

### On sufficient conditions for subexponentiality. (English. Russian original)Zbl 1184.62013

Dokl. Math. 80, No. 2, 697-700 (2009); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 428, No. 3, 313-316 (2009).
MSC:  62E10 60E05 62G32
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### Convolutions of long-tailed and subexponential distributions. (English)Zbl 1178.60011

MSC:  60E05 60F10 60G70
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### The uniform local asymptotics of the overshoot of a random walk with heavy-tailed increments. (English)Zbl 1172.60013

MSC:  60G50 60K05 60E05
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### New limit formulas for the convolution of a function with a measure and their applications. (English)Zbl 1161.65017

MSC:  65D32 41A55 44A35
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### Large deviations of the interference in a wireless communication model. (English)Zbl 1329.94005

MSC:  94A05 94A40
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### Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes. (English)Zbl 1149.60027

MSC:  60G51 60K05 91B30 60F05
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### Small-time ruin for a financial process modulated by a Harris recurrent Markov chain. (English)Zbl 1164.60036

MSC:  60G70 60J10 60F10
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### Local asymptotics for random sums with different distributed increments. (Chinese. English summary)Zbl 1164.60037

MSC:  60G70 60G50

### On a property of subexponential distributions and related classes. (Chinese. English summary)Zbl 1164.60316

MSC:  60E05 91B30

### Convolution equivalence and infinite divisibility: corrections and corollaries. (English)Zbl 1132.60015

MSC:  60E07 60F99
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### Large deviations for sums of heavy-tailed random variables. (English)Zbl 1174.62323

MSC:  62E20 60F10

### Two new equivalent conditions of extensively subexponential densities. (Chinese. English summary)Zbl 1141.60308

MSC:  60E05 60F99

### The closure of an extensive subexponential distribution class under convolution roots. (Chinese. English summary)Zbl 1125.60012

MSC:  60E05 60F99

### Lower limits and equivalences for convolution tails. (English)Zbl 1129.60014

MSC:  60E05 60F10
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### On the Gerber-Shiu discounted penalty function for subexponential claims. (English)Zbl 1131.60080

Lith. Math. J. 46, No. 4, 487-493 (2006); and Liet. Mat. Rink. 46, No. 4, 598-605 (2006).
MSC:  60K10 60K05 91B30
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### Tail asymptotics for the sum of two heavy-tailed dependent risks. (English)Zbl 1142.60009

MSC:  60E05 62E20
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### The subexponentiality of products revisited. (English)Zbl 1142.60012

MSC:  60E05 60G70
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