Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Asymptotics for Sums of Random Variables with Local Subexponential Behaviour

13 references·5 citing·31 second hop

FromToDepth

this work references cited by second hop

References

1997Modelling Extremal Events4,397 cited
1994Modelling of extremal events in insurance and finance3,519 cited
1987Applied Probability and Queues2,704 cited
2001Stochastic Processes for Insurance and Finance839 cited
1976Stochastic Processes in Queueing Theory674 cited
1999Stochastic Processes for Insurance and Finance499 cited
2000Ruin Probabilities447 cited
1982Estimates for the probability of ruin with special emphasis on the possibility of large claims388 cited
1979Subexponentiality and infinite divisibility307 cited
1977Asymptotic behaviour of Wiener-Hopf factors of a random walk225 cited
1975The Class of Subexponential Distributions201 cited
1989Subexponential distributions and characterizations of related classes157 cited
1973Some results on regular variation for distributions in queueing and fluctuation theory132 cited

Cited by

2008Large deviations for random walks under subexponentiality: The big-jump domain122 cited
2007Large deviations for random walks under subexponentiality: the big-jump domain100 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2003

The maximum on a random time interval of a random walk with long-tailed increments and negative drift

89 cited

2004Tail Asymptotics for the Supremum of a Random Walk when the Mean Is not Finite68 cited

2011Conditional distribution of heavy tailed random variables on large deviations of their sum54 cited