Shimura, Takaaki; Watanabe, Toshiro Subexponential densities of compound Poisson sums and the supremum of a random walk. (English) Zbl 07655230 Kyoto J. Math. 63, No. 1, 223-239 (2023). MSC: 60E07 60G50 PDF BibTeX XML Cite \textit{T. Shimura} and \textit{T. Watanabe}, Kyoto J. Math. 63, No. 1, 223--239 (2023; Zbl 07655230) Full Text: DOI arXiv Link OpenURL
Watanabe, Toshiro Second order subexponentiality and infinite divisibility. (English) Zbl 1487.60034 J. Aust. Math. Soc. 112, No. 3, 367-390 (2022). MSC: 60E07 60G50 60G51 PDF BibTeX XML Cite \textit{T. Watanabe}, J. Aust. Math. Soc. 112, No. 3, 367--390 (2022; Zbl 1487.60034) Full Text: DOI arXiv OpenURL
Watanabe, Toshiro Second-order behaviour for self-decomposable distributions with two-sided regularly varying densities. (English) Zbl 1493.60041 J. Theor. Probab. 35, No. 2, 1343-1366 (2022). Reviewer: Alexander Lindner (Ulm) MSC: 60E07 60G51 PDF BibTeX XML Cite \textit{T. Watanabe}, J. Theor. Probab. 35, No. 2, 1343--1366 (2022; Zbl 1493.60041) Full Text: DOI OpenURL
Lin, Jianxi Second order asymptotics for ruin probabilities of the delayed renewal risk model with heavy-tailed claims. (English) Zbl 07532943 Commun. Stat., Theory Methods 50, No. 5, 1200-1209 (2021). MSC: 91B30 62E20 60G50 62-XX PDF BibTeX XML Cite \textit{J. Lin}, Commun. Stat., Theory Methods 50, No. 5, 1200--1209 (2021; Zbl 07532943) Full Text: DOI OpenURL
Watanabe, Toshiro Two hypotheses on the exponential class in the class of \(O\)-subexponential infinitely divisible distributions. (English) Zbl 1479.60036 J. Theor. Probab. 34, No. 2, 852-873 (2021). Reviewer: Alexander Lindner (Ulm) MSC: 60E07 60G51 PDF BibTeX XML Cite \textit{T. Watanabe}, J. Theor. Probab. 34, No. 2, 852--873 (2021; Zbl 1479.60036) Full Text: DOI arXiv OpenURL
Godrèche, Claude Condensation and extremes for a fluctuating number of independent random variables. (English) Zbl 1462.82077 J. Stat. Phys. 182, No. 1, Paper No. 13, 56 p. (2021). MSC: 82D30 82C05 82C31 82C44 PDF BibTeX XML Cite \textit{C. Godrèche}, J. Stat. Phys. 182, No. 1, Paper No. 13, 56 p. (2021; Zbl 1462.82077) Full Text: DOI arXiv OpenURL
Watanabe, Toshiro Subexponential densities of infinitely divisible distributions on the half-line. (English) Zbl 1468.60024 Lith. Math. J. 60, No. 4, 530-543 (2020). MSC: 60E07 60G51 PDF BibTeX XML Cite \textit{T. Watanabe}, Lith. Math. J. 60, No. 4, 530--543 (2020; Zbl 1468.60024) Full Text: DOI arXiv OpenURL
Chen, Yiqing A Kesten-type bound for sums of randomly weighted subexponential random variables. (English) Zbl 1440.62195 Stat. Probab. Lett. 158, Article ID 108661, 8 p. (2020). MSC: 62H10 62E20 62H05 62K10 62P05 PDF BibTeX XML Cite \textit{Y. Chen}, Stat. Probab. Lett. 158, Article ID 108661, 8 p. (2020; Zbl 1440.62195) Full Text: DOI OpenURL
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 OpenURL
Watanabe, Toshiro The Wiener condition and the conjectures of Embrechts and Goldie. (English) Zbl 1466.60026 Ann. Probab. 47, No. 3, 1221-1239 (2019). MSC: 60E05 60G50 62E20 PDF BibTeX XML Cite \textit{T. Watanabe}, Ann. Probab. 47, No. 3, 1221--1239 (2019; Zbl 1466.60026) Full Text: DOI Euclid OpenURL
Wang, Shi-jie; Zhang, Chuan-wei; Wang, Xue-jun; Wang, Wen-sheng The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks. (English) Zbl 1401.62217 Acta Math. Appl. Sin., Engl. Ser. 34, No. 3, 553-565 (2018). MSC: 62P05 91B30 62E20 PDF BibTeX XML Cite \textit{S.-j. Wang} et al., Acta Math. Appl. Sin., Engl. Ser. 34, No. 3, 553--565 (2018; Zbl 1401.62217) Full Text: DOI OpenURL
Konstantinides, Dimitrios G. Risk theory. A heavy tail approach. (English) Zbl 1414.91001 Hackensack, NJ: World Scientific (ISBN 978-981-3223-14-1/hbk; 978-981-3223-16-5/ebook). xii, 494 p. (2018). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91-02 91B30 91G40 62G32 60K05 60H10 PDF BibTeX XML Cite \textit{D. G. Konstantinides}, Risk theory. A heavy tail approach. Hackensack, NJ: World Scientific (2018; Zbl 1414.91001) Full Text: DOI OpenURL
Vasudeva, R. On a class of heavy tailed distributions arising out of general error distributions. (English) Zbl 1462.60025 J. Indian Stat. Assoc. 55, No. 1, 83-101 (2017). MSC: 60E05 60G70 PDF BibTeX XML Cite \textit{R. Vasudeva}, J. Indian Stat. Assoc. 55, No. 1, 83--101 (2017; Zbl 1462.60025) OpenURL
Shen, Linchuan; Chen, Yu A uniform asymptotic estimate for ruin probability of a discrete-time risk model with subexponential innovations. (English) Zbl 1413.62187 J. Univ. Sci. Technol. China 47, No. 11, 885-893 (2017). MSC: 62P05 91B30 62F12 62G32 PDF BibTeX XML Cite \textit{L. Shen} and \textit{Y. Chen}, J. Univ. Sci. Technol. China 47, No. 11, 885--893 (2017; Zbl 1413.62187) Full Text: DOI OpenURL
Chen, Yiqing Interplay of subexponential and dependent insurance and financial risks. (English) Zbl 1422.91333 Insur. Math. Econ. 77, 78-83 (2017). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{Y. Chen}, Insur. Math. Econ. 77, 78--83 (2017; Zbl 1422.91333) Full Text: DOI OpenURL
Watanabe, Toshiro; Yamamuro, Kouji Two non-closure properties on the class of subexponential densities. (English) Zbl 1406.60025 J. Theor. Probab. 30, No. 3, 1059-1075 (2017). MSC: 60E05 60G50 PDF BibTeX XML Cite \textit{T. Watanabe} and \textit{K. Yamamuro}, J. Theor. Probab. 30, No. 3, 1059--1075 (2017; Zbl 1406.60025) Full Text: DOI arXiv OpenURL
Tang, QiHe; Yuan, ZhongYi Random difference equations with subexponential innovations. (English) Zbl 1362.60064 Sci. China, Math. 59, No. 12, 2411-2426 (2016). MSC: 60H25 60K05 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{Z. Yuan}, Sci. China, Math. 59, No. 12, 2411--2426 (2016; Zbl 1362.60064) Full Text: DOI OpenURL
Yang, Yang; Yuen, Kam C. Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims. (English) Zbl 1382.91048 J. Math. Anal. Appl. 442, No. 2, 600-626 (2016). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{K. C. Yuen}, J. Math. Anal. Appl. 442, No. 2, 600--626 (2016; Zbl 1382.91048) Full Text: DOI OpenURL
Gao, Qingwu; Huang, Zhongquan; Shen, Houcai; Zheng, Juan Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims. (English) Zbl 1317.62013 J. Ind. Manag. Optim. 12, No. 1, 31-43 (2016). MSC: 62E20 62P05 91B30 PDF BibTeX XML Cite \textit{Q. Gao} et al., J. Ind. Manag. Optim. 12, No. 1, 31--43 (2016; Zbl 1317.62013) Full Text: DOI OpenURL
Liao, Xin; Peng, Zuoxiang; Nadarajah, Saralees Tail behavior and limit distribution of maximum of logarithmic general error distribution. (English) Zbl 1307.62041 Commun. Stat., Theory Methods 43, No. 24, 5276-5289 (2014). MSC: 62E20 60E05 60F15 60G15 PDF BibTeX XML Cite \textit{X. Liao} et al., Commun. Stat., Theory Methods 43, No. 24, 5276--5289 (2014; Zbl 1307.62041) Full Text: DOI OpenURL
Yang, Haizhong; Li, Jinzhu Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims. (English) Zbl 1304.60100 Insur. Math. Econ. 58, 185-192 (2014). MSC: 60K10 91B30 PDF BibTeX XML Cite \textit{H. Yang} and \textit{J. Li}, Insur. Math. Econ. 58, 185--192 (2014; Zbl 1304.60100) Full Text: DOI OpenURL
Tang, Qihe; Yuan, Zhongyi Randomly weighted sums of subexponential random variables with application to capital allocation. (English) Zbl 1328.62089 Extremes 17, No. 3, 467-493 (2014). MSC: 62E20 60G70 91G50 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{Z. Yuan}, Extremes 17, No. 3, 467--493 (2014; Zbl 1328.62089) Full Text: DOI OpenURL
Lin, Jianxi Second order tail behaviour for heavy-tailed sums and their maxima with applications to ruin theory. (English) Zbl 1328.62087 Extremes 17, No. 2, 247-262 (2014). MSC: 62E20 91B30 60G50 PDF BibTeX XML Cite \textit{J. Lin}, Extremes 17, No. 2, 247--262 (2014; Zbl 1328.62087) Full Text: DOI OpenURL
Pisier, Gilles Random matrices and subexponential operator spaces. (English) Zbl 1327.46054 Isr. J. Math. 203, 223-273 (2014). Reviewer: Florin P. Boca (Urbana-Champaign) MSC: 46L07 46B28 47L25 60B20 PDF BibTeX XML Cite \textit{G. Pisier}, Isr. J. Math. 203, 223--273 (2014; Zbl 1327.46054) Full Text: DOI arXiv OpenURL
Jiang, Tao; Gao, Qingwu; Wang, Yuebao Max-sum equivalence of conditionally dependent random variables. (English) Zbl 1284.62315 Stat. Probab. Lett. 84, 60-66 (2014). MSC: 62H05 62H20 PDF BibTeX XML Cite \textit{T. Jiang} et al., Stat. Probab. Lett. 84, 60--66 (2014; Zbl 1284.62315) Full Text: DOI OpenURL
Biasse, Jean-François; Fieker, Claus Improved techniques for computing the ideal class group and a system of fundamental units in number fields. (English) Zbl 1344.11088 Howe, Everett W. (ed.) et al., ANTS X. Proceedings of the tenth algorithmic number theory symposium, San Diego, CA, USA, July 9–13, 2012. Berkeley, CA: Mathematical Sciences Publishers (MSP) (ISBN 978-1-935107-00-2/hbk; 978-1-935107-01-9/ebook). The Open Book Series 1, 113-133 (2013). MSC: 11Y40 11R29 11R27 PDF BibTeX XML Cite \textit{J.-F. Biasse} and \textit{C. Fieker}, Open Book Ser. 1, 113--133 (2013; Zbl 1344.11088) Full Text: arXiv OpenURL
Kortschak, Dominik; Asmussen, Søren Second order corrections for the limits of normalized ruin times in the presence of heavy tails. (English) Zbl 1300.60108 Stoch. Syst. 3, No. 2, 591-633 (2013). MSC: 60K30 60K25 91B30 PDF BibTeX XML Cite \textit{D. Kortschak} and \textit{S. Asmussen}, Stoch. Syst. 3, No. 2, 591--633 (2013; Zbl 1300.60108) Full Text: DOI arXiv OpenURL
Liao, Xin; Peng, Zuoxiang; Nadarajah, Saralees Tail properties and asymptotic expansions for the maximum of the logarithmic skew-normal distribution. (English) Zbl 1293.62036 J. Appl. Probab. 50, No. 3, 900-907 (2013). MSC: 62E20 60G70 60F15 60F05 PDF BibTeX XML Cite \textit{X. Liao} et al., J. Appl. Probab. 50, No. 3, 900--907 (2013; Zbl 1293.62036) Full Text: DOI Euclid OpenURL
Jelenković, Predrag R.; Tan, Jian Characterizing heavy-tailed distributions induced by retransmissions. (English) Zbl 1287.60045 Adv. Appl. Probab. 45, No. 1, 106-138 (2013). Reviewer: Ludger Rüschendorf (Freiburg i. Br.) MSC: 60F99 60F10 60G50 60G99 PDF BibTeX XML Cite \textit{P. R. Jelenković} and \textit{J. Tan}, Adv. Appl. Probab. 45, No. 1, 106--138 (2013; Zbl 1287.60045) Full Text: DOI arXiv Euclid OpenURL
Wang, Kaiyong Randomly weighted sums of dependent subexponential random variables. (English) Zbl 1322.60076 Lith. Math. J. 51, No. 4, 573-586 (2011). MSC: 60G70 60E05 62H20 91B30 PDF BibTeX XML Cite \textit{K. Wang}, Lith. Math. J. 51, No. 4, 573--586 (2011; Zbl 1322.60076) Full Text: DOI OpenURL
Ming, Ruixing; Huang, Li; Zhou, Shaonan The application for local precise large deviation probability of random sums. (Chinese. English summary) Zbl 1265.60040 J. Jiangxi Norm. Univ., Nat. Sci. Ed. 35, No. 5, 471-477 (2011). MSC: 60F10 91B30 PDF BibTeX XML Cite \textit{R. Ming} et al., J. Jiangxi Norm. Univ., Nat. Sci. Ed. 35, No. 5, 471--477 (2011; Zbl 1265.60040) OpenURL
Wang, Yinfeng; Yin, Chuancun Minimum of dependent random variables with convolution-equivalent distributions. (English) Zbl 1226.62008 Commun. Stat., Theory Methods 40, No. 18, 3245-3251 (2011). MSC: 62E10 62H05 PDF BibTeX XML Cite \textit{Y. Wang} and \textit{C. Yin}, Commun. Stat., Theory Methods 40, No. 18, 3245--3251 (2011; Zbl 1226.62008) Full Text: DOI OpenURL
Bardoutsos, Anastasios G.; Konstantinides, Dimitrios G. Characterization of tails through hazard rate and convolution closure properties. (English) Zbl 1263.60011 J. Appl. Probab. 48A, Spec. Vol., 123-132 (2011). MSC: 60E05 PDF BibTeX XML Cite \textit{A. G. Bardoutsos} and \textit{D. G. Konstantinides}, J. Appl. Probab. 48A, 123--132 (2011; Zbl 1263.60011) Full Text: DOI arXiv OpenURL
Yang, Yang; Wang, Kaiyong; Leipus, Remigijus; Šiaulys, Jonas Tail behavior of sums and maxima of sums of dependent subexponential random variables. (English) Zbl 1213.62085 Acta Appl. Math. 114, No. 3, 219-231 (2011). MSC: 62G32 62E20 62H20 PDF BibTeX XML Cite \textit{Y. Yang} et al., Acta Appl. Math. 114, No. 3, 219--231 (2011; Zbl 1213.62085) Full Text: DOI OpenURL
Geluk, J. L.; Frenk, J. B. G. Renewal theory for random variables with a heavy tailed distribution and finite variance. (English) Zbl 1208.60085 Stat. Probab. Lett. 81, No. 1, 77-82 (2011). MSC: 60K05 PDF BibTeX XML Cite \textit{J. L. Geluk} and \textit{J. B. G. Frenk}, Stat. Probab. Lett. 81, No. 1, 77--82 (2011; Zbl 1208.60085) Full Text: DOI OpenURL
Watanabe, Toshiro; Yamamuro, Kouji Limsup behaviors of multi-dimensional selfsimilar processes with independent increments. (English) Zbl 1276.60044 ALEA, Lat. Am. J. Probab. Math. Stat. 7, 79-116 (2010). MSC: 60G18 60G51 60E07 PDF BibTeX XML Cite \textit{T. Watanabe} and \textit{K. Yamamuro}, ALEA, Lat. Am. J. Probab. Math. Stat. 7, 79--116 (2010; Zbl 1276.60044) Full Text: arXiv Link OpenURL
Degen, Matthias; Lambrigger, Dominik D.; Segers, Johan Risk concentration and diversification: second-order properties. (English) Zbl 1231.91174 Insur. Math. Econ. 46, No. 3, 541-546 (2010). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{M. Degen} et al., Insur. Math. Econ. 46, No. 3, 541--546 (2010; Zbl 1231.91174) Full Text: DOI arXiv OpenURL
Foss, Serguei; Richards, Andrew On sums of conditionally independent subexponential random variables. (English) Zbl 1226.60066 Math. Oper. Res. 35, No. 1, 102-119 (2010). MSC: 60G50 60G99 PDF BibTeX XML Cite \textit{S. Foss} and \textit{A. Richards}, Math. Oper. Res. 35, No. 1, 102--119 (2010; Zbl 1226.60066) Full Text: DOI arXiv OpenURL
Li, Jinzhu; Tang, Qihe; Wu, Rong Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. (English) Zbl 1205.62061 Adv. Appl. Probab. 42, No. 4, 1126-1146 (2010). MSC: 62G32 62P05 60K10 62H20 62H05 91B30 PDF BibTeX XML Cite \textit{J. Li} et al., Adv. Appl. Probab. 42, No. 4, 1126--1146 (2010; Zbl 1205.62061) Full Text: DOI OpenURL
Huang, Li; Ming, Ruixing; Zhou, Shaonan Local precise large deviation probability for random sums. (Chinese. English summary) Zbl 1224.60038 J. Jiangxi Norm. Univ., Nat. Sci. Ed. 34, No. 1, 30-36 (2010). MSC: 60F10 91B30 PDF BibTeX XML Cite \textit{L. Huang} et al., J. Jiangxi Norm. Univ., Nat. Sci. Ed. 34, No. 1, 30--36 (2010; Zbl 1224.60038) OpenURL
Li, Jinzhu; Tang, Qihe A note on max-sum equivalence. (English) Zbl 1211.62085 Stat. Probab. Lett. 80, No. 23-24, 1720-1723 (2010). Reviewer: Fabrizio Durante (Bozen-Bolzano) MSC: 62G32 62E20 60E99 PDF BibTeX XML Cite \textit{J. Li} and \textit{Q. Tang}, Stat. Probab. Lett. 80, No. 23--24, 1720--1723 (2010; Zbl 1211.62085) Full Text: DOI OpenURL
Watanabe, Toshiro; Yamamuro, Kouji Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure. (English) Zbl 1193.60023 Electron. J. Probab. 15, Paper No. 2, 44-74 (2010). MSC: 60E07 PDF BibTeX XML Cite \textit{T. Watanabe} and \textit{K. Yamamuro}, Electron. J. Probab. 15, Paper No. 2, 44--74 (2010; Zbl 1193.60023) Full Text: DOI arXiv EuDML EMIS OpenURL
Hao, Xuemiao; Tang, Qihe Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation. (English) Zbl 1179.91104 Astin Bull. 39, No. 2, 479-494 (2009). MSC: 91B30 91B70 60G51 PDF BibTeX XML Cite \textit{X. Hao} and \textit{Q. Tang}, ASTIN Bull. 39, No. 2, 479--494 (2009; Zbl 1179.91104) Full Text: DOI OpenURL
Denisov, D.; Dieker, A. B.; Shneer, V. Large deviations for random walks under subexponentiality: The big-jump domain. (English) Zbl 1155.60019 Ann. Probab. 36, No. 5, 1946-1991 (2008). Reviewer: Aurel Spătaru (Bucureşti) MSC: 60G50 60F10 60E05 PDF BibTeX XML Cite \textit{D. Denisov} et al., Ann. Probab. 36, No. 5, 1946--1991 (2008; Zbl 1155.60019) Full Text: DOI arXiv OpenURL
Watanabe, Toshiro Convolution equivalence and distributions of random sums. (English) Zbl 1146.60014 Probab. Theory Relat. Fields 142, No. 3-4, 367-397 (2008). MSC: 60E07 60G50 60G51 PDF BibTeX XML Cite \textit{T. Watanabe}, Probab. Theory Relat. Fields 142, No. 3--4, 367--397 (2008; Zbl 1146.60014) Full Text: DOI OpenURL
Ko, Bangwon; Tang, Qihe Sums of dependent nonnegative random variables with subexponential tails. (English) Zbl 1137.62310 J. Appl. Probab. 45, No. 1, 85-94 (2008). MSC: 62E20 62G32 60G70 PDF BibTeX XML Cite \textit{B. Ko} and \textit{Q. Tang}, J. Appl. Probab. 45, No. 1, 85--94 (2008; Zbl 1137.62310) Full Text: DOI OpenURL
Li, Junhai; Liu, Zaiming; Tang, Qihe On the ruin probabilities of a bidimensional perturbed risk model. (English) Zbl 1119.91056 Insur. Math. Econ. 41, No. 1, 185-195 (2007). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Li} et al., Insur. Math. Econ. 41, No. 1, 185--195 (2007; Zbl 1119.91056) Full Text: DOI OpenURL
Geluk, Jaap; Ng, Kai W. Tail behavior of negatively associated heavy-tailed sums. (English) Zbl 1104.60313 J. Appl. Probab. 43, No. 2, 587-593 (2006). MSC: 60G50 62E20 PDF BibTeX XML Cite \textit{J. Geluk} and \textit{K. W. Ng}, J. Appl. Probab. 43, No. 2, 587--593 (2006; Zbl 1104.60313) Full Text: DOI OpenURL
Chen, Yu; Su, Chun Finite time ruin probability with heavy-tailed insurance and financial risks. (English) Zbl 1171.91348 Stat. Probab. Lett. 76, No. 16, 1812-1820 (2006). MSC: 91B30 62P05 60K99 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{C. Su}, Stat. Probab. Lett. 76, No. 16, 1812--1820 (2006; Zbl 1171.91348) Full Text: DOI OpenURL
Geluk, J. L.; De Vries, C. G. Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities. (English) Zbl 1112.62011 Insur. Math. Econ. 38, No. 1, 39-56 (2006). MSC: 62E20 91B30 PDF BibTeX XML Cite \textit{J. L. Geluk} and \textit{C. G. De Vries}, Insur. Math. Econ. 38, No. 1, 39--56 (2006; Zbl 1112.62011) Full Text: DOI Link OpenURL
Shang, Weixin; Liu, Liming; Li, Quan-Lin Tail asymptotics for the queue length in an M/G/1 retrial queue. (English) Zbl 1092.60037 Queueing Syst. 52, No. 3, 193-198 (2006). MSC: 60K25 60J25 90B22 PDF BibTeX XML Cite \textit{W. Shang} et al., Queueing Syst. 52, No. 3, 193--198 (2006; Zbl 1092.60037) Full Text: DOI OpenURL
Chen, Yiqing; Ng, Kai W.; Tang, Qihe Weighted sums of subexponential random variables and their maxima. (English) Zbl 1083.60017 Adv. Appl. Probab. 37, No. 2, 510-522 (2005). Reviewer: Ilya Pavlyukevitch (Berlin) MSC: 60F10 60G50 60G70 PDF BibTeX XML Cite \textit{Y. Chen} et al., Adv. Appl. Probab. 37, No. 2, 510--522 (2005; Zbl 1083.60017) Full Text: DOI OpenURL
Li, Quan-Lin; Zhao, Yiqiang Q. Heavy-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type. (English) Zbl 1076.60081 Adv. Appl. Probab. 37, No. 2, 482-509 (2005). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 60K15 60J22 90B22 PDF BibTeX XML Cite \textit{Q.-L. Li} and \textit{Y. Q. Zhao}, Adv. Appl. Probab. 37, No. 2, 482--509 (2005; Zbl 1076.60081) Full Text: DOI OpenURL
Tang, Qihe The ruin probability of a discrete time risk model under constant interest rate with heavy tails. (English) Zbl 1142.62094 Scand. Actuar. J. 2004, No. 3, 229-240 (2004). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62P05 91B30 62E20 PDF BibTeX XML Cite \textit{Q. Tang}, Scand. Actuar. J. 2004, No. 3, 229--240 (2004; Zbl 1142.62094) Full Text: DOI OpenURL
Jiang, Tao Local tail asymptotic relations for the stationary waiting time distribution of GI/G/1/\(\infty\) queueing system. (Chinese. English summary) Zbl 1063.60135 Acta Math. Sci., Ser. A, Chin. Ed. 24, No. 6, 752-757 (2004). MSC: 60K25 90B22 PDF BibTeX XML Cite \textit{T. Jiang}, Acta Math. Sci., Ser. A, Chin. Ed. 24, No. 6, 752--757 (2004; Zbl 1063.60135) 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
Cai, Jun; Tang, Qihe On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. (English) Zbl 1054.60012 J. Appl. Probab. 41, No. 1, 117-130 (2004). Reviewer: Neculai Curteanu (Iaşi) MSC: 60E05 60B15 91B30 PDF BibTeX XML Cite \textit{J. Cai} and \textit{Q. Tang}, J. Appl. Probab. 41, No. 1, 117--130 (2004; Zbl 1054.60012) Full Text: DOI OpenURL
Ng, Kai W.; Tang, Qihe Asymptotic behavior of tail and local probabilities for sums of subexponential random variables. (English) Zbl 1057.60049 J. Appl. Probab. 41, No. 1, 108-116 (2004). MSC: 60G50 62E20 PDF BibTeX XML Cite \textit{K. W. Ng} and \textit{Q. Tang}, J. Appl. Probab. 41, No. 1, 108--116 (2004; Zbl 1057.60049) Full Text: DOI Link OpenURL
Tang, Qihe; Tsitsiashvili, Gurami Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (English) Zbl 1075.91563 Stochastic Processes Appl. 108, No. 2, 299-325 (2003). MSC: 91B30 60K99 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{G. Tsitsiashvili}, Stochastic Processes Appl. 108, No. 2, 299--325 (2003; Zbl 1075.91563) Full Text: DOI OpenURL
Kohatsu-Higa, Arturo; Yamazato, Makoto On moments and tail behaviors of storage processes. (English) Zbl 1055.60094 J. Appl. Probab. 40, No. 4, 1069-1086 (2003). Reviewer: G. G. Vrănceanu (Bucureşti) MSC: 60K30 60G52 60H10 60J75 60K10 PDF BibTeX XML Cite \textit{A. Kohatsu-Higa} and \textit{M. Yamazato}, J. Appl. Probab. 40, No. 4, 1069--1086 (2003; Zbl 1055.60094) Full Text: DOI Link OpenURL
Tang, Qihe; Tsitsiashvili, Gurami Randomly weighted sums of subexponential random variables with application to ruin theory. (English) Zbl 1049.62017 Extremes 6, No. 3, 171-188 (2003). MSC: 62E20 91B30 60G50 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{G. Tsitsiashvili}, Extremes 6, No. 3, 171--188 (2003; Zbl 1049.62017) Full Text: DOI OpenURL
Ng, Kai W.; Tang, Qihe; Yan, Jiaan; Yang, Hailiang Precise large deviations for the prospective-loss process. (English) Zbl 1028.60024 J. Appl. Probab. 40, No. 2, 391-400 (2003). MSC: 60F10 60F05 60G50 60K05 60K10 PDF BibTeX XML Cite \textit{K. W. Ng} et al., J. Appl. Probab. 40, No. 2, 391--400 (2003; Zbl 1028.60024) Full Text: DOI OpenURL
Mallor, F.; Omey, E. Shocks, runs, and random sums: asymptotic behavior of the tail of the distribution function. (English) Zbl 1005.60048 J. Math. Sci., New York 111, No. 3, 3559-3565 (2002). Reviewer: A.J.Stam (Winsum) MSC: 60E05 60E10 62E10 60K10 PDF BibTeX XML Cite \textit{F. Mallor} and \textit{E. Omey}, J. Math. Sci., New York 111, No. 3, 3559--3565 (2002; Zbl 1005.60048) Full Text: DOI OpenURL
Enge, Andreas Computing discrete logarithms in high-genus hyperelliptic Jacobians in provably subexponential time. (English) Zbl 0988.68069 Math. Comput. 71, No. 238, 729-742 (2002). MSC: 68P25 11T71 11G25 14K15 14H40 11Y16 14Q05 PDF BibTeX XML Cite \textit{A. Enge}, Math. Comput. 71, No. 238, 729--742 (2002; Zbl 0988.68069) Full Text: DOI OpenURL
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Klüppelberg, Claudia Subexponential distributions and integrated tails. (English) Zbl 0651.60020 J. Appl. Probab. 25, No. 1, 132-141 (1988). Reviewer: V.Thangaraj MSC: 60E05 60G50 60K25 PDF BibTeX XML Cite \textit{C. Klüppelberg}, J. Appl. Probab. 25, No. 1, 132--141 (1988; Zbl 0651.60020) Full Text: DOI OpenURL
Pinelis, I. F. On the asymptotic equivalence of probabilities of large deviations for the sums and the maximum of independent random variables. (Russian) Zbl 0607.60023 Predel’nye Teoremy Teorii Veroyatnostej, Tr. Inst. Mat. 5, 144-173 (1985). Reviewer: Z.Jurek MSC: 60F10 60E07 PDF BibTeX XML OpenURL
Embrechts, Paul; Omey, Edward A property of longtailed distributions. (English) Zbl 0534.60015 J. Appl. Probab. 21, 80-87 (1984). MSC: 60E05 60K05 PDF BibTeX XML Cite \textit{P. Embrechts} and \textit{E. Omey}, J. Appl. Probab. 21, 80--87 (1984; Zbl 0534.60015) Full Text: DOI OpenURL
Embrechts, Paul A property of the generalized inverse Gaussian distribution with some applications. (English) Zbl 0536.60022 J. Appl. Probab. 20, 537-544 (1983). Reviewer: M.P.Geppert MSC: 60E05 33C10 60K10 60J80 60K05 PDF BibTeX XML Cite \textit{P. Embrechts}, J. Appl. Probab. 20, 537--544 (1983; Zbl 0536.60022) Full Text: DOI OpenURL
Embrechts, Paul; Goldie, Charles M. On convolution tails. (English) Zbl 0487.60016 Stochastic Processes Appl. 13, 263-278 (1982). MSC: 60E05 60F99 60K05 60G50 PDF BibTeX XML Cite \textit{P. Embrechts} and \textit{C. M. Goldie}, Stochastic Processes Appl. 13, 263--278 (1982; Zbl 0487.60016) Full Text: DOI OpenURL
Embrechts, Paul; Goldie, Charles M. Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure. (English) Zbl 0459.60017 Ann. Probab. 9, 468-481 (1981). MSC: 60E07 PDF BibTeX XML Cite \textit{P. Embrechts} and \textit{C. M. Goldie}, Ann. Probab. 9, 468--481 (1981; Zbl 0459.60017) Full Text: DOI OpenURL